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6PSA.DE vs. LYTR.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


6PSA.DELYTR.DE
YTD Return22.83%7.90%
1Y Return31.44%4.67%
3Y Return (Ann)10.63%5.78%
5Y Return (Ann)13.05%7.83%
10Y Return (Ann)11.86%1.26%
Sharpe Ratio2.750.30
Sortino Ratio3.920.52
Omega Ratio1.571.07
Calmar Ratio4.510.15
Martin Ratio17.070.66
Ulcer Index1.74%7.08%
Daily Std Dev10.75%15.42%
Max Drawdown-37.46%-67.69%
Current Drawdown0.00%-22.22%

Correlation

-0.50.00.51.00.4

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.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.52%
-3.86%
6PSA.DE
LYTR.DE

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


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.


6PSA.DE
Invesco FTSE RAFI US 1000 UCITS ETF
Expense ratio chart for 6PSA.DE: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for LYTR.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

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.


6PSA.DE
Sharpe ratio
The chart of Sharpe ratio for 6PSA.DE, currently valued at 2.71, compared to the broader market-2.000.002.004.006.002.71
Sortino ratio
The chart of Sortino ratio for 6PSA.DE, currently valued at 3.75, compared to the broader market-2.000.002.004.006.008.0010.0012.003.75
Omega ratio
The chart of Omega ratio for 6PSA.DE, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for 6PSA.DE, currently valued at 4.84, compared to the broader market0.005.0010.0015.004.84
Martin ratio
The chart of Martin ratio for 6PSA.DE, currently valued at 16.48, compared to the broader market0.0020.0040.0060.0080.00100.0016.48
LYTR.DE
Sharpe ratio
The chart of Sharpe ratio for LYTR.DE, currently valued at 0.19, compared to the broader market-2.000.002.004.006.000.19
Sortino ratio
The chart of Sortino ratio for LYTR.DE, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.0012.000.38
Omega ratio
The chart of Omega ratio for LYTR.DE, currently valued at 1.05, compared to the broader market1.001.502.002.503.001.05
Calmar ratio
The chart of Calmar ratio for LYTR.DE, currently valued at 0.06, compared to the broader market0.005.0010.0015.000.06
Martin ratio
The chart of Martin ratio for LYTR.DE, currently valued at 0.47, compared to the broader market0.0020.0040.0060.0080.00100.000.47

6PSA.DE vs. LYTR.DE - Sharpe Ratio Comparison

The current 6PSA.DE Sharpe Ratio is 2.75, which is higher than the LYTR.DE Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of 6PSA.DE and LYTR.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.71
0.19
6PSA.DE
LYTR.DE

Dividends

6PSA.DE vs. LYTR.DE - Dividend Comparison

Neither 6PSA.DE nor LYTR.DE has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
6PSA.DE
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%
LYTR.DE
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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-46.99%
6PSA.DE
LYTR.DE

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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.55%
4.84%
6PSA.DE
LYTR.DE