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AHYA.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHYA.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AHYA.DE is traded in USD, while LYP6.DE is traded in EUR. To make them comparable, the LYP6.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AHYA.DE achieves a -0.05% return, which is significantly lower than LYP6.DE's 6.24% return.


AHYA.DE

1D
0.15%
1M
0.41%
YTD
-0.05%
6M
-0.11%
1Y
2.06%
3Y*
2.65%
5Y*
10Y*

LYP6.DE

1D
0.70%
1M
2.40%
YTD
6.24%
6M
9.76%
1Y
18.54%
3Y*
17.09%
5Y*
8.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHYA.DE vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AHYA.DE
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD
-0.05%3.73%1.27%5.70%-2.53%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
6.24%36.40%2.06%19.63%7.43%

Correlation

The correlation between AHYA.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

0.29

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2022

0.26

Over the past year, AHYA.DE and LYP6.DE have become more correlated (0.46) than their long-term average of 0.26, meaning their price movements have been converging.

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Return for Risk

AHYA.DE vs. LYP6.DE — Risk / Return Rank

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

AHYA.DE
AHYA.DE Risk / Return Rank: 1818
Overall Rank
AHYA.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AHYA.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
AHYA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
AHYA.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
AHYA.DE Martin Ratio Rank: 1919
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.

AHYA.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.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.


AHYA.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.10

1.23

-0.13

Calmar ratioReturn relative to maximum drawdown

0.69

1.63

-0.94

Martin ratioReturn relative to average drawdown

1.97

5.85

-3.88

AHYA.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current AHYA.DE Sharpe Ratio is 0.58, which is lower than the LYP6.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of AHYA.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.


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Sharpe Ratios by Period


AHYA.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.24

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.47

-0.04

Drawdowns

AHYA.DE vs. LYP6.DE - Drawdown Comparison

The maximum AHYA.DE drawdown since its inception was -8.05%, smaller than the maximum LYP6.DE drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for AHYA.DE and LYP6.DE.


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Drawdown Indicators


AHYA.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.05%

-35.72%

+27.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.99%

-11.34%

+8.35%

Max Drawdown (3Y)

Largest decline over 3 years

-3.86%

-14.96%

+11.10%

Max Drawdown (5Y)

Largest decline over 5 years

-32.18%

Current Drawdown

Current decline from peak

-1.74%

-1.88%

+0.14%

Average Drawdown

Average peak-to-trough decline

-2.51%

-7.09%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

3.16%

-2.12%

Volatility

AHYA.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) is 1.41%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.95%. This indicates that AHYA.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.


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Volatility by Period


AHYA.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

4.95%

-3.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

12.34%

-9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

3.54%

14.87%

-11.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.67%

17.65%

-12.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.67%

18.10%

-13.43%

AHYA.DE vs. LYP6.DE - Expense Ratio Comparison

AHYA.DE has a 0.22% 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

AHYA.DE vs. LYP6.DE - Dividend Comparison

Neither AHYA.DE nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AHYA.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.

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 0.22% for AHYA.DE.

AHYA.DE is categorized as Global Bonds, while LYP6.DE is Europe Equities. AHYA.DE tracks JP Morgan Government Bond Global (USD Hedged), while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.22% for AHYA.DE and 0.07% for LYP6.DE.

Portfolio Optimizer

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