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WLD.MI vs. USHY.MI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

WLD.MI vs. USHY.MI

Last updated Apr 2, 2026

Compare and contrast key facts about Lyxor UCITS MSCI World D-EUR (WLD.MI) and Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI).

WLD.MI and USHY.MI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WLD.MI is a passively managed fund by Amundi that tracks the performance of the MSCI World Index. It was launched on Jun 2, 2021. USHY.MI is a passively managed fund by Amundi that tracks the performance of the Bloomberg MSCI US Corporate High Yield SRI Sustainable index. It was launched on Feb 19, 2024. Both WLD.MI and USHY.MI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

WLD.MI vs. USHY.MI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor UCITS MSCI World D-EUR (WLD.MI) and Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI). The values are adjusted to include any dividend payments, if applicable.

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WLD.MI vs. USHY.MI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WLD.MI
Lyxor UCITS MSCI World D-EUR		-1.30%7.52%26.98%20.16%-14.04%32.95%6.11%30.80%-5.02%5.33%
USHY.MI
Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist		1.09%-4.75%14.46%7.63%-7.29%11.41%-4.63%15.22%1.24%-7.41%

Returns By Period

In the year-to-date period, WLD.MI achieves a -1.30% return, which is significantly lower than USHY.MI's 1.09% return.

WLD.MI

1D
2.00%
1M
-3.05%
YTD
-1.30%
6M
2.12%
1Y
12.08%
3Y*
15.12%
5Y*
10.85%
10Y*
11.91%

USHY.MI

1D
-0.25%
1M
-0.05%
YTD
1.09%
6M
1.16%
1Y
-1.18%
3Y*
5.26%
5Y*
3.18%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Lyxor UCITS MSCI World D-EUR

Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist

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WLD.MI vs. SPYWLD.MI vs. JGPI.DEWLD.MI vs. IVVWLD.MI vs. VXUSWLD.MI vs. VGWL.DEWLD.MI vs. MEU.MI
Often compared with USHY.MI:
USHY.MI vs. LONZUSHY.MI vs. RAAXUSHY.MI vs. MEU.MI

WLD.MI vs. USHY.MI - Expense Ratio Comparison

WLD.MI has a 0.30% expense ratio, which is higher than USHY.MI's 0.25% expense ratio.

WLD.MI
Lyxor UCITS MSCI World D-EUR
USHY.MI
Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist

Return for Risk

WLD.MI vs. USHY.MI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WLD.MI
WLD.MI Risk / Return Rank: 3737
Overall Rank
WLD.MI Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WLD.MI Sortino Ratio Rank: 3535
Sortino Ratio Rank
WLD.MI Omega Ratio Rank: 3939
Omega Ratio Rank
WLD.MI Calmar Ratio Rank: 3131
Calmar Ratio Rank
WLD.MI Martin Ratio Rank: 4040
Martin Ratio Rank
USHY.MI
USHY.MI Risk / Return Rank: 77
Overall Rank
USHY.MI Sharpe Ratio Rank: 99
Sharpe Ratio Rank
USHY.MI Sortino Ratio Rank: 88
Sortino Ratio Rank
USHY.MI Omega Ratio Rank: 77
Omega Ratio Rank
USHY.MI Calmar Ratio Rank: 77
Calmar Ratio Rank
USHY.MI Martin Ratio Rank: 77
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.

WLD.MI vs. USHY.MI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS MSCI World D-EUR (WLD.MI) and Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI). 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.

WLD.MIUSHY.MIDifference

Sharpe ratio

Return per unit of total volatility

0.76

-0.17

+0.92

Sortino ratio

Return per unit of downside risk

1.10

-0.16

+1.26

Omega ratio

Gain probability vs. loss probability

1.17

0.98

+0.19

Calmar ratio

Return relative to maximum drawdown

0.91

-0.32

+1.24

Martin ratio

Return relative to average drawdown

4.25

-0.60

+4.85

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WLD.MI vs. USHY.MI - Sharpe Ratio Comparison

The current WLD.MI Sharpe Ratio is 0.76, which is higher than the USHY.MI Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of WLD.MI and USHY.MI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

WLD.MIUSHY.MIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.76

-0.17

+0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.42

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.32

+0.18

Correlation

The correlation between WLD.MI and USHY.MI is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

WLD.MI vs. USHY.MI - Dividend Comparison

WLD.MI's dividend yield for the trailing twelve months is around 1.28%, less than USHY.MI's 4.98% yield.

TTM20252024202320222021202020192018201720162015
WLD.MI
Lyxor UCITS MSCI World D-EUR		1.28%1.26%1.62%1.36%1.96%1.31%1.58%1.49%2.37%2.06%2.34%2.55%
USHY.MI
Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist		4.98%5.03%3.29%5.61%5.95%5.86%6.17%5.53%4.73%3.61%0.00%0.00%

Drawdowns

WLD.MI vs. USHY.MI - Drawdown Comparison

The maximum WLD.MI drawdown since its inception was -53.28%, which is greater than USHY.MI's maximum drawdown of -22.33%. Use the drawdown chart below to compare losses from any high point for WLD.MI and USHY.MI.

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Drawdown Indicators

WLD.MIUSHY.MIDifference

Max Drawdown

Largest peak-to-trough decline

-53.28%

-22.33%

-30.95%

Max Drawdown (1Y)

Largest decline over 1 year

-13.21%

-7.12%

-6.09%

Max Drawdown (5Y)

Largest decline over 5 years

-21.55%

-11.75%

-9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-33.71%

—

—

Current Drawdown

Current decline from peak

-3.97%

-5.80%

+1.83%

Average Drawdown

Average peak-to-trough decline

-9.25%

-4.96%

-4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

6.31%

-3.47%

Volatility

WLD.MI vs. USHY.MI - Volatility Comparison

Lyxor UCITS MSCI World D-EUR (WLD.MI) has a higher volatility of 4.32% compared to Amundi USD High Yield Corporate Bond ESG UCITS ETF Dist (USHY.MI) at 1.81%. This indicates that WLD.MI's price experiences larger fluctuations and is considered to be riskier than USHY.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WLD.MIUSHY.MIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

1.81%

+2.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.27%

4.80%

+3.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

9.27%

+6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.20%

8.56%

+5.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.12%

10.12%

+5.00%