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18MM.DE vs. LYPU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

18MM.DE vs. LYPU.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.DE) and Amundi Australia S&P/ASX 200 UCITS ETF Dist (LYPU.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 18MM.DE achieves a 2.24% return, which is significantly lower than LYPU.DE's 8.54% return. Over the past 10 years, 18MM.DE has underperformed LYPU.DE with an annualized return of 4.46%, while LYPU.DE has yielded a comparatively higher 7.90% annualized return.


18MM.DE

1D
-0.72%
1M
-3.74%
YTD
2.24%
6M
2.73%
1Y
1.08%
3Y*
2.40%
5Y*
1.50%
10Y*
4.46%

LYPU.DE

1D
-0.58%
1M
0.24%
YTD
8.54%
6M
10.49%
1Y
13.02%
3Y*
9.64%
5Y*
6.35%
10Y*
7.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

18MM.DE vs. LYPU.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR
2.24%0.05%5.93%1.38%-7.30%14.57%-5.45%21.40%-6.44%10.50%
LYPU.DE
Amundi Australia S&P/ASX 200 UCITS ETF Dist
8.54%4.70%8.32%8.44%-3.43%19.30%0.44%25.66%-8.48%5.77%

Correlation

The correlation between 18MM.DE and LYPU.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.78

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

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2010

0.70

The correlation between 18MM.DE and LYPU.DE shifts across timeframes, from 0.70 (all time) to 0.81 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

18MM.DE vs. LYPU.DE — Risk / Return Rank

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

18MM.DE
18MM.DE Risk / Return Rank: 1010
Overall Rank
18MM.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
18MM.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
18MM.DE Omega Ratio Rank: 1010
Omega Ratio Rank
18MM.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
18MM.DE Martin Ratio Rank: 1111
Martin Ratio Rank

LYPU.DE
LYPU.DE Risk / Return Rank: 2929
Overall Rank
LYPU.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LYPU.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
LYPU.DE Omega Ratio Rank: 2626
Omega Ratio Rank
LYPU.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
LYPU.DE Martin Ratio Rank: 3131
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.

18MM.DE vs. LYPU.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.DE) and Amundi Australia S&P/ASX 200 UCITS ETF Dist (LYPU.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.


18MM.DELYPU.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.86

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.02

1.17

-0.15

Calmar ratioReturn relative to maximum drawdown

0.17

1.53

-1.36

Martin ratioReturn relative to average drawdown

0.42

4.55

-4.13

18MM.DE vs. LYPU.DE - Sharpe Ratio Comparison

The current 18MM.DE Sharpe Ratio is 0.08, which is lower than the LYPU.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of 18MM.DE and LYPU.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.


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Sharpe Ratios by Period


18MM.DELYPU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

0.94

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.37

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.42

-0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.39

-0.09

Drawdowns

18MM.DE vs. LYPU.DE - Drawdown Comparison

The maximum 18MM.DE drawdown since its inception was -36.82%, smaller than the maximum LYPU.DE drawdown of -43.59%. Use the drawdown chart below to compare losses from any high point for 18MM.DE and LYPU.DE.


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Drawdown Indicators


18MM.DELYPU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.82%

-43.59%

+6.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

-8.50%

+1.99%

Max Drawdown (3Y)

Largest decline over 3 years

-18.52%

-22.92%

+4.40%

Max Drawdown (5Y)

Largest decline over 5 years

-22.20%

-22.92%

+0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-36.82%

-43.59%

+6.77%

Current Drawdown

Current decline from peak

-5.39%

-2.82%

-2.57%

Average Drawdown

Average peak-to-trough decline

-7.83%

-7.00%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.86%

-0.28%

Volatility

18MM.DE vs. LYPU.DE - Volatility Comparison

The current volatility for Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.DE) is 3.57%, while Amundi Australia S&P/ASX 200 UCITS ETF Dist (LYPU.DE) has a volatility of 3.96%. This indicates that 18MM.DE experiences smaller price fluctuations and is considered to be less risky than LYPU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


18MM.DELYPU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

3.96%

-0.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.29%

10.97%

-0.68%

Volatility (1Y)

Calculated over the trailing 1-year period

13.51%

13.87%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

17.23%

-2.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.60%

20.72%

-4.12%

18MM.DE vs. LYPU.DE - Expense Ratio Comparison

18MM.DE has a 0.45% expense ratio, which is higher than LYPU.DE's 0.40% expense ratio.


Dividends

18MM.DE vs. LYPU.DE - Dividend Comparison

18MM.DE has not paid dividends to shareholders, while LYPU.DE's dividend yield for the trailing twelve months is around 2.79%.


PositionTTM20252024202320222021202020192018201720162015
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYPU.DE
Amundi Australia S&P/ASX 200 UCITS ETF Dist
2.79%3.03%4.05%3.47%4.79%3.20%2.38%3.86%4.50%3.93%3.92%4.88%

Frequently Asked Questions


18MM.DE and LYPU.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYPU.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYPU.DE is cheaper with a 0.40% expense ratio, compared with 0.45% for 18MM.DE.

18MM.DE tracks MSCI Pacific ex Japan SRI Filtered PAB, while LYPU.DE tracks S&P/ASX 200. Their fees differ too: 0.45% for 18MM.DE and 0.40% for LYPU.DE.

Portfolio Optimizer

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