IS3S.DE vs. LYP6.DE
IS3S.DE (iShares Edge MSCI World Value Factor UCITS ETF) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - IS3S.DE is a Global Equities fund tracking the MSCI World Enhanced Value, while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, IS3S.DE returned 12.98%/yr vs 10.02%/yr for LYP6.DE. Their correlation of 0.81 suggests significant overlap in exposure. IS3S.DE charges 0.30%/yr vs 0.07%/yr for LYP6.DE.
Performance
IS3S.DE vs. LYP6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, IS3S.DE achieves a 34.68% return, which is significantly higher than LYP6.DE's 8.98% return. Over the past 10 years, IS3S.DE has outperformed LYP6.DE with an annualized return of 12.98%, while LYP6.DE has yielded a comparatively lower 10.02% annualized return.
IS3S.DE
- 1D
- 2.88%
- 1M
- 5.58%
- YTD
- 34.68%
- 6M
- 37.30%
- 1Y
- 63.13%
- 3Y*
- 25.47%
- 5Y*
- 17.18%
- 10Y*
- 12.98%
LYP6.DE
- 1D
- 1.90%
- 1M
- 2.96%
- YTD
- 8.98%
- 6M
- 11.60%
- 1Y
- 19.51%
- 3Y*
- 14.24%
- 5Y*
- 9.81%
- 10Y*
- 10.02%
IS3S.DE vs. LYP6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF | 34.68% | 25.13% | 11.36% | 15.62% | -4.81% | 30.35% | -12.53% | 22.01% | -10.32% | 7.66% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 8.98% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | -1.72% | 28.59% | -11.28% | 11.31% |
Correlation
The correlation between IS3S.DE and LYP6.DE is 0.73, 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 | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.81 |
The correlation between IS3S.DE and LYP6.DE has been stable across timeframes, ranging from 0.73 to 0.82 - a consistent structural relationship.
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Return for Risk
IS3S.DE vs. LYP6.DE — Risk / Return Rank
IS3S.DE
LYP6.DE
IS3S.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI World Value Factor UCITS ETF (IS3S.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.
| IS3S.DE | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.89 | ||
| Sortino ratioReturn per unit of downside risk | +3.77 | ||
| Omega ratioGain probability vs. loss probability | 1.77 | 1.26 | +0.51 |
| Calmar ratioReturn relative to maximum drawdown | 10.20 | 1.94 | +8.26 |
| Martin ratioReturn relative to average drawdown | 37.08 | 7.50 | +29.59 |
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Drawdowns
IS3S.DE vs. LYP6.DE - Drawdown Comparison
The maximum IS3S.DE drawdown since its inception was -35.19%, roughly equal to the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for IS3S.DE and LYP6.DE.
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Drawdown Indicators
| IS3S.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.19% | -35.51% | +0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -6.09% | -9.45% | +3.36% |
Max Drawdown (3Y)Largest decline over 3 years | -17.78% | -16.26% | -1.52% |
Max Drawdown (5Y)Largest decline over 5 years | -17.78% | -20.71% | +2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -35.19% | -35.51% | +0.32% |
Current DrawdownCurrent decline from peak | -1.26% | -0.24% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -6.96% | -5.23% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 2.45% | -0.77% |
Volatility
IS3S.DE vs. LYP6.DE - Volatility Comparison
iShares Edge MSCI World Value Factor UCITS ETF (IS3S.DE) has a higher volatility of 5.87% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.31%. This indicates that IS3S.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
| IS3S.DE | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 4.31% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 12.05% | 10.85% | +1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.51% | 13.06% | +1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.97% | 14.43% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.66% | 15.56% | +1.10% |
IS3S.DE vs. LYP6.DE - Expense Ratio Comparison
IS3S.DE has a 0.30% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.
Dividends
IS3S.DE vs. LYP6.DE - Dividend Comparison
Neither IS3S.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
IS3S.DE and LYP6.DE have a correlation of 0.73, 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 0.30% for IS3S.DE.
IS3S.DE is categorized as Global Equities, while LYP6.DE is Europe Equities. IS3S.DE tracks MSCI World Enhanced Value, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.30% for IS3S.DE and 0.07% for LYP6.DE.
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