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XDWF.DE vs. LYPD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDWF.DE vs. LYPD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XDWF.DE achieves a 1.15% return, which is significantly higher than LYPD.DE's 0.92% return. Both investments have delivered pretty close results over the past 10 years, with XDWF.DE having a 11.89% annualized return and LYPD.DE not far behind at 11.83%.


XDWF.DE

1D
2.02%
1M
1.21%
YTD
1.15%
6M
4.65%
1Y
12.74%
3Y*
20.89%
5Y*
12.85%
10Y*
11.89%

LYPD.DE

1D
1.87%
1M
1.06%
YTD
0.92%
6M
4.40%
1Y
12.40%
3Y*
20.69%
5Y*
12.81%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDWF.DE vs. LYPD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
1.15%15.35%34.08%12.42%-4.87%39.49%-11.91%29.11%-13.92%8.33%
LYPD.DE
Amundi MSCI World Financials UCITS ETF EUR Acc
0.92%15.56%33.60%12.32%-5.01%39.46%-11.53%29.12%-13.88%8.07%

Correlation

The correlation between XDWF.DE and LYPD.DE is 0.93, 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

0.93

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

0.94

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

0.96

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

0.98

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.98

The correlation between XDWF.DE and LYPD.DE has been stable across timeframes, ranging from 0.93 to 0.98 - a consistent structural relationship.

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Return for Risk

XDWF.DE vs. LYPD.DE — Risk / Return Rank

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

XDWF.DE
XDWF.DE Risk / Return Rank: 2727
Overall Rank
XDWF.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XDWF.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
XDWF.DE Omega Ratio Rank: 2525
Omega Ratio Rank
XDWF.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XDWF.DE Martin Ratio Rank: 2929
Martin Ratio Rank

LYPD.DE
LYPD.DE Risk / Return Rank: 2626
Overall Rank
LYPD.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LYPD.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
LYPD.DE Omega Ratio Rank: 2424
Omega Ratio Rank
LYPD.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
LYPD.DE Martin Ratio Rank: 2828
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.

XDWF.DE vs. LYPD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.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.


XDWF.DELYPD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.16

1.16

+0.01

Calmar ratioReturn relative to maximum drawdown

1.29

1.26

+0.03

Martin ratioReturn relative to average drawdown

3.98

3.81

+0.18

XDWF.DE vs. LYPD.DE - Sharpe Ratio Comparison

The current XDWF.DE Sharpe Ratio is 0.93, which is comparable to the LYPD.DE Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of XDWF.DE and LYPD.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


XDWF.DELYPD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.87

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.77

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.63

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.58

+0.05

Drawdowns

XDWF.DE vs. LYPD.DE - Drawdown Comparison

The maximum XDWF.DE drawdown since its inception was -42.06%, roughly equal to the maximum LYPD.DE drawdown of -42.19%. Use the drawdown chart below to compare losses from any high point for XDWF.DE and LYPD.DE.


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Drawdown Indicators


XDWF.DELYPD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.06%

-42.19%

+0.13%

Max Drawdown (1Y)

Largest decline over 1 year

-9.65%

-9.63%

-0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-19.74%

-20.02%

+0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-19.74%

-20.02%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-42.06%

-42.19%

+0.13%

Current Drawdown

Current decline from peak

-0.84%

-1.02%

+0.18%

Average Drawdown

Average peak-to-trough decline

-6.06%

-7.01%

+0.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

3.20%

-0.06%

Volatility

XDWF.DE vs. LYPD.DE - Volatility Comparison

Xtrackers MSCI World Financials UCITS ETF 1C (XDWF.DE) and Amundi MSCI World Financials UCITS ETF EUR Acc (LYPD.DE) have volatilities of 3.37% and 3.44%, 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


XDWF.DELYPD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

3.44%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

10.35%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

13.94%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

16.53%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

18.69%

-0.08%

XDWF.DE vs. LYPD.DE - Expense Ratio Comparison

XDWF.DE has a 0.25% expense ratio, which is lower than LYPD.DE's 0.30% expense ratio.


Dividends

XDWF.DE vs. LYPD.DE - Dividend Comparison

Neither XDWF.DE nor LYPD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.93, XDWF.DE and LYPD.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, XDWF.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDWF.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for LYPD.DE.

Both ETFs track MSCI World Financials. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XDWF.DE and 0.30% for LYPD.DE.

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