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ANRJ.L vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ANRJ.L vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) 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

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

Returns By Period

In the year-to-date period, ANRJ.L achieves a 22.91% return, which is significantly higher than LYP6.DE's 7.81% return. Over the past 10 years, ANRJ.L has outperformed LYP6.DE with an annualized return of 16.04%, while LYP6.DE has yielded a comparatively lower 10.94% annualized return.


ANRJ.L

1D
1.73%
1M
-6.48%
YTD
22.91%
6M
21.29%
1Y
58.51%
3Y*
31.16%
5Y*
27.52%
10Y*
16.04%

LYP6.DE

1D
1.88%
1M
2.03%
YTD
7.81%
6M
9.68%
1Y
21.17%
3Y*
14.55%
5Y*
9.93%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ANRJ.L vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ANRJ.L
Amundi ETF MSCI Europe Energy UCITS ETF
22.91%43.26%10.68%9.79%44.73%26.52%-27.94%3.65%0.61%9.59%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.81%27.11%3.53%13.65%-5.50%16.00%3.83%21.90%-10.03%16.07%

Correlation

The correlation between ANRJ.L and LYP6.DE is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.53

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

0.58

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

0.47

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

0.54

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.54

The correlation between ANRJ.L and LYP6.DE shifts across timeframes, from 0.47 (5 years) to 0.58 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ANRJ.L vs. LYP6.DE — Risk / Return Rank

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

ANRJ.L
ANRJ.L Risk / Return Rank: 9292
Overall Rank
ANRJ.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ANRJ.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
ANRJ.L Omega Ratio Rank: 8888
Omega Ratio Rank
ANRJ.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ANRJ.L Martin Ratio Rank: 9191
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 4747
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 4747
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5050
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.

ANRJ.L vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) 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.


ANRJ.LLYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.45

Sortino ratioReturn per unit of downside risk

+1.58

Omega ratioGain probability vs. loss probability

1.48

1.29

+0.19

Calmar ratioReturn relative to maximum drawdown

6.21

1.93

+4.28

Martin ratioReturn relative to average drawdown

18.93

7.10

+11.83

ANRJ.L vs. LYP6.DE - Sharpe Ratio Comparison

The current ANRJ.L Sharpe Ratio is 3.04, which is higher than the LYP6.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ANRJ.L 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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Drawdowns

ANRJ.L vs. LYP6.DE - Drawdown Comparison

The maximum ANRJ.L drawdown since its inception was -57.08%, which is greater than LYP6.DE's maximum drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for ANRJ.L and LYP6.DE.


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Drawdown Indicators


ANRJ.LLYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.08%

-27.65%

-29.43%

Max Drawdown (1Y)

Largest decline over 1 year

-9.20%

-10.41%

+1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-13.17%

-13.78%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-19.81%

-16.91%

-2.90%

Max Drawdown (10Y)

Largest decline over 10 years

-57.08%

-27.65%

-29.43%

Current Drawdown

Current decline from peak

-7.09%

-0.17%

-6.92%

Average Drawdown

Average peak-to-trough decline

-13.72%

-4.12%

-9.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

2.84%

+0.19%

Volatility

ANRJ.L vs. LYP6.DE - Volatility Comparison

Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) has a higher volatility of 5.84% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.02%. This indicates that ANRJ.L'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


ANRJ.LLYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

4.02%

+1.82%

Volatility (6M)

Calculated over the trailing 6-month period

13.85%

10.72%

+3.13%

Volatility (1Y)

Calculated over the trailing 1-year period

18.85%

12.65%

+6.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.60%

14.29%

+7.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.71%

15.20%

+9.51%

ANRJ.L vs. LYP6.DE - Expense Ratio Comparison

ANRJ.L has a 0.25% 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

ANRJ.L vs. LYP6.DE - Dividend Comparison

Neither ANRJ.L nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ANRJ.L and LYP6.DE have a correlation of 0.53, 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 0.25% for ANRJ.L.

ANRJ.L is categorized as Energy Equities, while LYP6.DE is Europe Equities. ANRJ.L tracks MSCI World/Energy NR USD, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for ANRJ.L and 0.07% for LYP6.DE.

Portfolio Optimizer

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