XDWF.DE vs. LYPD.DE
XDWF.DE (Xtrackers MSCI World Financials UCITS ETF 1C) and LYPD.DE (Amundi MSCI World Financials UCITS ETF EUR Acc) are both Financials Equities funds tracking the MSCI World Financials, from Xtrackers and Amundi respectively. Both are passively managed. Over the past 10 years, XDWF.DE returned 11.89%/yr vs 11.83%/yr for LYPD.DE. With a 0.98 correlation, they move nearly in lockstep. XDWF.DE charges 0.25%/yr vs 0.30%/yr for LYPD.DE.
Performance
XDWF.DE vs. LYPD.DE - Performance Comparison
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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%
XDWF.DE vs. LYPD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
XDWF.DE
LYPD.DE
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.DE | LYPD.DE | Difference | |
|---|---|---|---|
| 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 |
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
| XDWF.DE | LYPD.DE | Difference | |
|---|---|---|---|
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.DE | LYPD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.84% | -1.02% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -7.01% | +0.95% |
Ulcer IndexDepth 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.DE | LYPD.DE | Difference | |
|---|---|---|---|
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.
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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