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L8I3.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

L8I3.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EUR Overnight Return UCITS ETF (Acc) (L8I3.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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Returns By Period

In the year-to-date period, L8I3.DE achieves a 1.03% return, which is significantly lower than LYP6.DE's 12.31% return. Over the past 10 years, L8I3.DE has underperformed LYP6.DE with an annualized return of 0.67%, while LYP6.DE has yielded a comparatively higher 10.30% annualized return.


L8I3.DE

1D
-0.01%
1M
0.20%
6M
0.97%
YTD
1.03%
1Y
2.00%
3Y*
2.93%
5Y*
1.92%
10Y*
0.67%

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

L8I3.DE vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
L8I3.DE
Amundi EUR Overnight Return UCITS ETF (Acc)
1.03%2.21%3.69%3.17%-0.11%-0.69%-0.68%-0.61%-0.56%-0.46%
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 L8I3.DE and LYP6.DE is -0.01, 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

-0.01

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

0.02

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

0.01

Correlation (10Y)
Calculated over the trailing 10-year period

-0.00

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

-0.01

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Return for Risk

L8I3.DE vs. LYP6.DE — Risk / Return Rank

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

L8I3.DE
L8I3.DE Risk / Return Rank: 9999
Overall Rank
L8I3.DE Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
L8I3.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
L8I3.DE Omega Ratio Rank: 9999
Omega Ratio Rank
L8I3.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
L8I3.DE Martin Ratio Rank: 9999
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 6565
Overall Rank
LYP6.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 6868
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 6464
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.

L8I3.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Overnight Return UCITS ETF (Acc) (L8I3.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.


L8I3.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+4.39

Sortino ratioReturn per unit of downside risk

+10.59

Omega ratioGain probability vs. loss probability

2.77

1.33

+1.44

Calmar ratioReturn relative to maximum drawdown

45.01

2.45

+42.56

Martin ratioReturn relative to average drawdown

172.38

9.52

+162.86

L8I3.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current L8I3.DE Sharpe Ratio is 6.17, which is higher than the LYP6.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of L8I3.DE 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

L8I3.DE vs. LYP6.DE - Drawdown Comparison

The maximum L8I3.DE drawdown since its inception was -3.92%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for L8I3.DE and LYP6.DE.


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Drawdown Indicators


L8I3.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.92%

-35.51%

+31.59%

Max Drawdown (1Y)

Largest decline over 1 year

-0.04%

-9.45%

+9.41%

Max Drawdown (3Y)

Largest decline over 3 years

-0.07%

-16.26%

+16.19%

Max Drawdown (5Y)

Largest decline over 5 years

-0.78%

-20.71%

+19.93%

Max Drawdown (10Y)

Largest decline over 10 years

-3.59%

-35.51%

+31.92%

Current Drawdown

Current decline from peak

-0.01%

0.00%

-0.01%

Average Drawdown

Average peak-to-trough decline

-0.89%

-5.21%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.44%

-2.43%

Volatility

L8I3.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Amundi EUR Overnight Return UCITS ETF (Acc) (L8I3.DE) is 0.07%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 3.16%. This indicates that L8I3.DE 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


L8I3.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.07%

3.16%

-3.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.21%

10.92%

-10.71%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

13.02%

-12.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

14.43%

-14.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.21%

15.27%

-15.06%

L8I3.DE vs. LYP6.DE - Expense Ratio Comparison

L8I3.DE has a 0.10% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

L8I3.DE vs. LYP6.DE - Dividend Comparison

Neither L8I3.DE nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


L8I3.DE and LYP6.DE have a correlation of -0.01, 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 0.10% for L8I3.DE.

L8I3.DE is categorized as Money Market, while LYP6.DE is Europe Equities. L8I3.DE tracks Solactive EUR Overnight Return Index, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.10% for L8I3.DE and 0.07% for LYP6.DE.

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