PortfoliosLab logoPortfoliosLab logo
10AL.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

10AL.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist (10AL.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, 10AL.DE achieves a 0.10% return, which is significantly lower than LYP6.DE's 7.48% return.


10AL.DE

1D
0.07%
1M
0.02%
YTD
0.10%
6M
0.14%
1Y
0.27%
3Y*
2.33%
5Y*
-2.19%
10Y*

LYP6.DE

1D
0.57%
1M
0.92%
YTD
7.48%
6M
10.12%
1Y
16.32%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

10AL.DE vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
10AL.DE
Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist
0.10%0.67%1.54%6.66%-17.93%-3.35%4.91%7.30%0.46%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.48%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-12.80%

Correlation

The correlation between 10AL.DE and LYP6.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.45

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2018

0.11

Over the past year, 10AL.DE and LYP6.DE have become more correlated (0.45) than their long-term average of 0.11, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

10AL.DE vs. LYP6.DE — Risk / Return Rank

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

10AL.DE
10AL.DE Risk / Return Rank: 88
Overall Rank
10AL.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
10AL.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
10AL.DE Omega Ratio Rank: 88
Omega Ratio Rank
10AL.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
10AL.DE Martin Ratio Rank: 99
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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.

10AL.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist (10AL.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.


10AL.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.88

Omega ratioGain probability vs. loss probability

1.00

1.24

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.03

1.74

-1.77

Martin ratioReturn relative to average drawdown

-0.07

6.63

-6.70

10AL.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current 10AL.DE Sharpe Ratio is -0.02, which is lower than the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of 10AL.DE and LYP6.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


10AL.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.28

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.67

-1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

0.56

-0.60

Drawdowns

10AL.DE vs. LYP6.DE - Drawdown Comparison

The maximum 10AL.DE drawdown since its inception was -22.08%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for 10AL.DE and LYP6.DE.


Loading charts...

Drawdown Indicators


10AL.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.08%

-35.51%

+13.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-9.45%

+6.03%

Max Drawdown (3Y)

Largest decline over 3 years

-4.05%

-16.26%

+12.21%

Max Drawdown (5Y)

Largest decline over 5 years

-21.09%

-20.71%

-0.38%

Current Drawdown

Current decline from peak

-13.80%

-1.62%

-12.18%

Average Drawdown

Average peak-to-trough decline

-8.93%

-4.84%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

2.49%

-1.15%

Volatility

10AL.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist (10AL.DE) is 1.70%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.35%. This indicates that 10AL.DE experiences smaller price fluctuations and is considered to be less risky than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


10AL.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

4.35%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

3.57%

10.65%

-7.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

12.90%

-8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.19%

14.41%

-8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.51%

15.86%

-10.35%

10AL.DE vs. LYP6.DE - Expense Ratio Comparison

10AL.DE has a 0.14% expense ratio, which is higher than LYP6.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%.


Dividends

10AL.DE vs. LYP6.DE - Dividend Comparison

10AL.DE's dividend yield for the trailing twelve months is around 2.66%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
10AL.DE
Amundi Index J.P. Morgan EMU Government Investment Grade UCITS ETF EUR Dist
2.66%2.66%2.02%1.85%2.21%1.81%1.89%2.10%1.67%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


10AL.DE and LYP6.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.14% for 10AL.DE.

10AL.DE is categorized as European Government Bonds, while LYP6.DE is Europe Equities. 10AL.DE tracks JP Morgan EMU Government Bond, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.14% for 10AL.DE and 0.07% for LYP6.DE.

Portfolio Optimizer

Find the right allocation for 10AL.DE and LYP6.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer