SAUM.L vs. LYY0.DE
SAUM.L (iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)) and LYY0.DE (Amundi MSCI All Country World UCITS ETF EUR Acc) are both exchange-traded funds - SAUM.L is a Europe Equities fund tracking the MSCI EMU NR EUR, while LYY0.DE is a Global Equities fund tracking the MSCI All Country World (ACWI). Both are passively managed. Over the past 5 years, SAUM.L returned 10.39%/yr vs 12.31%/yr for LYY0.DE. A 0.74 correlation means they provide meaningful diversification when combined. SAUM.L charges 0.12%/yr vs 0.45%/yr for LYY0.DE.
Performance
SAUM.L vs. LYY0.DE - Performance Comparison
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Different Trading Currencies
SAUM.L is traded in GBP, while LYY0.DE is traded in EUR. To make them comparable, the LYY0.DE values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, SAUM.L achieves a 7.86% return, which is significantly lower than LYY0.DE's 11.59% return.
SAUM.L
- 1D
- 0.58%
- 1M
- 5.64%
- YTD
- 7.86%
- 6M
- 9.55%
- 1Y
- 20.35%
- 3Y*
- 15.71%
- 5Y*
- 10.39%
- 10Y*
- —
LYY0.DE
- 1D
- -0.18%
- 1M
- 3.80%
- YTD
- 11.59%
- 6M
- 11.67%
- 1Y
- 29.37%
- 3Y*
- 17.91%
- 5Y*
- 12.31%
- 10Y*
- 13.34%
SAUM.L vs. LYY0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SAUM.L iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | 7.86% | 28.60% | 4.78% | 17.25% | -7.39% | 14.31% | 6.03% | 18.94% | -3.56% |
LYY0.DE Amundi MSCI All Country World UCITS ETF EUR Acc | 11.59% | 14.49% | 19.11% | 15.93% | -9.29% | 19.66% | 11.33% | 23.14% | -3.49% |
Correlation
The correlation between SAUM.L and LYY0.DE is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2018 | 0.74 |
The correlation between SAUM.L and LYY0.DE has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.
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Return for Risk
SAUM.L vs. LYY0.DE — Risk / Return Rank
SAUM.L
LYY0.DE
SAUM.L vs. LYY0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) and Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| SAUM.L | LYY0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.51 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.86 | 4.23 | -2.37 |
| Martin ratioReturn relative to average drawdown | 6.50 | 16.79 | -10.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SAUM.L | LYY0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.47 | 2.71 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.90 | -0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.90 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.89 | -0.32 |
Drawdowns
SAUM.L vs. LYY0.DE - Drawdown Comparison
The maximum SAUM.L drawdown since its inception was -31.05%, which is greater than LYY0.DE's maximum drawdown of -25.81%. Use the drawdown chart below to compare losses from any high point for SAUM.L and LYY0.DE.
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Drawdown Indicators
| SAUM.L | LYY0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.05% | -25.81% | -5.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.89% | -6.99% | -3.90% |
Max Drawdown (3Y)Largest decline over 3 years | -12.45% | -19.11% | +6.66% |
Max Drawdown (5Y)Largest decline over 5 years | -22.52% | -19.11% | -3.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.81% | — |
Current DrawdownCurrent decline from peak | -0.04% | -0.50% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -4.82% | -3.56% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 1.77% | +1.35% |
Volatility
SAUM.L vs. LYY0.DE - Volatility Comparison
iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SAUM.L) has a higher volatility of 4.37% compared to Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) at 3.21%. This indicates that SAUM.L's price experiences larger fluctuations and is considered to be riskier than LYY0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAUM.L | LYY0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 3.21% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 8.03% | +3.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.82% | 10.92% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.88% | 13.50% | +3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.01% | 14.77% | +4.24% |
SAUM.L vs. LYY0.DE - Expense Ratio Comparison
SAUM.L has a 0.12% expense ratio, which is lower than LYY0.DE's 0.45% expense ratio.
Dividends
SAUM.L vs. LYY0.DE - Dividend Comparison
Neither SAUM.L nor LYY0.DE has paid dividends to shareholders.
Frequently Asked Questions
SAUM.L and LYY0.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SAUM.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SAUM.L is cheaper with a 0.12% expense ratio, compared with 0.45% for LYY0.DE.
SAUM.L is categorized as Europe Equities, while LYY0.DE is Global Equities. SAUM.L tracks MSCI EMU NR EUR, while LYY0.DE tracks MSCI All Country World (ACWI). They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for SAUM.L and 0.45% for LYY0.DE.
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