CU2G.L vs. LYTR.DE
CU2G.L (Amundi MSCI USA UCITS USD) and LYTR.DE (Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc) are both exchange-traded funds - CU2G.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while LYTR.DE is a Commodities fund tracking the Bloomberg Energy and Metals Equal-Weighted. Both are passively managed. Over the past 10 years, CU2G.L returned 15.30%/yr vs 10.11%/yr for LYTR.DE. At a 0.27 correlation, their price movements are largely independent. CU2G.L charges 0.18%/yr vs 0.30%/yr for LYTR.DE.
Performance
CU2G.L vs. LYTR.DE - Performance Comparison
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Different Trading Currencies
CU2G.L is traded in GBp, while LYTR.DE is traded in EUR. To make them comparable, the LYTR.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, CU2G.L achieves a 12.62% return, which is significantly lower than LYTR.DE's 30.64% return. Over the past 10 years, CU2G.L has outperformed LYTR.DE with an annualized return of 15.30%, while LYTR.DE has yielded a comparatively lower 10.11% annualized return.
CU2G.L
- 1D
- 0.42%
- 1M
- 7.90%
- YTD
- 12.62%
- 6M
- 13.09%
- 1Y
- 29.11%
- 3Y*
- 16.81%
- 5Y*
- 13.15%
- 10Y*
- 15.30%
LYTR.DE
- 1D
- -0.39%
- 1M
- -0.44%
- YTD
- 30.64%
- 6M
- 38.70%
- 1Y
- 69.57%
- 3Y*
- 20.49%
- 5Y*
- 17.97%
- 10Y*
- 10.11%
CU2G.L vs. LYTR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CU2G.L Amundi MSCI USA UCITS USD | 12.62% | 6.37% | 21.31% | 20.11% | -10.63% | 29.15% | 16.42% | 26.58% | -0.32% | 10.75% |
LYTR.DE Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc | 30.64% | 23.73% | 8.37% | -16.80% | 34.01% | 41.66% | -14.96% | 8.43% | -4.86% | -8.22% |
Correlation
The correlation between CU2G.L and LYTR.DE is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2016 | 0.27 |
The correlation between CU2G.L and LYTR.DE shifts across timeframes, from -0.07 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CU2G.L vs. LYTR.DE — Risk / Return Rank
CU2G.L
LYTR.DE
CU2G.L vs. LYTR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI USA UCITS USD (CU2G.L) 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.
| CU2G.L | LYTR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.52 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 6.21 | -3.29 |
| Martin ratioReturn relative to average drawdown | 10.54 | 20.14 | -9.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CU2G.L | LYTR.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 3.03 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.93 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.98 | 0.55 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 0.23 | +0.78 |
Drawdowns
CU2G.L vs. LYTR.DE - Drawdown Comparison
The maximum CU2G.L drawdown since its inception was -25.96%, smaller than the maximum LYTR.DE drawdown of -64.42%. Use the drawdown chart below to compare losses from any high point for CU2G.L and LYTR.DE.
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Drawdown Indicators
| CU2G.L | LYTR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.96% | -64.42% | +38.46% |
Max Drawdown (1Y)Largest decline over 1 year | -9.93% | -11.14% | +1.21% |
Max Drawdown (3Y)Largest decline over 3 years | -21.81% | -17.38% | -4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -21.81% | -30.50% | +8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -25.96% | -44.64% | +18.68% |
Current DrawdownCurrent decline from peak | 0.00% | -3.81% | +3.81% |
Average DrawdownAverage peak-to-trough decline | -3.66% | -29.01% | +25.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 3.44% | -0.68% |
Volatility
CU2G.L vs. LYTR.DE - Volatility Comparison
The current volatility for Amundi MSCI USA UCITS USD (CU2G.L) is 3.20%, while Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a volatility of 5.08%. This indicates that CU2G.L experiences smaller price fluctuations and is considered to be less risky 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
| CU2G.L | LYTR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.20% | 5.08% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.39% | 20.16% | -11.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.71% | 22.83% | -11.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 19.08% | -4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.75% | 18.31% | -2.56% |
CU2G.L vs. LYTR.DE - Expense Ratio Comparison
CU2G.L has a 0.18% expense ratio, which is lower than LYTR.DE's 0.30% expense ratio.
Dividends
CU2G.L vs. LYTR.DE - Dividend Comparison
Neither CU2G.L nor LYTR.DE has paid dividends to shareholders.
Frequently Asked Questions
CU2G.L and LYTR.DE have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CU2G.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CU2G.L is cheaper with a 0.18% expense ratio, compared with 0.30% for LYTR.DE.
CU2G.L is categorized as Large Cap Blend Equities, while LYTR.DE is Commodities. CU2G.L tracks Russell 1000 TR USD, while LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted. Their fees differ too: 0.18% for CU2G.L and 0.30% for LYTR.DE.
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