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WTEC.L vs. LYPG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WTEC.L vs. LYPG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE). The values are adjusted to include any dividend payments, if applicable.

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WTEC.L vs. LYPG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WTEC.L
SPDR MSCI World Technology UCITS ETF USD Acc
-7.94%22.22%34.07%54.87%-31.49%29.89%44.12%46.72%-3.47%37.86%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
-8.25%23.28%32.97%53.91%-32.26%30.54%43.43%48.00%-4.12%37.72%
Different Trading Currencies

WTEC.L is traded in USD, while LYPG.DE is traded in EUR. To make them comparable, the LYPG.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with WTEC.L having a -7.94% return and LYPG.DE slightly lower at -8.25%.


WTEC.L

1D
4.09%
1M
-2.75%
YTD
-7.94%
6M
-6.32%
1Y
28.85%
3Y*
24.60%
5Y*
15.07%
10Y*

LYPG.DE

1D
3.79%
1M
-3.02%
YTD
-8.25%
6M
-6.60%
1Y
28.96%
3Y*
24.29%
5Y*
14.76%
10Y*
20.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WTEC.L vs. LYPG.DE - Expense Ratio Comparison

Both WTEC.L and LYPG.DE have an expense ratio of 0.30%.


Return for Risk

WTEC.L vs. LYPG.DE — Risk / Return Rank

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

WTEC.L
WTEC.L Risk / Return Rank: 6161
Overall Rank
WTEC.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WTEC.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
WTEC.L Omega Ratio Rank: 6060
Omega Ratio Rank
WTEC.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
WTEC.L Martin Ratio Rank: 5050
Martin Ratio Rank

LYPG.DE
LYPG.DE Risk / Return Rank: 4040
Overall Rank
LYPG.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 3939
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 3636
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.

WTEC.L vs. LYPG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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.


WTEC.LLYPG.DEDifference

Sharpe ratio

Return per unit of total volatility

1.20

1.16

+0.04

Sortino ratio

Return per unit of downside risk

1.77

1.72

+0.05

Omega ratio

Gain probability vs. loss probability

1.23

1.22

+0.01

Calmar ratio

Return relative to maximum drawdown

1.65

1.69

-0.04

Martin ratio

Return relative to average drawdown

5.07

5.29

-0.22

WTEC.L vs. LYPG.DE - Sharpe Ratio Comparison

The current WTEC.L Sharpe Ratio is 1.20, which is comparable to the LYPG.DE Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of WTEC.L and LYPG.DE, 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


WTEC.LLYPG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

1.16

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.63

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.86

+0.13

Correlation

The correlation between WTEC.L and LYPG.DE is 0.93, 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

WTEC.L vs. LYPG.DE - Dividend Comparison

Neither WTEC.L nor LYPG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WTEC.L vs. LYPG.DE - Drawdown Comparison

The maximum WTEC.L drawdown since its inception was -35.96%, roughly equal to the maximum LYPG.DE drawdown of -36.18%. Use the drawdown chart below to compare losses from any high point for WTEC.L and LYPG.DE.


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Drawdown Indicators


WTEC.LLYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.96%

-31.83%

-4.13%

Max Drawdown (1Y)

Largest decline over 1 year

-16.86%

-15.58%

-1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-35.96%

-29.64%

-6.32%

Max Drawdown (10Y)

Largest decline over 10 years

-31.83%

Current Drawdown

Current decline from peak

-12.90%

-12.70%

-0.20%

Average Drawdown

Average peak-to-trough decline

-6.38%

-5.72%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.48%

5.72%

-0.24%

Volatility

WTEC.L vs. LYPG.DE - Volatility Comparison

SPDR MSCI World Technology UCITS ETF USD Acc (WTEC.L) and Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) have volatilities of 6.86% and 6.58%, 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


WTEC.LLYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.86%

6.58%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

15.27%

15.42%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

23.96%

24.87%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.33%

23.31%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.76%

21.74%

+0.02%