PortfoliosLab logoPortfoliosLab logo
LGQI.DE vs. LYP6.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LGQI.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

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


2026 (YTD)202520242023202220212020201920182017
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist
10.35%9.73%15.24%5.20%1.74%20.03%-11.62%20.29%-6.25%2.43%
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, LGQI.DE achieves a 10.35% return, which is significantly higher than LYP6.DE's 1.40% return.


LGQI.DE

1D
0.92%
1M
0.13%
YTD
10.35%
6M
12.72%
1Y
14.26%
3Y*
12.33%
5Y*
10.18%
10Y*
7.03%

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)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

LGQI.DE has a 0.45% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.


Return for Risk

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

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

LGQI.DE
LGQI.DE Risk / Return Rank: 5555
Overall Rank
LGQI.DE Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LGQI.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
LGQI.DE Omega Ratio Rank: 6161
Omega Ratio Rank
LGQI.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
LGQI.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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.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.


LGQI.DELYP6.DEDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.97

+0.25

Sortino ratio

Return per unit of downside risk

1.67

1.31

+0.36

Omega ratio

Gain probability vs. loss probability

1.24

1.20

+0.03

Calmar ratio

Return relative to maximum drawdown

1.35

1.88

-0.53

Martin ratio

Return relative to average drawdown

5.71

7.58

-1.87

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

The current LGQI.DE Sharpe Ratio is 1.22, which is comparable to the LYP6.DE Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of LGQI.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.


Loading graphics...

Sharpe Ratios by Period


LGQI.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

0.97

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.68

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.52

+0.10

Correlation

The correlation between LGQI.DE and LYP6.DE is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LGQI.DE vs. LYP6.DE - Dividend Comparison

LGQI.DE's dividend yield for the trailing twelve months is around 3.08%, while LYP6.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LGQI.DE
Amundi Global Equity Quality Income UCITS ETF Dist
3.08%3.40%4.18%4.56%5.04%3.60%4.16%4.52%4.72%4.16%4.06%4.37%
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

LGQI.DE vs. LYP6.DE - Drawdown Comparison

The maximum LGQI.DE drawdown since its inception was -33.28%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for LGQI.DE and LYP6.DE.


Loading graphics...

Drawdown Indicators


LGQI.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.28%

-35.51%

+2.23%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-10.03%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-13.08%

-20.71%

+7.63%

Max Drawdown (10Y)

Largest decline over 10 years

-33.28%

Current Drawdown

Current decline from peak

-1.78%

-5.33%

+3.55%

Average Drawdown

Average peak-to-trough decline

-4.68%

-4.90%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.34%

+0.22%

Volatility

LGQI.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Amundi Global Equity Quality Income UCITS ETF Dist (LGQI.DE) is 3.72%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 5.71%. This indicates that LGQI.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.


Loading graphics...

Volatility by Period


LGQI.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

5.71%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

6.72%

9.13%

-2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

11.95%

15.13%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.79%

14.23%

-3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.76%

15.83%

-3.07%