Lyxor UCITS MSCI All Country World C-EUR

10-Year Study

LYY0.XETRA · · DE · ETF

Executive Summary: Lyxor UCITS MSCI All Country World C-EUR has compounded at 11.4% annually over the last 10 years, with a maximum drawdown of 19.1% and an annualized volatility of 11.7%.

1Y CAGR
+20.0%
3Y CAGR
+16.3%
5Y CAGR
+10.9%
10Y CAGR
+11.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
19.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.63
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.87
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +29.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -14.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.21.6-5.37.1————————4.3%
20254.4-2.3-7.4-4.05.91.24.7-0.42.94.5-0.60.58.8%
20242.83.83.6-1.81.14.90.2-0.41.60.96.7-1.124.5%
20235.10.00.20.02.23.72.6-1.0-1.5-3.65.73.918.3%
2022-4.7-2.03.8-2.4-3.2-6.19.1-1.4-6.13.51.3-5.6-14.0%
20211.12.85.61.6-0.34.60.82.9-1.84.60.33.828.7%
2020-0.6-8.4-11.29.52.12.20.15.4-1.0-2.19.22.25.4%
20197.93.52.43.4-4.93.93.3-1.93.20.04.22.129.9%
20181.4-2.0-3.63.53.3-0.42.41.30.6-5.20.9-7.8-6.0%
2017-0.65.00.7-0.6-1.2-0.9-0.5-0.62.73.5-0.31.68.8%
2016———0.03.7-0.84.10.40.20.74.23.116.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 11.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 51.9% of variance. Idiosyncratic stock-specific factors contribute 4.9%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110000.546926274339
2016-05-0110368.62830890396
2016-06-0110289.870925399257
2016-07-0110710.457230365346
2016-08-0110755.305184861081
2016-09-0110774.447604462917
2016-10-0110853.75191424196
2016-11-0111309.888427040034
2016-12-0111658.28046379348
2017-01-0111592.102384598555
2017-02-0112166.374972653686
2017-03-0112248.960840078758
2017-04-0112180.59505578648
2017-05-0112039.48807700722
2017-06-0111929.555895865238
2017-07-0111874.316342157079
2017-08-0111799.387442572743
2017-09-0112112.77619776854
2017-10-0112532.268650185953
2017-11-0112489.608400787574
2017-12-0112685.954933274994
2018-01-0112863.705972434916
2018-02-0112606.650623495952
2018-03-0112158.171078538613
2018-04-0112587.508203894116
2018-05-0113000.43754101947
2018-06-0112948.47954495734
2018-07-0113262.962152701815
2018-08-0113437.978560490044
2018-09-0113517.282870269088
2018-10-0112809.013345001093
2018-11-0112929.337125355501
2018-12-0111925.72741194487
2019-01-0112871.90986654999
2019-02-0113320.389411507329
2019-03-0113637.606650623495
2019-04-0114105.228615182672
2019-05-0113407.897615401444
2019-06-0113930.212207394443
2019-07-0114389.630277838547
2019-08-0114116.167140669439
2019-09-0114567.38131699847
2019-10-0114570.11594837016
2019-11-0115177.204112885584
2019-12-0115491.686720630058
2020-01-0115404.178516735943
2020-02-0114113.432509297747
2020-03-0112530.080945088603
2020-04-0113719.645591774228
2020-05-0114001.312623058411
2020-06-0114310.325968059504
2020-07-0114321.26449354627
2020-08-0115092.430540363157
2020-09-0114947.49507766353
2020-10-0114627.543207175673
2020-11-0115970.247210676001
2020-12-0116325.749288995843
2021-01-0116506.234959527457
2021-02-0116960.18376722818
2021-03-0117911.83548457668
2021-04-0118198.971778604246
2021-05-0118136.075257055352
2021-06-0118975.607088164514
2021-07-0119126.011813607525
2021-08-0119672.938087945742
2021-09-0119311.96674688252
2021-10-0120192.518048567053
2021-11-0120247.210676000872
2021-12-0121018.376722817768
2022-01-0120022.970903522208
2022-02-0119612.77619776854
2022-03-0120367.53445635528
2022-04-0119883.50470356596
2022-05-0119243.600962590244
2022-06-0118078.64799824984
2022-07-0119724.896084007876
2022-08-0119448.698315467078
2022-09-0118267.337562896522
2022-10-0118907.241303872237
2022-11-0119156.09275869613
2022-12-0118075.913366878143
2023-01-0118997.484139138047
2023-02-0119000.218770509735
2023-03-0119033.034346970027
2023-04-0119035.76897834172
2023-05-0119445.963684095383
2023-06-0120162.43710347845
2023-07-0120687.48632684314
2023-08-0120487.858236709693
2023-09-0120184.31415445198
2023-10-0119462.37147232553
2023-11-0120578.1010719755
2023-12-0121382.08269525268
2024-01-0121986.436228396415
2024-02-0122825.96805950558
2024-03-0123638.153576897832
2024-04-0123222.48960840079
2024-05-0123482.279588711444
2024-06-0124639.028658936775
2024-07-0124685.517392255526
2024-08-0124587.070662874645
2024-09-0124991.796105884925
2024-10-0125221.50514110698
2024-11-0126919.711222927148
2024-12-0126629.840297527895
2025-01-0127794.793261868297
2025-02-0127154.889520892582
2025-03-0125155.87398818639
2025-04-0124141.325749288997
2025-05-0125574.27258805513
2025-06-0125886.020564427916
2025-07-0127111.135418945523
2025-08-0127007.219426821262
2025-09-0127783.854736381538
2025-10-0129025.377379129295
2025-11-0128839.422445854296
2025-12-0128981.623277182232
2026-01-0129326.186830015315
2026-02-0129807.481951432947
2026-03-0128226.865018595494
2026-04-0130223.145919929993
Annual Return Matrix
YearAnnual Return
20170.08814974666916875
2018-0.05992670834231506
20190.29901398761751885
20200.053839364518976085
20210.2874371859296483
2022-0.13999479573250062
20230.18290468986384267
20240.24542780406701614
20250.08831382214006989
20260.04283827137195706
Total Factor Risk
0.11725404000240076
VTI.US Exposure
0.5186697174995133
VEA.US Exposure
0.122790545191107
VWO.US Exposure
0.04073585615145934
QQQ.US Exposure
0.07186451603162516
VTV.US Exposure
0.027240496610952625
IJR.US Exposure
0.0043458527174577355
QUAL.US Exposure
-0.06357225822345731
SHV.US Exposure
0.0007176814207807858
TLT.US Exposure
0.016501511340024918
LQD.US Exposure
0.004081673200369164
HYG.US Exposure
-0.03956481765218872
GLD.US Exposure
0.0015784374632852496
USO.US Exposure
0.006965040873097035
VNQ.US Exposure
0.00425704137791759
BTC-USD.CC Exposure
0.003204581729985789
CPER.US Exposure
0.0028286834330981596
VIX.INDX Exposure
0.01026426860974921
UUP.US Exposure
0.20149557224206507
TIP.US Exposure
0.016553280824785726
Idiosyncratic Exposure
0.0490423191583722
Value Score
42.3
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
30.7
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
11.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.56%
Market Cap$213.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Lyxor UCITS MSCI All Country World C-EUR a high-risk investment?

Lyxor UCITS MSCI All Country World C-EUR (LYY0.XETRA) has an annualized volatility of 11.7% and experienced a maximum drawdown of 19.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of LYY0.XETRA?

Over the past 10 years, LYY0.XETRA has generated a Compound Annual Growth Rate (CAGR) of 11.4%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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