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

Performance

IQQU.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Europe ex-UK UCITS ETF (IQQU.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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IQQU.DE vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IQQU.DE
iShares MSCI Europe ex-UK UCITS ETF
-0.12%20.11%6.36%17.27%-12.23%24.46%1.53%28.71%-11.38%1.06%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
1.40%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%2.60%

Returns By Period

In the year-to-date period, IQQU.DE achieves a -0.12% return, which is significantly lower than LYP6.DE's 1.40% return.


IQQU.DE

1D
-0.28%
1M
-1.17%
YTD
-0.12%
6M
3.92%
1Y
11.97%
3Y*
11.09%
5Y*
8.65%
10Y*
8.99%

LYP6.DE

1D
-0.12%
1M
-0.79%
YTD
1.40%
6M
6.20%
1Y
14.65%
3Y*
12.47%
5Y*
9.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

IQQU.DE has a 0.40% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.


Return for Risk

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

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

IQQU.DE
IQQU.DE Risk / Return Rank: 4040
Overall Rank
IQQU.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IQQU.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
IQQU.DE Omega Ratio Rank: 3636
Omega Ratio Rank
IQQU.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
IQQU.DE Martin Ratio Rank: 4747
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 5555
Overall Rank
LYP6.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 6565
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe ex-UK UCITS ETF (IQQU.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.


IQQU.DELYP6.DEDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.97

-0.20

Sortino ratio

Return per unit of downside risk

1.09

1.31

-0.22

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

1.51

1.88

-0.37

Martin ratio

Return relative to average drawdown

5.83

7.58

-1.75

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

The current IQQU.DE Sharpe Ratio is 0.77, which is comparable to the LYP6.DE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of IQQU.DE 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.


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Sharpe Ratios by Period


IQQU.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.97

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

0.68

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.52

-0.25

Correlation

The correlation between IQQU.DE and LYP6.DE is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IQQU.DE vs. LYP6.DE - Dividend Comparison

IQQU.DE's dividend yield for the trailing twelve months is around 2.13%, while LYP6.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IQQU.DE
iShares MSCI Europe ex-UK UCITS ETF
2.13%2.16%2.38%2.36%2.33%1.62%1.43%2.31%2.67%2.26%2.31%2.14%
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

IQQU.DE vs. LYP6.DE - Drawdown Comparison

The maximum IQQU.DE drawdown since its inception was -59.97%, 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 IQQU.DE and LYP6.DE.


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Drawdown Indicators


IQQU.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.97%

-35.51%

-24.46%

Max Drawdown (1Y)

Largest decline over 1 year

-9.97%

-10.03%

+0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

-20.71%

-1.83%

Max Drawdown (10Y)

Largest decline over 10 years

-34.61%

Current Drawdown

Current decline from peak

-6.16%

-5.33%

-0.83%

Average Drawdown

Average peak-to-trough decline

-15.39%

-4.90%

-10.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

2.34%

+0.24%

Volatility

IQQU.DE vs. LYP6.DE - Volatility Comparison

iShares MSCI Europe ex-UK UCITS ETF (IQQU.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) have volatilities of 5.80% and 5.71%, 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.


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Volatility by Period


IQQU.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

5.71%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

9.51%

9.13%

+0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

15.53%

15.13%

+0.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

14.23%

+0.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

15.83%

-0.20%