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AME6.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AME6.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.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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Returns By Period

In the year-to-date period, AME6.DE achieves a 6.14% return, which is significantly lower than LYP6.DE's 7.48% return.


AME6.DE

1D
0.63%
1M
0.99%
YTD
6.14%
6M
8.85%
1Y
14.58%
3Y*
12.81%
5Y*
9.07%
10Y*
8.80%

LYP6.DE

1D
0.57%
1M
0.92%
YTD
7.48%
6M
10.12%
1Y
16.32%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AME6.DE vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AME6.DE
Amundi STOXX Europe 600 ESG UCITS ETF EUR
6.14%19.36%8.44%15.75%-10.90%24.53%-2.05%28.56%-11.28%2.30%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.48%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%2.60%

Correlation

The correlation between AME6.DE and LYP6.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2017

0.99

The correlation between AME6.DE and LYP6.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

AME6.DE vs. LYP6.DE — Risk / Return Rank

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

AME6.DE
AME6.DE Risk / Return Rank: 3131
Overall Rank
AME6.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AME6.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
AME6.DE Omega Ratio Rank: 3131
Omega Ratio Rank
AME6.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
AME6.DE Martin Ratio Rank: 3434
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.

AME6.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.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.


AME6.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratioReturn relative to maximum drawdown

1.36

1.74

-0.39

Martin ratioReturn relative to average drawdown

5.00

6.63

-1.63

AME6.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current AME6.DE Sharpe Ratio is 1.07, which is comparable to the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of AME6.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


AME6.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.28

-0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.67

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.56

-0.05

Drawdowns

AME6.DE vs. LYP6.DE - Drawdown Comparison

The maximum AME6.DE drawdown since its inception was -35.62%, roughly equal to the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for AME6.DE and LYP6.DE.


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Drawdown Indicators


AME6.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-35.51%

-0.11%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-9.45%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

-16.26%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-20.71%

-0.13%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

Current Drawdown

Current decline from peak

-1.77%

-1.62%

-0.15%

Average Drawdown

Average peak-to-trough decline

-5.44%

-4.84%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.49%

+0.45%

Volatility

AME6.DE vs. LYP6.DE - Volatility Comparison

Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) has a higher volatility of 4.61% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.35%. This indicates that AME6.DE's price experiences larger fluctuations and is considered to be riskier 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


AME6.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

4.35%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

10.65%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

12.90%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

14.41%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

15.86%

-0.21%

AME6.DE vs. LYP6.DE - Expense Ratio Comparison

AME6.DE has a 0.18% 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

AME6.DE vs. LYP6.DE - Dividend Comparison

Neither AME6.DE nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, AME6.DE and LYP6.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.18% for AME6.DE.

AME6.DE tracks STOXX® Europe 600 ESG+, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.18% for AME6.DE and 0.07% for LYP6.DE.

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