IOZ.AX vs. LYP6.DE

Last updated Apr 2, 2026

Compare and contrast key facts about Ishares Core S&P/ASX 200 ETF (IOZ.AX) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE).

IOZ.AX and LYP6.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IOZ.AX is a passively managed fund by iShares that tracks the performance of the S&P/ASX 200 Index. It was launched on Dec 6, 2010. LYP6.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600. It was launched on Dec 7, 2017. Both IOZ.AX and LYP6.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

IOZ.AX vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a A$10,000 investment in Ishares Core S&P/ASX 200 ETF (IOZ.AX) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

IOZ.AX vs. LYP6.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IOZ.AX Ishares Core S&P/ASX 200 ETF	0.56%	10.22%	11.35%	12.19%	-0.91%	16.90%	1.35%	23.29%	-2.99%	6.96%
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc	-2.53%	26.72%	11.74%	19.72%	-9.97%	21.91%	-1.84%	26.66%	-6.23%	5.36%

Different Trading Currencies

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

Returns By Period

In the year-to-date period, IOZ.AX achieves a 0.56% return, which is significantly higher than LYP6.DE's -2.53% return.

IOZ.AX

• 1D: 2.18%
• 1M: -5.16%
• YTD: 0.56%
• 6M: -0.29%
• 1Y: 12.95%
• 3Y*: 10.24%
• 5Y*: 8.88%
• 10Y*: 9.72%

LYP6.DE

• 1D: 3.12%
• 1M: -1.53%
• YTD: -2.53%
• 6M: 1.49%
• 1Y: 11.85%
• 3Y*: 13.94%
• 5Y*: 11.64%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IOZ.AX vs. LYP6.DE - Expense Ratio Comparison

IOZ.AX has a 0.05% expense ratio, which is lower than LYP6.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

LYP6.DE

Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc

IOZ.AX

Ishares Core S&P/ASX 200 ETF

Return for Risk

IOZ.AX vs. LYP6.DE — Risk / Return Rank

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

IOZ.AX

IOZ.AX Risk / Return Rank: 49
IOZ.AX Sharpe Ratio Rank: 51
IOZ.AX Sortino Ratio Rank: 49
IOZ.AX Omega Ratio Rank: 49
IOZ.AX Calmar Ratio Rank: 52
IOZ.AX Martin Ratio Rank: 41

LYP6.DE

LYP6.DE Risk / Return Rank: 51
LYP6.DE Sharpe Ratio Rank: 49
LYP6.DE Sortino Ratio Rank: 44
LYP6.DE Omega Ratio Rank: 50
LYP6.DE Calmar Ratio Rank: 55
LYP6.DE Martin Ratio Rank: 56

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.

IOZ.AX vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ishares Core S&P/ASX 200 ETF (IOZ.AX) 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.

	IOZ.AX	LYP6.DE	Difference
Sharpe ratio Return per unit of total volatility	0.98	0.75	+0.23
Sortino ratio Return per unit of downside risk	1.41	1.08	+0.33
Omega ratio Gain probability vs. loss probability	1.20	1.17	+0.03
Calmar ratio Return relative to maximum drawdown	1.52	1.03	+0.49
Martin ratio Return relative to average drawdown	4.45	3.92	+0.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IOZ.AX vs. LYP6.DE - Sharpe Ratio Comparison

The current IOZ.AX Sharpe Ratio is 0.98, which is higher than the LYP6.DE Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of IOZ.AX and LYP6.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	IOZ.AX	LYP6.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	0.75	+0.23
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.80	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.65	-0.10

Correlation

The correlation between IOZ.AX and LYP6.DE is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

IOZ.AX vs. LYP6.DE - Dividend Comparison

IOZ.AX's dividend yield for the trailing twelve months is around 3.41%, while LYP6.DE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IOZ.AX Ishares Core S&P/ASX 200 ETF	3.41%	3.39%	3.47%	3.73%	6.11%	3.32%	2.40%	4.62%	4.27%	3.90%	4.89%	7.69%
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%

Drawdowns

IOZ.AX vs. LYP6.DE - Drawdown Comparison

The maximum IOZ.AX drawdown since its inception was -35.75%, which is greater than LYP6.DE's maximum drawdown of -25.91%. Use the drawdown chart below to compare losses from any high point for IOZ.AX and LYP6.DE.

Drawdown Indicators

	IOZ.AX	LYP6.DE	Difference
Max Drawdown Largest peak-to-trough decline	-35.75%	-35.51%	-0.24%
Max Drawdown (1Y) Largest decline over 1 year	-8.45%	-12.40%	+3.95%
Max Drawdown (5Y) Largest decline over 5 years	-14.92%	-20.71%	+5.79%
Max Drawdown (10Y) Largest decline over 10 years	-35.75%	—	—
Current Drawdown Current decline from peak	-5.16%	-5.22%	+0.06%
Average Drawdown Average peak-to-trough decline	-4.68%	-4.90%	+0.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.89%	2.59%	+0.30%

Volatility

IOZ.AX vs. LYP6.DE - Volatility Comparison

Ishares Core S&P/ASX 200 ETF (IOZ.AX) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) have volatilities of 5.50% and 5.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IOZ.AX	LYP6.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.50%	5.62%	-0.12%
Volatility (6M) Calculated over the trailing 6-month period	9.03%	9.27%	-0.24%
Volatility (1Y) Calculated over the trailing 1-year period	13.16%	15.73%	-2.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.78%	14.40%	-1.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.37%	14.99%	-0.62%