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AMEE.DE vs. LYTR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEE.DE vs. LYTR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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, AMEE.DE achieves a 25.34% return, which is significantly higher than LYTR.DE's 18.70% return. Over the past 10 years, AMEE.DE has outperformed LYTR.DE with an annualized return of 15.00%, while LYTR.DE has yielded a comparatively lower 7.78% annualized return.


AMEE.DE

1D
-0.68%
1M
-5.42%
YTD
25.34%
6M
26.10%
1Y
59.52%
3Y*
32.29%
5Y*
27.39%
10Y*
15.00%

LYTR.DE

1D
0.85%
1M
-9.80%
YTD
18.70%
6M
21.20%
1Y
45.80%
3Y*
17.11%
5Y*
14.89%
10Y*
7.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEE.DE vs. LYTR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
25.34%37.58%15.56%12.19%35.81%34.64%-31.29%10.32%-0.78%5.51%
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
18.70%17.59%13.34%-15.11%27.02%52.42%-19.47%14.16%-6.16%-11.60%

Correlation

The correlation between AMEE.DE and LYTR.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.21

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

0.38

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2010

0.45

Over the past year, the correlation between AMEE.DE and LYTR.DE has dropped to 0.15 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

AMEE.DE vs. LYTR.DE — Risk / Return Rank

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

AMEE.DE
AMEE.DE Risk / Return Rank: 9292
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 8989
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
AMEE.DE Martin Ratio Rank: 9292
Martin Ratio Rank

LYTR.DE
LYTR.DE Risk / Return Rank: 6969
Overall Rank
LYTR.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LYTR.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
LYTR.DE Omega Ratio Rank: 6767
Omega Ratio Rank
LYTR.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LYTR.DE Martin Ratio Rank: 7171
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.

AMEE.DE vs. LYTR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.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.

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.


AMEE.DELYTR.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.13

Calmar ratioReturn relative to maximum drawdown

6.46

3.27

+3.19

Martin ratioReturn relative to average drawdown

20.23

11.51

+8.73

AMEE.DE vs. LYTR.DE - Sharpe Ratio Comparison

The current AMEE.DE Sharpe Ratio is 3.06, which is higher than the LYTR.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of AMEE.DE and LYTR.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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Drawdowns

AMEE.DE vs. LYTR.DE - Drawdown Comparison

The maximum AMEE.DE drawdown since its inception was -59.14%, smaller than the maximum LYTR.DE drawdown of -67.76%. Use the drawdown chart below to compare losses from any high point for AMEE.DE and LYTR.DE.


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Drawdown Indicators


AMEE.DELYTR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.14%

-67.76%

+8.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-13.95%

+4.78%

Max Drawdown (3Y)

Largest decline over 3 years

-15.74%

-17.04%

+1.30%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-30.28%

+11.05%

Max Drawdown (10Y)

Largest decline over 10 years

-59.14%

-44.61%

-14.53%

Current Drawdown

Current decline from peak

-5.42%

-13.23%

+7.81%

Average Drawdown

Average peak-to-trough decline

-10.42%

-32.82%

+22.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

3.97%

-1.04%

Volatility

AMEE.DE vs. LYTR.DE - Volatility Comparison

Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) has a higher volatility of 5.36% compared to Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) at 4.59%. This indicates that AMEE.DE's price experiences larger fluctuations and is considered to be riskier than LYTR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEE.DELYTR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

4.59%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

14.61%

20.59%

-5.98%

Volatility (1Y)

Calculated over the trailing 1-year period

19.39%

22.63%

-3.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

19.46%

+2.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

18.36%

+7.23%

AMEE.DE vs. LYTR.DE - Expense Ratio Comparison

AMEE.DE has a 0.45% expense ratio, which is higher than LYTR.DE's 0.30% expense ratio.


Dividends

AMEE.DE vs. LYTR.DE - Dividend Comparison

Neither AMEE.DE nor LYTR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AMEE.DE and LYTR.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYTR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYTR.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for AMEE.DE.

AMEE.DE is categorized as Energy Equities, while LYTR.DE is Commodities. AMEE.DE tracks Bloomberg Hydrogen ESG, while LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted. Their fees differ too: 0.45% for AMEE.DE and 0.30% for LYTR.DE.

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