6PSA.DE vs. LYTR.DE
Compare and contrast key facts about Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE).
6PSA.DE and LYTR.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 6PSA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI US 1000. It was launched on Nov 12, 2007. LYTR.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg Energy and Metals Equal-Weighted. It was launched on Feb 21, 2019. Both 6PSA.DE and LYTR.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 6PSA.DE or LYTR.DE.
Key characteristics
6PSA.DE | LYTR.DE | |
---|---|---|
YTD Return | 22.83% | 7.90% |
1Y Return | 31.44% | 4.67% |
3Y Return (Ann) | 10.63% | 5.78% |
5Y Return (Ann) | 13.05% | 7.83% |
10Y Return (Ann) | 11.86% | 1.26% |
Sharpe Ratio | 2.75 | 0.30 |
Sortino Ratio | 3.92 | 0.52 |
Omega Ratio | 1.57 | 1.07 |
Calmar Ratio | 4.51 | 0.15 |
Martin Ratio | 17.07 | 0.66 |
Ulcer Index | 1.74% | 7.08% |
Daily Std Dev | 10.75% | 15.42% |
Max Drawdown | -37.46% | -67.69% |
Current Drawdown | 0.00% | -22.22% |
Correlation
The correlation between 6PSA.DE and LYTR.DE is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
6PSA.DE vs. LYTR.DE - Performance Comparison
In the year-to-date period, 6PSA.DE achieves a 22.83% return, which is significantly higher than LYTR.DE's 7.90% return. Over the past 10 years, 6PSA.DE has outperformed LYTR.DE with an annualized return of 11.86%, while LYTR.DE has yielded a comparatively lower 1.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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6PSA.DE vs. LYTR.DE - Expense Ratio Comparison
6PSA.DE has a 0.39% expense ratio, which is higher than LYTR.DE's 0.30% expense ratio.
Risk-Adjusted Performance
6PSA.DE vs. LYTR.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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.
Dividends
6PSA.DE vs. LYTR.DE - Dividend Comparison
Neither 6PSA.DE nor LYTR.DE has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Invesco FTSE RAFI US 1000 UCITS ETF | 0.00% | 0.00% | 1.75% | 1.27% | 1.77% | 1.63% | 1.79% | 1.62% | 1.54% | 1.66% | 1.63% | 1.46% |
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
6PSA.DE vs. LYTR.DE - Drawdown Comparison
The maximum 6PSA.DE drawdown since its inception was -37.46%, smaller than the maximum LYTR.DE drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for 6PSA.DE and LYTR.DE. For additional features, visit the drawdowns tool.
Volatility
6PSA.DE vs. LYTR.DE - Volatility Comparison
The current volatility for Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) is 3.55%, while Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a volatility of 4.84%. This indicates that 6PSA.DE experiences smaller price fluctuations and is considered to be less risky than LYTR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.