SPGP.L vs. LYYA.DE
SPGP.L (iShares Gold Producers UCITS ETF) and LYYA.DE (Amundi MSCI World II UCITS ETF Dist) are both exchange-traded funds - SPGP.L is a Precious Metals fund tracking the EMIX Global Mining Global Gold TR USD, while LYYA.DE is a Global Equities fund tracking the MSCI World. Both are passively managed. Over the past 10 years, SPGP.L returned 13.80%/yr vs 13.92%/yr for LYYA.DE. At a 0.13 correlation, their price movements are largely independent. SPGP.L charges 0.55%/yr vs 0.30%/yr for LYYA.DE.
Performance
SPGP.L vs. LYYA.DE - Performance Comparison
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Different Trading Currencies
SPGP.L is traded in GBp, while LYYA.DE is traded in EUR. To make them comparable, the LYYA.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, SPGP.L achieves a -5.80% return, which is significantly lower than LYYA.DE's 8.76% return. Both investments have delivered pretty close results over the past 10 years, with SPGP.L having a 13.80% annualized return and LYYA.DE not far ahead at 13.92%.
SPGP.L
- 1D
- 5.49%
- 1M
- -16.05%
- YTD
- -5.80%
- 6M
- -4.88%
- 1Y
- 52.23%
- 3Y*
- 36.39%
- 5Y*
- 18.46%
- 10Y*
- 13.80%
LYYA.DE
- 1D
- 1.66%
- 1M
- 1.67%
- YTD
- 8.76%
- 6M
- 9.47%
- 1Y
- 25.20%
- 3Y*
- 17.11%
- 5Y*
- 12.62%
- 10Y*
- 13.92%
SPGP.L vs. LYYA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPGP.L iShares Gold Producers UCITS ETF | -5.80% | 137.41% | 12.81% | 3.72% | -0.45% | -9.15% | 19.43% | 41.00% | -4.37% | -2.80% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 8.76% | 13.49% | 20.53% | 17.83% | -8.94% | 23.45% | 11.45% | 24.31% | -3.72% | 12.34% |
Correlation
The correlation between SPGP.L and LYYA.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2011 | 0.13 |
The correlation between SPGP.L and LYYA.DE shifts across timeframes, from 0.13 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SPGP.L vs. LYYA.DE — Risk / Return Rank
SPGP.L
LYYA.DE
SPGP.L vs. LYYA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Producers UCITS ETF (SPGP.L) and Amundi MSCI World II UCITS ETF Dist (LYYA.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SPGP.L | LYYA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.43 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 3.84 | -2.29 |
| Martin ratioReturn relative to average drawdown | 4.40 | 15.04 | -10.64 |
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Drawdowns
SPGP.L vs. LYYA.DE - Drawdown Comparison
The maximum SPGP.L drawdown since its inception was -86.56%, which is greater than LYYA.DE's maximum drawdown of -39.15%. Use the drawdown chart below to compare losses from any high point for SPGP.L and LYYA.DE.
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Drawdown Indicators
| SPGP.L | LYYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.56% | -39.15% | -47.41% |
Max Drawdown (1Y)Largest decline over 1 year | -33.69% | -6.54% | -27.15% |
Max Drawdown (3Y)Largest decline over 3 years | -33.69% | -19.70% | -13.99% |
Max Drawdown (5Y)Largest decline over 5 years | -34.81% | -19.70% | -15.11% |
Max Drawdown (10Y)Largest decline over 10 years | -43.71% | -26.51% | -17.20% |
Current DrawdownCurrent decline from peak | -29.46% | -1.27% | -28.19% |
Average DrawdownAverage peak-to-trough decline | -60.25% | -5.25% | -55.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.81% | 1.67% | +10.14% |
Volatility
SPGP.L vs. LYYA.DE - Volatility Comparison
iShares Gold Producers UCITS ETF (SPGP.L) has a higher volatility of 13.22% compared to Amundi MSCI World II UCITS ETF Dist (LYYA.DE) at 3.15%. This indicates that SPGP.L's price experiences larger fluctuations and is considered to be riskier than LYYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SPGP.L | LYYA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.22% | 3.15% | +10.07% |
Volatility (6M)Calculated over the trailing 6-month period | 33.40% | 7.94% | +25.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.37% | 10.90% | +30.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.91% | 13.75% | +21.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.95% | 14.89% | +19.06% |
SPGP.L vs. LYYA.DE - Expense Ratio Comparison
SPGP.L has a 0.55% expense ratio, which is higher than LYYA.DE's 0.30% expense ratio.
Dividends
SPGP.L vs. LYYA.DE - Dividend Comparison
SPGP.L has not paid dividends to shareholders, while LYYA.DE's dividend yield for the trailing twelve months is around 1.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 1.14% | 1.26% | 1.63% | 1.35% | 1.95% | 1.31% | 1.58% | 1.49% | 2.36% | 2.05% | 2.33% | 2.55% |
SPGP.L iShares Gold Producers UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SPGP.L and LYYA.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYYA.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYYA.DE is cheaper with a 0.30% expense ratio, compared with 0.55% for SPGP.L.
SPGP.L is categorized as Precious Metals, while LYYA.DE is Global Equities. SPGP.L tracks EMIX Global Mining Global Gold TR USD, while LYYA.DE tracks MSCI World. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.55% for SPGP.L and 0.30% for LYYA.DE.
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