WPEA.PA vs. LYYA.DE
Compare and contrast key facts about iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) and Amundi MSCI World II UCITS ETF Dist (LYYA.DE).
WPEA.PA and LYYA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WPEA.PA is a passively managed fund by iShares that tracks the performance of the MSCI World NET TR EUR Index. It was launched on Mar 26, 2024. LYYA.DE is a passively managed fund by Amundi that tracks the performance of the MSCI World. It was launched on Apr 26, 2006. Both WPEA.PA and LYYA.DE 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
WPEA.PA vs. LYYA.DE - Performance Comparison
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WPEA.PA vs. LYYA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
WPEA.PA iShares MSCI World Swap PEA UCITS ETF | -1.14% | 6.89% | 14.51% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | -1.30% | 7.87% | 14.26% |
Returns By Period
In the year-to-date period, WPEA.PA achieves a -1.14% return, which is significantly higher than LYYA.DE's -1.30% return.
WPEA.PA
- 1D
- 0.03%
- 1M
- -2.01%
- YTD
- -1.14%
- 6M
- 1.70%
- 1Y
- 12.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LYYA.DE
- 1D
- -0.03%
- 1M
- -2.02%
- YTD
- -1.30%
- 6M
- 1.77%
- 1Y
- 12.15%
- 3Y*
- 15.01%
- 5Y*
- 10.85%
- 10Y*
- 11.89%
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WPEA.PA vs. LYYA.DE - Expense Ratio Comparison
WPEA.PA has a 0.25% expense ratio, which is lower than LYYA.DE's 0.30% expense ratio.
Return for Risk
WPEA.PA vs. LYYA.DE — Risk / Return Rank
WPEA.PA
LYYA.DE
WPEA.PA vs. LYYA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) 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.
| WPEA.PA | LYYA.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.75 | 0.75 | 0.00 |
Sortino ratioReturn per unit of downside risk | 1.09 | 1.09 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 4.18 | 2.74 | +1.44 |
Martin ratioReturn relative to average drawdown | 15.99 | 10.55 | +5.45 |
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
| WPEA.PA | LYYA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | 0.75 | 0.00 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.50 | +0.17 |
Correlation
The correlation between WPEA.PA and LYYA.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WPEA.PA vs. LYYA.DE - Dividend Comparison
WPEA.PA has not paid dividends to shareholders, while LYYA.DE's dividend yield for the trailing twelve months is around 1.28%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WPEA.PA iShares MSCI World Swap PEA 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% |
LYYA.DE Amundi MSCI World II UCITS ETF Dist | 1.28% | 1.26% | 1.63% | 1.35% | 1.95% | 1.31% | 1.58% | 1.49% | 2.36% | 2.05% | 2.33% | 2.55% |
Drawdowns
WPEA.PA vs. LYYA.DE - Drawdown Comparison
The maximum WPEA.PA drawdown since its inception was -21.59%, smaller than the maximum LYYA.DE drawdown of -54.50%. Use the drawdown chart below to compare losses from any high point for WPEA.PA and LYYA.DE.
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Drawdown Indicators
| WPEA.PA | LYYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.59% | -54.50% | +32.91% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -8.76% | -0.14% |
Max Drawdown (5Y)Largest decline over 5 years | — | -21.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -4.04% | -3.97% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -9.90% | +6.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 1.71% | 0.00% |
Volatility
WPEA.PA vs. LYYA.DE - Volatility Comparison
iShares MSCI World Swap PEA UCITS ETF (WPEA.PA) and Amundi MSCI World II UCITS ETF Dist (LYYA.DE) have volatilities of 4.12% and 4.23%, 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
| WPEA.PA | LYYA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 4.23% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 8.25% | 8.37% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 16.04% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.86% | 14.18% | +0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.86% | 15.18% | -0.32% |