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

Performance

LHKG.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.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, LHKG.DE achieves a -6.38% return, which is significantly lower than LYP6.DE's 7.48% return.


LHKG.DE

1D
-0.30%
1M
-2.25%
YTD
-6.38%
6M
-8.89%
1Y
2.88%
3Y*
6.17%
5Y*
-2.20%
10Y*
2.55%

LYP6.DE

1D
0.57%
1M
0.92%
YTD
7.48%
6M
10.12%
1Y
16.32%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LHKG.DE
Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist
-6.38%21.50%20.37%-17.49%-7.90%-6.59%-10.39%16.35%-8.73%6.87%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.48%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%2.60%

Correlation

The correlation between LHKG.DE and LYP6.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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

0.37

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

0.40

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2017

0.50

The correlation between LHKG.DE and LYP6.DE shifts across timeframes, from 0.36 (1 year) to 0.50 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

LHKG.DE
LHKG.DE Risk / Return Rank: 1111
Overall Rank
LHKG.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LHKG.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
LHKG.DE Omega Ratio Rank: 1111
Omega Ratio Rank
LHKG.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LHKG.DE Martin Ratio Rank: 1111
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.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.


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

-1.10

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.05

1.24

-0.20

Calmar ratioReturn relative to maximum drawdown

0.20

1.74

-1.55

Martin ratioReturn relative to average drawdown

0.38

6.63

-6.25

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

The current LHKG.DE Sharpe Ratio is 0.18, which is lower than the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of LHKG.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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Sharpe Ratios by Period


LHKG.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

1.28

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.67

-0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.56

-0.43

Drawdowns

LHKG.DE vs. LYP6.DE - Drawdown Comparison

The maximum LHKG.DE drawdown since its inception was -58.71%, 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 LHKG.DE and LYP6.DE.


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Drawdown Indicators


LHKG.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.71%

-35.51%

-23.20%

Max Drawdown (1Y)

Largest decline over 1 year

-17.64%

-9.45%

-8.19%

Max Drawdown (3Y)

Largest decline over 3 years

-26.41%

-16.26%

-10.15%

Max Drawdown (5Y)

Largest decline over 5 years

-43.07%

-20.71%

-22.36%

Max Drawdown (10Y)

Largest decline over 10 years

-45.11%

Current Drawdown

Current decline from peak

-16.18%

-1.62%

-14.56%

Average Drawdown

Average peak-to-trough decline

-19.83%

-4.84%

-14.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.15%

2.49%

+6.66%

Volatility

LHKG.DE vs. LYP6.DE - Volatility Comparison

Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist (LHKG.DE) has a higher volatility of 8.31% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.35%. This indicates that LHKG.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


LHKG.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

4.35%

+3.96%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

10.65%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.89%

12.90%

+6.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.93%

14.41%

+10.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.47%

15.86%

+6.61%

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

LHKG.DE has a 0.65% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.


Dividends

LHKG.DE vs. LYP6.DE - Dividend Comparison

LHKG.DE's dividend yield for the trailing twelve months is around 1.61%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LHKG.DE
Lyxor MSCI China ESG Leaders Extra UCITS ETF Dist
1.61%1.50%2.18%0.17%3.78%1.35%2.46%2.58%3.04%2.30%3.38%3.88%
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%

Frequently Asked Questions


LHKG.DE and LYP6.DE have a correlation of 0.36, 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 0.65% for LHKG.DE.

LHKG.DE is categorized as China Equities, while LYP6.DE is Europe Equities. LHKG.DE tracks MSCI China Select ESG Rating and Trend Leaders, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.65% for LHKG.DE and 0.07% for LYP6.DE.

Portfolio Optimizer

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