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CU2G.L vs. LYTR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CU2G.L vs. LYTR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI USA UCITS USD (CU2G.L) 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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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CU2G.L vs. LYTR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

CU2G.L
CU2G.L Risk / Return Rank: 7070
Overall Rank
CU2G.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
CU2G.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
CU2G.L Omega Ratio Rank: 7777
Omega Ratio Rank
CU2G.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
CU2G.L Martin Ratio Rank: 6060
Martin Ratio Rank

LYTR.DE
LYTR.DE Risk / Return Rank: 8383
Overall Rank
LYTR.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LYTR.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
LYTR.DE Omega Ratio Rank: 8181
Omega Ratio Rank
LYTR.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
LYTR.DE Martin Ratio Rank: 8484
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.

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.LLYTR.DEDifference
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

CU2G.L vs. LYTR.DE - Sharpe Ratio Comparison

The current CU2G.L Sharpe Ratio is 2.47, which is comparable to the LYTR.DE Sharpe Ratio of 3.03. The chart below compares the historical Sharpe Ratios of CU2G.L 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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Sharpe Ratios by Period


CU2G.LLYTR.DEDifference

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.LLYTR.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-3.81%

+3.81%

Average Drawdown

Average peak-to-trough decline

-3.66%

-29.01%

+25.35%

Ulcer Index

Depth 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.LLYTR.DEDifference

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.


Tickers have no history of dividend payments

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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