DE5A.DE vs. LYP6.DE
DE5A.DE (Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - DE5A.DE is a European Government Bonds fund tracking the FTSE Highest-Rated Eurozone Government Bond, while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, DE5A.DE returned -3.17%/yr vs 9.75%/yr for LYP6.DE. At a 0.01 correlation, their price movements are largely independent. DE5A.DE charges 0.14%/yr vs 0.07%/yr for LYP6.DE.
Performance
DE5A.DE vs. LYP6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DE5A.DE achieves a 0.27% return, which is significantly lower than LYP6.DE's 7.48% return.
DE5A.DE
- 1D
- 0.08%
- 1M
- -0.09%
- YTD
- 0.27%
- 6M
- 0.19%
- 1Y
- -0.43%
- 3Y*
- 1.24%
- 5Y*
- -3.17%
- 10Y*
- -1.18%
LYP6.DE
- 1D
- 0.57%
- 1M
- 0.92%
- YTD
- 7.48%
- 6M
- 10.12%
- 1Y
- 16.32%
- 3Y*
- 13.98%
- 5Y*
- 9.75%
- 10Y*
- —
DE5A.DE vs. LYP6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DE5A.DE Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR | 0.27% | -0.65% | -0.40% | 5.80% | -19.06% | -3.67% | 3.70% | 4.28% | 1.66% | 0.27% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 7.48% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | -1.72% | 28.59% | -11.28% | 2.60% |
Correlation
The correlation between DE5A.DE and LYP6.DE is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017 | 0.01 |
Over the past year, DE5A.DE and LYP6.DE have become more correlated (0.43) than their long-term average of 0.01, meaning their price movements have been converging.
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Return for Risk
DE5A.DE vs. LYP6.DE — Risk / Return Rank
DE5A.DE
LYP6.DE
DE5A.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) 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.
| DE5A.DE | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -2.13 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.24 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.74 | -2.01 |
| Martin ratioReturn relative to average drawdown | -0.58 | 6.63 | -7.21 |
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
| DE5A.DE | LYP6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 1.28 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 0.67 | -1.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.56 | -0.33 |
Drawdowns
DE5A.DE vs. LYP6.DE - Drawdown Comparison
The maximum DE5A.DE drawdown since its inception was -24.92%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for DE5A.DE and LYP6.DE.
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Drawdown Indicators
| DE5A.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.92% | -35.51% | +10.59% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -9.45% | +6.32% |
Max Drawdown (3Y)Largest decline over 3 years | -4.45% | -16.26% | +11.81% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -20.71% | -2.07% |
Max Drawdown (10Y)Largest decline over 10 years | -24.92% | — | — |
Current DrawdownCurrent decline from peak | -19.43% | -1.62% | -17.81% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -4.84% | -2.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.49% | -1.07% |
Volatility
DE5A.DE vs. LYP6.DE - Volatility Comparison
The current volatility for Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) is 1.71%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.35%. This indicates that DE5A.DE experiences smaller price fluctuations and is considered to be less risky 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
| DE5A.DE | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 4.35% | -2.64% |
Volatility (6M)Calculated over the trailing 6-month period | 3.44% | 10.65% | -7.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.19% | 12.90% | -8.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.45% | 14.41% | -7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.37% | 15.86% | -10.49% |
DE5A.DE vs. LYP6.DE - Expense Ratio Comparison
DE5A.DE has a 0.14% 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
DE5A.DE vs. LYP6.DE - Dividend Comparison
Neither DE5A.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
DE5A.DE and LYP6.DE have a correlation of 0.43, 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 0.14% for DE5A.DE.
DE5A.DE is categorized as European Government Bonds, while LYP6.DE is Europe Equities. DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.14% for DE5A.DE and 0.07% for LYP6.DE.
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