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SPYY.DE vs. LYY0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYY.DE vs. LYY0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI ACWI UCITS ETF (SPYY.DE) and Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with SPYY.DE having a 12.54% return and LYY0.DE slightly lower at 12.53%. Both investments have delivered pretty close results over the past 10 years, with SPYY.DE having a 12.40% annualized return and LYY0.DE not far behind at 12.25%.


SPYY.DE

1D
-0.21%
1M
4.97%
YTD
12.54%
6M
13.23%
1Y
26.75%
3Y*
17.99%
5Y*
12.35%
10Y*
12.40%

LYY0.DE

1D
-0.25%
1M
4.91%
YTD
12.53%
6M
13.24%
1Y
26.36%
3Y*
17.75%
5Y*
12.16%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYY.DE vs. LYY0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPYY.DE
SPDR MSCI ACWI UCITS ETF
12.54%9.46%24.56%18.22%-13.82%29.11%5.12%30.21%-6.02%8.80%
LYY0.DE
Amundi MSCI All Country World UCITS ETF EUR Acc
12.53%8.83%24.54%18.29%-14.00%28.74%5.38%29.90%-5.99%8.81%

Correlation

The correlation between SPYY.DE and LYY0.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

1.00

Correlation (3Y)
Calculated over the trailing 3-year period

1.00

Correlation (5Y)
Calculated over the trailing 5-year period

1.00

Correlation (10Y)
Calculated over the trailing 10-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2012

0.89

The correlation between SPYY.DE and LYY0.DE shifts across timeframes, from 0.89 (all time) to 1.00 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPYY.DE vs. LYY0.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SPYY.DE
SPYY.DE Risk / Return Rank: 7777
Overall Rank
SPYY.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
SPYY.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
SPYY.DE Omega Ratio Rank: 7474
Omega Ratio Rank
SPYY.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
SPYY.DE Martin Ratio Rank: 8383
Martin Ratio Rank

LYY0.DE
LYY0.DE Risk / Return Rank: 7575
Overall Rank
LYY0.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LYY0.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
LYY0.DE Omega Ratio Rank: 7474
Omega Ratio Rank
LYY0.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYY0.DE Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPYY.DE vs. LYY0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI ACWI UCITS ETF (SPYY.DE) 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.


SPYY.DELYY0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratioReturn relative to maximum drawdown

4.10

4.01

+0.09

Martin ratioReturn relative to average drawdown

16.60

16.14

+0.46

SPYY.DE vs. LYY0.DE - Sharpe Ratio Comparison

The current SPYY.DE Sharpe Ratio is 2.32, which is comparable to the LYY0.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SPYY.DE and LYY0.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SPYY.DELYY0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.29

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

0.86

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.81

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.84

-0.01

Drawdowns

SPYY.DE vs. LYY0.DE - Drawdown Comparison

The maximum SPYY.DE drawdown since its inception was -33.49%, roughly equal to the maximum LYY0.DE drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for SPYY.DE and LYY0.DE.


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Drawdown Indicators


SPYY.DELYY0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.49%

-33.27%

-0.22%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-6.54%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-21.27%

-21.28%

+0.01%

Max Drawdown (5Y)

Largest decline over 5 years

-21.27%

-21.28%

+0.01%

Max Drawdown (10Y)

Largest decline over 10 years

-33.49%

-33.27%

-0.22%

Current Drawdown

Current decline from peak

-0.61%

-0.65%

+0.04%

Average Drawdown

Average peak-to-trough decline

-4.39%

-4.50%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.61%

1.63%

-0.02%

Volatility

SPYY.DE vs. LYY0.DE - Volatility Comparison

SPDR MSCI ACWI UCITS ETF (SPYY.DE) and Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) have volatilities of 3.05% and 3.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPYY.DELYY0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.05%

3.10%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.21%

8.23%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

11.47%

11.45%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

13.93%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

15.00%

+0.07%

SPYY.DE vs. LYY0.DE - Expense Ratio Comparison

SPYY.DE has a 0.40% expense ratio, which is lower than LYY0.DE's 0.45% expense ratio.


Dividends

SPYY.DE vs. LYY0.DE - Dividend Comparison

Neither SPYY.DE nor LYY0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 1.00, SPYY.DE and LYY0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, SPYY.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYY.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for LYY0.DE.

Both ETFs track MSCI All Country World (ACWI). They also come from different issuers: State Street and Amundi. Their fees differ too: 0.40% for SPYY.DE and 0.45% for LYY0.DE.

Portfolio Optimizer

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