Lyxor MSCI World UCITS ETF

10-Year Study

LYYA.XETRA · · DE · ETF

Executive Summary: Lyxor MSCI World UCITS ETF has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 18.8% and an annualized volatility of 12.2%.

1Y CAGR
+17.6%
3Y CAGR
+16.2%
5Y CAGR
+11.8%
10Y CAGR
+12.0%

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 →
18.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.66
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.93
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +32.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -13.7%
% 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.
20260.41.1-4.86.7————————3.1%
20254.4-2.5-7.9-3.96.40.84.8-0.42.54.3-0.30.37.9%
20243.43.73.6-2.01.24.90.2-0.31.41.27.4-1.126.0%
20234.90.60.10.42.43.82.4-0.5-1.7-3.45.84.220.2%
2022-5.5-1.74.7-2.6-3.5-6.310.2-1.8-5.74.60.2-5.6-13.7%
20210.43.26.12.0-0.34.81.83.1-1.95.10.64.132.8%
20200.3-8.8-10.99.72.51.7-0.46.0-1.1-2.89.51.95.5%
20197.84.02.53.6-4.83.93.7-1.73.2-0.14.41.531.1%
20181.0-1.7-3.83.93.80.22.41.80.8-5.00.5-8.3-5.1%
2017-0.95.00.5-0.5-1.2-0.9-0.9-0.82.93.3-0.21.47.7%
2016———0.14.1-1.03.80.30.10.55.32.817.0%

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 12.2%. The dominant macroeconomic risk driver is VTI.US, accounting for 64.2% of variance. Idiosyncratic stock-specific factors contribute 4.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110011.75207164234
2016-05-0110420.2909770114
2016-06-0110311.071653871431
2016-07-0110707.825545561307
2016-08-0110735.933338494253
2016-09-0110743.666481642227
2016-10-0110801.298575092198
2016-11-0111376.927726818278
2016-12-0111696.251360917897
2017-01-0111594.888713564049
2017-02-0112173.284996384613
2017-03-0112230.702966595129
2017-04-0112166.194222955
2017-05-0112019.47039087374
2017-06-0111908.892208714156
2017-07-0111800.30701978334
2017-08-0111709.72465398508
2017-09-0112050.48531855773
2017-10-0112450.203993563127
2017-11-0112430.792898355698
2017-12-0112601.218525942677
2018-01-0112730.44190095318
2018-02-0112511.089113150958
2018-03-0112036.929670398451
2018-04-0112503.487738150336
2018-05-0112972.952940653273
2018-06-0112997.923004577297
2018-07-0113309.809973860494
2018-08-0113552.979854297371
2018-09-0113656.780212377313
2018-10-0112980.068420610512
2018-11-0113044.988939711133
2018-12-0111963.773642088065
2019-01-0112892.113182250174
2019-02-0113401.405307291556
2019-03-0113732.802197892699
2019-04-0114228.036308713003
2019-05-0113548.977396821425
2019-06-0114079.352425439818
2019-07-0114595.570613726619
2019-08-0114348.332391740116
2019-09-0114810.179748224013
2019-10-0114795.166414934602
2019-11-0115450.605886412563
2019-12-0115688.290917715734
2020-01-0115736.394527010001
2020-02-0114352.688976112082
2020-03-0112781.831478422144
2020-04-0114019.727338761084
2020-05-0114364.342221643907
2020-06-0114613.120483852637
2020-07-0114558.206108441891
2020-08-0115428.386482564605
2020-09-0115251.31479904534
2020-10-0114830.661459628709
2020-11-0116237.006425344287
2020-12-0116550.754619708892
2021-01-0116624.124771258732
2021-02-0117150.727936659052
2021-03-0118205.44960115429
2021-04-0118567.72141578286
2021-05-0118505.81509305302
2021-06-0119388.57108973905
2021-07-0119744.946279773427
2021-08-0120354.07748296485
2021-09-0119968.54859032789
2021-10-0120990.962352193197
2021-11-0121122.038716775896
2021-12-0121982.336479846887
2022-01-0120764.667030127137
2022-02-0120402.69992933933
2022-03-0121368.461623350635
2022-04-0120810.398812768995
2022-05-0120082.585686355575
2022-06-0118812.21721320251
2022-07-0120733.98975832075
2022-08-0120351.236232287476
2022-09-0119183.531616943408
2022-10-0120064.945225628246
2022-11-0120110.067580588577
2022-12-0118976.968574943956
2023-01-0119906.428144358593
2023-02-0120030.40550000247
2023-03-0120060.41569556287
2023-04-0120130.69753115905
2023-05-0120623.460989216426
2023-06-0121401.304834079194
2023-07-0121908.282781032634
2023-08-0121797.729305400684
2023-09-0121418.6735230026
2023-10-0120694.53343369674
2023-11-0121898.01310104805
2023-12-0122815.078229101986
2024-01-0123592.3702948477
2024-02-0124474.51686385221
2024-03-0125362.27181462857
2024-04-0124864.361163315087
2024-05-0125170.153855783054
2024-06-0126409.326220049516
2024-07-0126462.964091532747
2024-08-0126386.11855509638
2024-09-0126752.74695409692
2024-10-0127082.554391420577
2024-11-0129074.196996674502
2024-12-0128751.850930694894
2025-01-0130024.632408046426
2025-02-0129275.604609908638
2025-03-0126968.336114190275
2025-04-0125915.138018898848
2025-05-0127566.09407916301
2025-06-0127789.745802772733
2025-07-0129131.65614443107
2025-08-0129016.98491419423
2025-09-0129741.610898543466
2025-10-0131016.838322130297
2025-11-0130912.733250209596
2025-12-0131014.927683993632
2026-01-0131133.51901661432
2026-02-0131481.05750526661
2026-03-0129983.84193093043
2026-04-0131983.423567062575
Annual Return Matrix
YearAnnual Return
20170.07737241079211543
2018-0.05058597170918644
20190.31131626082634756
20200.05497499418622054
20210.3281772937210963
2022-0.13671740070297855
20230.2022509358647322
20240.2602126822436315
20250.07871064575125208
20260.03122676579925643
Total Factor Risk
0.12227733722468737
VTI.US Exposure
0.6418273892677564
VEA.US Exposure
0.12428557714604611
VWO.US Exposure
-0.015160133995607858
QQQ.US Exposure
0.029340025836934184
VTV.US Exposure
-0.004842230978985027
IJR.US Exposure
0.0024224505947150698
QUAL.US Exposure
-0.04815140857099829
SHV.US Exposure
0.008425113159963422
TLT.US Exposure
0.010637631437985693
LQD.US Exposure
0.005541355019768849
HYG.US Exposure
-0.0385130416161309
GLD.US Exposure
0.0027739369700094003
USO.US Exposure
0.004659811889756191
VNQ.US Exposure
0.0025738084415560195
BTC-USD.CC Exposure
0.001652401411300202
CPER.US Exposure
0.0031297526097881106
VIX.INDX Exposure
0.008834402585691882
UUP.US Exposure
0.19286699874684976
TIP.US Exposure
0.022698032686929465
Idiosyncratic Exposure
0.04499812735667115
Value Score
41.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.2%

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 →20.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.58%
Market Cap$203.3B
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 →
+2.8%
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 →
+6.6%
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 MSCI World UCITS ETF a high-risk investment?

Lyxor MSCI World UCITS ETF (LYYA.XETRA) has an annualized volatility of 12.2% and experienced a maximum drawdown of 18.8% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, LYYA.XETRA has generated a Compound Annual Growth Rate (CAGR) of 12.0%. 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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