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XDWL.DE vs. LYPS.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDWL.DE vs. LYPS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE). The values are adjusted to include any dividend payments, if applicable.

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XDWL.DE vs. LYPS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDWL.DE
Xtrackers MSCI World UCITS ETF 1D
-1.19%7.90%26.08%20.26%-13.72%32.78%5.44%31.23%-5.02%7.74%
LYPS.DE
Amundi S&P 500 II UCITS ETF EUR Dist
-2.76%4.89%32.52%22.69%-14.10%40.92%7.06%34.95%-1.02%6.97%

Returns By Period

In the year-to-date period, XDWL.DE achieves a -1.19% return, which is significantly higher than LYPS.DE's -2.76% return. Over the past 10 years, XDWL.DE has underperformed LYPS.DE with an annualized return of 11.92%, while LYPS.DE has yielded a comparatively higher 13.89% annualized return.


XDWL.DE

1D
0.08%
1M
-1.89%
YTD
-1.19%
6M
1.84%
1Y
12.39%
3Y*
15.11%
5Y*
10.89%
10Y*
11.92%

LYPS.DE

1D
0.21%
1M
-2.53%
YTD
-2.76%
6M
-0.06%
1Y
10.51%
3Y*
16.19%
5Y*
12.34%
10Y*
13.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDWL.DE vs. LYPS.DE - Expense Ratio Comparison

XDWL.DE has a 0.12% expense ratio, which is higher than LYPS.DE's 0.07% 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%.


Return for Risk

XDWL.DE vs. LYPS.DE — Risk / Return Rank

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

XDWL.DE
XDWL.DE Risk / Return Rank: 5555
Overall Rank
XDWL.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
XDWL.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
XDWL.DE Omega Ratio Rank: 3939
Omega Ratio Rank
XDWL.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
XDWL.DE Martin Ratio Rank: 8282
Martin Ratio Rank

LYPS.DE
LYPS.DE Risk / Return Rank: 4646
Overall Rank
LYPS.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
LYPS.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
LYPS.DE Omega Ratio Rank: 3131
Omega Ratio Rank
LYPS.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
LYPS.DE Martin Ratio Rank: 6868
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.

XDWL.DE vs. LYPS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) and Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.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.


XDWL.DELYPS.DEDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.61

+0.16

Sortino ratio

Return per unit of downside risk

1.11

0.92

+0.19

Omega ratio

Gain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratio

Return relative to maximum drawdown

2.81

2.40

+0.41

Martin ratio

Return relative to average drawdown

10.62

8.14

+2.48

XDWL.DE vs. LYPS.DE - Sharpe Ratio Comparison

The current XDWL.DE Sharpe Ratio is 0.77, which is comparable to the LYPS.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of XDWL.DE and LYPS.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


XDWL.DELYPS.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.61

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.80

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.85

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.92

-0.31

Correlation

The correlation between XDWL.DE and LYPS.DE is 0.97, 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

XDWL.DE vs. LYPS.DE - Dividend Comparison

XDWL.DE's dividend yield for the trailing twelve months is around 1.28%, more than LYPS.DE's 1.03% yield.


TTM20252024202320222021202020192018201720162015
XDWL.DE
Xtrackers MSCI World UCITS ETF 1D
1.28%1.28%1.65%1.58%1.77%2.08%1.95%1.98%1.40%1.94%1.83%0.00%
LYPS.DE
Amundi S&P 500 II UCITS ETF EUR Dist
1.03%1.00%1.21%1.04%2.11%1.09%1.54%1.63%1.93%1.75%1.88%2.02%

Drawdowns

XDWL.DE vs. LYPS.DE - Drawdown Comparison

The maximum XDWL.DE drawdown since its inception was -33.65%, roughly equal to the maximum LYPS.DE drawdown of -33.81%. Use the drawdown chart below to compare losses from any high point for XDWL.DE and LYPS.DE.


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Drawdown Indicators


XDWL.DELYPS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-33.81%

+0.16%

Max Drawdown (1Y)

Largest decline over 1 year

-8.75%

-8.43%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-21.63%

-23.37%

+1.74%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-33.81%

+0.16%

Current Drawdown

Current decline from peak

-3.96%

-4.98%

+1.02%

Average Drawdown

Average peak-to-trough decline

-4.66%

-4.05%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.10%

-0.39%

Volatility

XDWL.DE vs. LYPS.DE - Volatility Comparison

Xtrackers MSCI World UCITS ETF 1D (XDWL.DE) has a higher volatility of 4.24% compared to Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) at 3.64%. This indicates that XDWL.DE's price experiences larger fluctuations and is considered to be riskier than LYPS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDWL.DELYPS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

3.64%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

8.34%

8.66%

-0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

16.04%

17.23%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.14%

15.24%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

16.15%

-0.99%