C099.DE vs. LYTR.DE

Last updated Jun 5, 2026

C099.DE (Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc) and LYTR.DE (Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc) are both Commodities funds from Amundi - C099.DE tracks the Bloomberg Energy and Metals Equal-Weighted (EUR Hedged) while LYTR.DE tracks the Bloomberg Energy and Metals Equal-Weighted. Both are passively managed. Over the past 3 years, C099.DE returned 21.14%/yr vs 20.31%/yr for LYTR.DE. Their correlation of 0.89 suggests significant overlap in exposure. C099.DE charges 0.35%/yr vs 0.30%/yr for LYTR.DE.

Performance

C099.DE vs. LYTR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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.

Returns By Period

In the year-to-date period, C099.DE achieves a 28.92% return, which is significantly lower than LYTR.DE's 31.68% return.

C099.DE

• 1D: -0.50%
• 1M: -0.28%
• YTD: 28.92%
• 6M: 36.32%
• 1Y: 62.17%
• 3Y*: 21.14%
• 5Y*: —
• 10Y*: —

LYTR.DE

• 1D: -0.51%
• 1M: 1.45%
• YTD: 31.68%
• 6M: 37.89%
• 1Y: 63.68%
• 3Y*: 20.31%
• 5Y*: 17.81%
• 10Y*: 9.05%

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

C099.DE vs. LYTR.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
C099.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc	28.92%	29.62%	4.85%	-8.37%
LYTR.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc	31.68%	17.61%	13.31%	-9.67%

Correlation

The correlation between C099.DE and LYTR.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since Feb 13, 2023	0.89

The correlation between C099.DE and LYTR.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

Return for Risk

C099.DE vs. LYTR.DE — Risk / Return Rank

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

C099.DE

C099.DE Risk / Return Rank: 85
C099.DE Sharpe Ratio Rank: 89
C099.DE Sortino Ratio Rank: 79
C099.DE Omega Ratio Rank: 84
C099.DE Calmar Ratio Rank: 88
C099.DE Martin Ratio Rank: 86

LYTR.DE

LYTR.DE Risk / Return Rank: 83
LYTR.DE Sharpe Ratio Rank: 87
LYTR.DE Sortino Ratio Rank: 76
LYTR.DE Omega Ratio Rank: 81
LYTR.DE Calmar Ratio Rank: 90
LYTR.DE Martin Ratio Rank: 84

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.

C099.DE vs. LYTR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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.

	C099.DE	LYTR.DE	Difference
Sharpe ratio: Return per unit of total volatility	2.92	2.83	+0.09
Sortino ratio: Return per unit of downside risk	3.47	3.35	+0.12
Omega ratio: Gain probability vs. loss probability	1.50	1.48	+0.02
Calmar ratio: Return relative to maximum drawdown	5.06	5.47	-0.41
Martin ratio: Return relative to average drawdown	17.91	16.93	+0.98
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

C099.DE vs. LYTR.DE - Sharpe Ratio Comparison

The current C099.DE Sharpe Ratio is 2.92, which is comparable to the LYTR.DE Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of C099.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.

Sharpe Ratios by Period

	C099.DE	LYTR.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.92	2.83	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.91	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.85	0.12	+0.74

Drawdowns

C099.DE vs. LYTR.DE - Drawdown Comparison

The maximum C099.DE drawdown since its inception was -15.35%, smaller than the maximum LYTR.DE drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for C099.DE and LYTR.DE.

Drawdown Indicators

	C099.DE	LYTR.DE	Difference
Max Drawdown Largest peak-to-trough decline	-15.35%	-67.69%	+52.34%
Max Drawdown (1Y) Largest decline over 1 year	-12.55%	-11.84%	-0.71%
Max Drawdown (3Y) Largest decline over 3 years	-15.35%	-17.04%	+1.69%
Max Drawdown (5Y) Largest decline over 5 years	—	-30.29%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-44.60%	—
Current Drawdown Current decline from peak	-4.74%	-3.72%	-1.02%
Average Drawdown Average peak-to-trough decline	-6.21%	-31.29%	+25.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.55%	3.83%	-0.28%

Volatility

C099.DE vs. LYTR.DE - Volatility Comparison

Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) have volatilities of 5.09% and 5.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C099.DE	LYTR.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.09%	5.20%	-0.11%
Volatility (6M) Calculated over the trailing 6-month period	19.66%	20.33%	-0.67%
Volatility (1Y) Calculated over the trailing 1-year period	21.77%	22.94%	-1.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.90%	19.40%	-1.50%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.90%	18.20%	-0.30%

C099.DE vs. LYTR.DE - Expense Ratio Comparison

C099.DE has a 0.35% expense ratio, which is higher than LYTR.DE's 0.30% expense ratio.

Dividends

C099.DE vs. LYTR.DE - Dividend Comparison

Neither C099.DE nor LYTR.DE has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both C099.DE and LYTR.DE in my portfolio?

With a correlation of 0.92, C099.DE and LYTR.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.

Which ETF is better, C099.DE or LYTR.DE?

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.

Which ETF is cheaper, C099.DE or LYTR.DE?

LYTR.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for C099.DE.

What is the main difference between C099.DE and LYTR.DE?

C099.DE tracks Bloomberg Energy and Metals Equal-Weighted (EUR Hedged), while LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted. Their fees differ too: 0.35% for C099.DE and 0.30% for LYTR.DE.