9E0E.DE vs. LYP6.DE

Last updated Jul 4, 2026

9E0E.DE (Amundi Euro Aggregate Bond ESG UCITS ETF DR EUR (Dist)) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - 9E0E.DE is a Total Bond Market fund tracking the Bloomberg Euro Aggregate ESG Index, while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 3 years, 9E0E.DE returned 3.16%/yr vs 15.48%/yr for LYP6.DE. At a 0.23 correlation, their price movements are largely independent. 9E0E.DE charges 0.16%/yr vs 0.07%/yr for LYP6.DE.

Performance

9E0E.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Aggregate Bond ESG UCITS ETF DR EUR (Dist) (9E0E.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, 9E0E.DE achieves a 0.96% return, which is significantly lower than LYP6.DE's 12.31% return.

9E0E.DE

• 1D: -0.16%
• 1M: 0.78%
• 6M: 1.21%
• YTD: 0.96%
• 1Y: 1.08%
• 3Y*: 3.16%
• 5Y*: —
• 10Y*: —

LYP6.DE

• 1D: 0.60%
• 1M: 5.10%
• 6M: 11.36%
• YTD: 12.31%
• 1Y: 23.23%
• 3Y*: 15.48%
• 5Y*: 10.49%
• 10Y*: 10.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

9E0E.DE vs. LYP6.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
9E0E.DE Amundi Euro Aggregate Bond ESG UCITS ETF DR EUR (Dist)	0.96%	1.14%	2.21%	6.54%	-13.27%
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc	12.31%	20.82%	8.25%	15.97%	2.27%

Correlation

The correlation between 9E0E.DE and LYP6.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.28
Correlation (All Time) Calculated using the full available price history since Mar 11, 2022	0.23

Over the past year, 9E0E.DE and LYP6.DE have become more correlated (0.46) than their long-term average of 0.23, meaning their price movements have been converging.

Return for Risk

9E0E.DE vs. LYP6.DE — Risk / Return Rank

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

9E0E.DE

9E0E.DE Risk / Return Rank: 12
9E0E.DE Sharpe Ratio Rank: 13
9E0E.DE Sortino Ratio Rank: 11
9E0E.DE Omega Ratio Rank: 11
9E0E.DE Calmar Ratio Rank: 13
9E0E.DE Martin Ratio Rank: 13

LYP6.DE

LYP6.DE Risk / Return Rank: 65
LYP6.DE Sharpe Ratio Rank: 66
LYP6.DE Sortino Ratio Rank: 68
LYP6.DE Omega Ratio Rank: 68
LYP6.DE Calmar Ratio Rank: 60
LYP6.DE Martin Ratio Rank: 64

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.

9E0E.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Aggregate Bond ESG UCITS ETF DR EUR (Dist) (9E0E.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	9E0E.DE	LYP6.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.28	1.78	-1.49
Sortino ratio: Return per unit of downside risk	0.44	2.55	-2.12
Omega ratio: Gain probability vs. loss probability	1.05	1.33	-0.28
Calmar ratio: Return relative to maximum drawdown	0.34	2.45	-2.11
Martin ratio: Return relative to average drawdown	0.89	9.52	-8.63

9E0E.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current 9E0E.DE Sharpe Ratio is 0.28, which is lower than the LYP6.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of 9E0E.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.

Drawdowns

9E0E.DE vs. LYP6.DE - Drawdown Comparison

The maximum 9E0E.DE drawdown since its inception was -14.36%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for 9E0E.DE and LYP6.DE.

Drawdown Indicators

	9E0E.DE	LYP6.DE	Difference
Max Drawdown Largest peak-to-trough decline	-14.36%	-35.51%	+21.15%
Max Drawdown (1Y) Largest decline over 1 year	-3.16%	-9.45%	+6.29%
Max Drawdown (3Y) Largest decline over 3 years	-3.20%	-16.26%	+13.06%
Max Drawdown (5Y) Largest decline over 5 years	—	-20.71%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.51%	—
Current Drawdown Current decline from peak	-3.56%	0.00%	-3.56%
Average Drawdown Average peak-to-trough decline	-7.66%	-5.21%	-2.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.21%	2.44%	-1.23%

Volatility

9E0E.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Amundi Euro Aggregate Bond ESG UCITS ETF DR EUR (Dist) (9E0E.DE) is 0.80%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 3.16%. This indicates that 9E0E.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.

Volatility by Period

	9E0E.DE	LYP6.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.80%	3.16%	-2.36%
Volatility (6M) Calculated over the trailing 6-month period	3.23%	10.92%	-7.69%
Volatility (1Y) Calculated over the trailing 1-year period	3.81%	13.02%	-9.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.57%	14.43%	-8.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.57%	15.27%	-9.70%

9E0E.DE vs. LYP6.DE - Expense Ratio Comparison

9E0E.DE has a 0.16% 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

9E0E.DE vs. LYP6.DE - Dividend Comparison

9E0E.DE's dividend yield for the trailing twelve months is around 2.46%, while LYP6.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
9E0E.DE Amundi Euro Aggregate Bond ESG UCITS ETF DR EUR (Dist)	2.46%	2.49%	1.83%	1.60%	0.77%
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both 9E0E.DE and LYP6.DE in my portfolio?

9E0E.DE and LYP6.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, 9E0E.DE or LYP6.DE?

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.

Which ETF is cheaper, 9E0E.DE or LYP6.DE?

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.16% for 9E0E.DE.

What is the main difference between 9E0E.DE and LYP6.DE?

9E0E.DE is categorized as Total Bond Market, while LYP6.DE is Europe Equities. 9E0E.DE tracks Bloomberg Euro Aggregate ESG Index, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.16% for 9E0E.DE and 0.07% for LYP6.DE.