XDEQ.DE vs. LYYB.DE
XDEQ.DE (Xtrackers MSCI World Quality Factor UCITS ETF 1C) and LYYB.DE (Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist) are both exchange-traded funds - XDEQ.DE is a Global Equities fund tracking the MSCI ACWI NR USD, while LYYB.DE is a Large Cap Blend Equities fund tracking the MSCI USA ESG Broad Select. Both are passively managed. Over the past 10 years, XDEQ.DE returned 12.19%/yr vs 13.66%/yr for LYYB.DE. Their correlation of 0.95 suggests significant overlap in exposure. XDEQ.DE charges 0.25%/yr vs 0.09%/yr for LYYB.DE.
Performance
XDEQ.DE vs. LYYB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEQ.DE achieves a 12.57% return, which is significantly higher than LYYB.DE's 11.42% return. Over the past 10 years, XDEQ.DE has underperformed LYYB.DE with an annualized return of 12.19%, while LYYB.DE has yielded a comparatively higher 13.66% annualized return.
XDEQ.DE
- 1D
- 0.15%
- 1M
- 1.66%
- 6M
- 10.45%
- YTD
- 12.57%
- 1Y
- 22.01%
- 3Y*
- 15.57%
- 5Y*
- 10.70%
- 10Y*
- 12.19%
- ALL TIME*
- 9.57%
LYYB.DE
- 1D
- 0.37%
- 1M
- 0.63%
- 6M
- 11.30%
- YTD
- 11.42%
- 1Y
- 21.08%
- 3Y*
- 16.91%
- 5Y*
- 11.76%
- 10Y*
- 13.66%
- ALL TIME*
- 10.89%
XDEQ.DE vs. LYYB.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 12.57% | 2.87% | 23.81% | 21.83% | -14.80% | 34.39% | 4.48% | 34.18% | -3.32% | 8.20% |
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 11.42% | 2.83% | 31.27% | 22.21% | -17.02% | 38.79% | 9.55% | 34.69% | -1.22% | 6.95% |
Correlation
The correlation between XDEQ.DE and LYYB.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Sep 11, 2014 | 0.95 |
The correlation between XDEQ.DE and LYYB.DE has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.
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Return for Risk
XDEQ.DE vs. LYYB.DE — Risk / Return Rank
XDEQ.DE
LYYB.DE
XDEQ.DE vs. LYYB.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) and Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.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.
| XDEQ.DE | LYYB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.32 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 2.52 | +1.00 |
| Martin ratioReturn relative to average drawdown | 14.82 | 8.51 | +6.31 |
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Drawdowns
XDEQ.DE vs. LYYB.DE - Drawdown Comparison
The maximum XDEQ.DE drawdown since its inception was -32.18%, smaller than the maximum LYYB.DE drawdown of -53.38%. Use the drawdown chart below to compare losses from any high point for XDEQ.DE and LYYB.DE.
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Drawdown Indicators
| XDEQ.DE | LYYB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.18% | -53.38% | +21.20% |
Max Drawdown (1Y)Largest decline over 1 year | -6.22% | -8.32% | +2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -20.59% | -24.11% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -20.59% | -24.11% | +3.52% |
Max Drawdown (10Y)Largest decline over 10 years | -32.18% | -34.12% | +1.94% |
Current DrawdownCurrent decline from peak | -1.07% | -1.02% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -6.53% | -9.09% | +2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.48% | 2.47% | -0.99% |
Volatility
XDEQ.DE vs. LYYB.DE - Volatility Comparison
The current volatility for Xtrackers MSCI World Quality Factor UCITS ETF 1C (XDEQ.DE) is 2.75%, while Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist (LYYB.DE) has a volatility of 3.08%. This indicates that XDEQ.DE experiences smaller price fluctuations and is considered to be less risky than LYYB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEQ.DE | LYYB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.75% | 3.08% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.28% | 8.03% | -0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.55% | 12.04% | -1.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 15.64% | -1.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 16.31% | -0.49% |
XDEQ.DE vs. LYYB.DE - Expense Ratio Comparison
XDEQ.DE has a 0.25% expense ratio, which is higher than LYYB.DE's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEQ.DE vs. LYYB.DE - Dividend Comparison
XDEQ.DE has not paid dividends to shareholders, while LYYB.DE's dividend yield for the trailing twelve months is around 0.81%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYYB.DE Amundi MSCI USA ESG Climate Net Zero Ambition CTB UCITS ETF Dist | 0.81% | 0.99% | 0.78% | 0.00% | 1.12% | 0.95% | 1.31% | 1.14% | 1.81% | 1.64% | 1.87% | 2.03% |
XDEQ.DE Xtrackers MSCI World Quality Factor UCITS ETF 1C | 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
XDEQ.DE and LYYB.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYYB.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYYB.DE is cheaper with a 0.09% expense ratio, compared with 0.25% for XDEQ.DE.
XDEQ.DE is categorized as Global Equities, while LYYB.DE is Large Cap Blend Equities. XDEQ.DE tracks MSCI ACWI NR USD, while LYYB.DE tracks MSCI USA ESG Broad Select. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDEQ.DE and 0.09% for LYYB.DE.
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