H1D5.DE vs. LYP6.DE
H1D5.DE (Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc)) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - H1D5.DE is a S&P 500 fund tracking the S&P 500 Index (EUR Hedged), while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, H1D5.DE returned 12.69%/yr vs 10.30%/yr for LYP6.DE. A 0.72 correlation means they provide meaningful diversification when combined. H1D5.DE charges 0.28%/yr vs 0.07%/yr for LYP6.DE.
Performance
H1D5.DE vs. LYP6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, H1D5.DE achieves a 7.77% return, which is significantly lower than LYP6.DE's 12.31% return. Over the past 10 years, H1D5.DE has outperformed LYP6.DE with an annualized return of 12.69%, while LYP6.DE has yielded a comparatively lower 10.30% annualized return.
H1D5.DE
- 1D
- 0.16%
- 1M
- -1.01%
- 6M
- 8.69%
- YTD
- 7.77%
- 1Y
- 17.66%
- 3Y*
- 17.64%
- 5Y*
- 10.23%
- 10Y*
- 12.69%
LYP6.DE
- 1D
- 0.60%
- 1M
- 5.10%
- 6M
- 11.36%
- YTD
- 12.31%
- 1Y
- 23.23%
- 3Y*
- 15.48%
- 5Y*
- 10.49%
- 10Y*
- 10.30%
H1D5.DE vs. LYP6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
H1D5.DE Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) | 7.77% | 15.23% | 22.75% | 23.18% | -21.57% | 28.78% | 15.86% | 27.46% | -8.35% | 19.09% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 12.31% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | -1.72% | 28.59% | -11.28% | 11.31% |
Correlation
The correlation between H1D5.DE and LYP6.DE is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2013 | 0.72 |
The correlation between H1D5.DE and LYP6.DE has been stable across timeframes, ranging from 0.65 to 0.75 - a consistent structural relationship.
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Return for Risk
H1D5.DE vs. LYP6.DE — Risk / Return Rank
H1D5.DE
LYP6.DE
H1D5.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| H1D5.DE | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.32 | ||
| Sortino ratioReturn per unit of downside risk | -0.35 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.45 | -0.42 |
| Martin ratioReturn relative to average drawdown | 8.17 | 9.52 | -1.35 |
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Drawdowns
H1D5.DE vs. LYP6.DE - Drawdown Comparison
The maximum H1D5.DE drawdown since its inception was -33.97%, roughly equal to the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for H1D5.DE and LYP6.DE.
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Drawdown Indicators
| H1D5.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.97% | -35.51% | +1.54% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -9.45% | +0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -18.36% | -16.26% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -25.97% | -20.71% | -5.26% |
Max Drawdown (10Y)Largest decline over 10 years | -33.97% | -35.51% | +1.54% |
Current DrawdownCurrent decline from peak | -1.58% | 0.00% | -1.58% |
Average DrawdownAverage peak-to-trough decline | -4.18% | -5.21% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.44% | -0.28% |
Volatility
H1D5.DE vs. LYP6.DE - Volatility Comparison
Amundi S&P 500 Swap UCITS ETF EUR Hedged (Acc) (H1D5.DE) has a higher volatility of 4.07% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 3.16%. This indicates that H1D5.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
| H1D5.DE | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.07% | 3.16% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 9.25% | 10.92% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 13.02% | -0.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.03% | 14.43% | +1.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 15.27% | +0.85% |
H1D5.DE vs. LYP6.DE - Expense Ratio Comparison
H1D5.DE has a 0.28% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.
Dividends
H1D5.DE vs. LYP6.DE - Dividend Comparison
Neither H1D5.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
H1D5.DE and LYP6.DE have a correlation of 0.66, 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 0.28% for H1D5.DE.
H1D5.DE is categorized as S&P 500, while LYP6.DE is Europe Equities. H1D5.DE tracks S&P 500 Index (EUR Hedged), while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.28% for H1D5.DE and 0.07% for LYP6.DE.
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