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EXW3.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXW3.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) 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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Returns By Period

In the year-to-date period, EXW3.DE achieves a 10.62% return, which is significantly higher than LYP6.DE's 7.48% return.


EXW3.DE

1D
0.65%
1M
4.48%
YTD
10.62%
6M
13.23%
1Y
20.00%
3Y*
13.15%
5Y*
11.77%
10Y*
9.47%

LYP6.DE

1D
0.57%
1M
3.11%
YTD
7.48%
6M
10.06%
1Y
16.54%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXW3.DE vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
10.62%18.18%7.31%14.20%-1.53%25.70%-6.57%28.28%-10.54%2.41%
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 EXW3.DE and LYP6.DE is 0.94, 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

0.94

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

0.94

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

0.94

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2017

0.94

The correlation between EXW3.DE and LYP6.DE has been stable across timeframes, ranging from 0.94 to 0.94 - a consistent structural relationship.

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Return for Risk

EXW3.DE vs. LYP6.DE — Risk / Return Rank

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

EXW3.DE
EXW3.DE Risk / Return Rank: 4343
Overall Rank
EXW3.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EXW3.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
EXW3.DE Omega Ratio Rank: 4242
Omega Ratio Rank
EXW3.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
EXW3.DE Martin Ratio Rank: 4646
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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.

EXW3.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.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.


EXW3.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

2.09

1.74

+0.35

Martin ratioReturn relative to average drawdown

7.39

6.63

+0.75

EXW3.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current EXW3.DE Sharpe Ratio is 1.43, which is comparable to the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of EXW3.DE 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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Sharpe Ratios by Period


EXW3.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.28

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.67

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.56

-0.36

Drawdowns

EXW3.DE vs. LYP6.DE - Drawdown Comparison

The maximum EXW3.DE drawdown since its inception was -57.98%, which is greater than LYP6.DE's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for EXW3.DE and LYP6.DE.


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Drawdown Indicators


EXW3.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.98%

-35.51%

-22.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

-9.45%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-17.30%

-16.26%

-1.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.30%

-20.71%

+3.41%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

Current Drawdown

Current decline from peak

-1.20%

-1.62%

+0.42%

Average Drawdown

Average peak-to-trough decline

-17.07%

-4.84%

-12.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.70%

2.49%

+0.21%

Volatility

EXW3.DE vs. LYP6.DE - Volatility Comparison

iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) has a higher volatility of 4.77% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.35%. This indicates that EXW3.DE'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


EXW3.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

4.35%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

11.59%

10.65%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.90%

12.90%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.17%

14.41%

-0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

15.86%

-0.42%

EXW3.DE vs. LYP6.DE - Expense Ratio Comparison

EXW3.DE has a 0.52% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.


Dividends

EXW3.DE vs. LYP6.DE - Dividend Comparison

EXW3.DE's dividend yield for the trailing twelve months is around 2.12%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
2.12%2.22%2.44%2.10%2.52%2.05%2.16%2.79%2.96%5.17%4.31%3.43%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, EXW3.DE and LYP6.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.

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 0.52% for EXW3.DE.

EXW3.DE tracks STOXX® Europe 50, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.52% for EXW3.DE and 0.07% for LYP6.DE.

Portfolio Optimizer

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