XMAW.L vs. LYY0.DE
XMAW.L (Xtrackers MSCI AC World ESG Screened UCITS ETF 1C) and LYY0.DE (Amundi MSCI All Country World UCITS ETF EUR Acc) are both Global Equities funds - XMAW.L tracks the MSCI ACWI NR USD while LYY0.DE tracks the MSCI All Country World (ACWI). Both are passively managed. Over the past 10 years, XMAW.L returned 13.42%/yr vs 13.34%/yr for LYY0.DE. Their correlation of 0.89 suggests significant overlap in exposure. XMAW.L charges 0.25%/yr vs 0.45%/yr for LYY0.DE.
Performance
XMAW.L vs. LYY0.DE - Performance Comparison
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Different Trading Currencies
XMAW.L is traded in GBp, while LYY0.DE is traded in EUR. To make them comparable, the LYY0.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with XMAW.L having a 11.58% return and LYY0.DE slightly higher at 11.65%. Both investments have delivered pretty close results over the past 10 years, with XMAW.L having a 13.42% annualized return and LYY0.DE not far behind at 13.34%.
XMAW.L
- 1D
- -0.13%
- 1M
- 5.65%
- YTD
- 11.58%
- 6M
- 12.10%
- 1Y
- 30.53%
- 3Y*
- 18.30%
- 5Y*
- 12.36%
- 10Y*
- 13.42%
LYY0.DE
- 1D
- -0.13%
- 1M
- 3.85%
- YTD
- 11.65%
- 6M
- 11.72%
- 1Y
- 29.43%
- 3Y*
- 17.93%
- 5Y*
- 12.32%
- 10Y*
- 13.34%
XMAW.L vs. LYY0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XMAW.L Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | 11.58% | 13.86% | 20.55% | 16.87% | -10.40% | 20.70% | 12.24% | 21.60% | -4.56% | 13.26% |
LYY0.DE Amundi MSCI All Country World UCITS ETF EUR Acc | 11.65% | 14.49% | 19.11% | 15.93% | -9.29% | 19.66% | 11.33% | 23.14% | -4.67% | 13.46% |
Correlation
The correlation between XMAW.L and LYY0.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 | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jul 3, 2014 | 0.89 |
The correlation between XMAW.L and LYY0.DE has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
XMAW.L vs. LYY0.DE — Risk / Return Rank
XMAW.L
LYY0.DE
XMAW.L vs. LYY0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) and Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.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.
| XMAW.L | LYY0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.51 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.12 | 4.24 | -0.12 |
| Martin ratioReturn relative to average drawdown | 16.61 | 16.83 | -0.22 |
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
| XMAW.L | LYY0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 2.72 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.90 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.92 | 0.90 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.89 | -0.03 |
Drawdowns
XMAW.L vs. LYY0.DE - Drawdown Comparison
The maximum XMAW.L drawdown since its inception was -25.05%, roughly equal to the maximum LYY0.DE drawdown of -25.81%. Use the drawdown chart below to compare losses from any high point for XMAW.L and LYY0.DE.
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Drawdown Indicators
| XMAW.L | LYY0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.05% | -25.81% | +0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -7.37% | -6.99% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -18.92% | -19.11% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -18.92% | -19.11% | +0.19% |
Max Drawdown (10Y)Largest decline over 10 years | -25.05% | -25.81% | +0.76% |
Current DrawdownCurrent decline from peak | -0.49% | -0.45% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -3.83% | -3.56% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.83% | 1.77% | +0.06% |
Volatility
XMAW.L vs. LYY0.DE - Volatility Comparison
Xtrackers MSCI AC World ESG Screened UCITS ETF 1C (XMAW.L) and Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) have volatilities of 3.05% and 3.20%, 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
| XMAW.L | LYY0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.05% | 3.20% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 8.03% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.09% | 10.92% | +0.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.40% | 13.50% | -0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 14.77% | -0.17% |
XMAW.L vs. LYY0.DE - Expense Ratio Comparison
XMAW.L has a 0.25% expense ratio, which is lower than LYY0.DE's 0.45% expense ratio.
Dividends
XMAW.L vs. LYY0.DE - Dividend Comparison
Neither XMAW.L nor LYY0.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, XMAW.L and LYY0.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, XMAW.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XMAW.L is cheaper with a 0.25% expense ratio, compared with 0.45% for LYY0.DE.
XMAW.L tracks MSCI ACWI NR USD, while LYY0.DE tracks MSCI All Country World (ACWI). They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.25% for XMAW.L and 0.45% for LYY0.DE.
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