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IB01.L vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IB01.L vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) 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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Different Trading Currencies

IB01.L is traded in USD, while LYP6.DE is traded in EUR. To make them comparable, the LYP6.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, IB01.L achieves a 1.53% return, which is significantly lower than LYP6.DE's 7.30% return.


IB01.L

1D
0.00%
1M
0.25%
YTD
1.53%
6M
1.75%
1Y
3.93%
3Y*
4.72%
5Y*
3.22%
10Y*

LYP6.DE

1D
1.79%
1M
2.05%
YTD
7.30%
6M
9.95%
1Y
19.68%
3Y*
16.91%
5Y*
8.81%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IB01.L vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
1.53%4.34%5.25%4.92%1.08%-0.85%0.88%2.06%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.30%36.40%2.06%19.63%-15.34%14.96%7.89%15.55%

Correlation

The correlation between IB01.L and LYP6.DE is 0.04, 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

0.04

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

0.05

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

0.07

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2019

0.04

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Return for Risk

IB01.L vs. LYP6.DE — Risk / Return Rank

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

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 9999
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 9999
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 4747
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 4747
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5050
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.

IB01.L vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) 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.


IB01.LLYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+10.69

Sortino ratioReturn per unit of downside risk

+34.93

Omega ratioGain probability vs. loss probability

7.97

1.22

+6.75

Calmar ratioReturn relative to maximum drawdown

114.57

1.61

+112.97

Martin ratioReturn relative to average drawdown

566.04

5.74

+560.30

IB01.L vs. LYP6.DE - Sharpe Ratio Comparison

The current IB01.L Sharpe Ratio is 11.90, which is higher than the LYP6.DE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of IB01.L 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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Drawdowns

IB01.L vs. LYP6.DE - Drawdown Comparison

The maximum IB01.L drawdown since its inception was -1.28%, smaller than the maximum LYP6.DE drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for IB01.L and LYP6.DE.


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Drawdown Indicators


IB01.LLYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.28%

-35.72%

+34.44%

Max Drawdown (1Y)

Largest decline over 1 year

-0.03%

-11.34%

+11.31%

Max Drawdown (3Y)

Largest decline over 3 years

-0.09%

-14.96%

+14.87%

Max Drawdown (5Y)

Largest decline over 5 years

-1.15%

-32.18%

+31.03%

Max Drawdown (10Y)

Largest decline over 10 years

-35.72%

Current Drawdown

Current decline from peak

0.00%

-0.90%

+0.90%

Average Drawdown

Average peak-to-trough decline

-0.24%

-7.46%

+7.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

3.18%

-3.17%

Volatility

IB01.L vs. LYP6.DE - Volatility Comparison

The current volatility for iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) is 0.10%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 5.05%. This indicates that IB01.L 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


IB01.LLYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.10%

5.05%

-4.95%

Volatility (6M)

Calculated over the trailing 6-month period

0.23%

12.57%

-12.34%

Volatility (1Y)

Calculated over the trailing 1-year period

0.33%

15.05%

-14.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.54%

17.68%

-17.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.79%

17.80%

-17.01%

IB01.L vs. LYP6.DE - Expense Ratio Comparison

Both IB01.L and LYP6.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

IB01.L vs. LYP6.DE - Dividend Comparison

Neither IB01.L nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IB01.L and LYP6.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L and LYP6.DE have the same expense ratio: 0.07% per year.

IB01.L is categorized as Government Bonds, while LYP6.DE is Europe Equities. IB01.L tracks ICE U.S. Treasury Short Bond Index, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Amundi.

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