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LKOR.DE vs. SPYL.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LKOR.DE vs. SPYL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) and State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE). The values are adjusted to include any dividend payments, if applicable.

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LKOR.DE vs. SPYL.DE - Yearly Performance Comparison


2026 (YTD)202520242023
LKOR.DE
Amundi MSCI Korea UCITS ETF Acc
32.98%77.71%-17.75%15.97%
SPYL.DE
State Street SPDR S&P 500 UCITS ETF USD Acc
-2.78%4.71%32.33%9.54%

Returns By Period

In the year-to-date period, LKOR.DE achieves a 32.98% return, which is significantly higher than SPYL.DE's -2.78% return.


LKOR.DE

1D
9.32%
1M
-11.24%
YTD
32.98%
6M
65.56%
1Y
128.90%
3Y*
28.43%
5Y*
9.36%
10Y*
11.64%

SPYL.DE

1D
0.22%
1M
-2.52%
YTD
-2.78%
6M
-0.07%
1Y
10.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LKOR.DE vs. SPYL.DE - Expense Ratio Comparison

LKOR.DE has a 0.45% expense ratio, which is higher than SPYL.DE's 0.03% expense ratio.


Return for Risk

LKOR.DE vs. SPYL.DE — Risk / Return Rank

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

LKOR.DE
LKOR.DE Risk / Return Rank: 9898
Overall Rank
LKOR.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
LKOR.DE Sortino Ratio Rank: 9898
Sortino Ratio Rank
LKOR.DE Omega Ratio Rank: 9797
Omega Ratio Rank
LKOR.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
LKOR.DE Martin Ratio Rank: 9898
Martin Ratio Rank

SPYL.DE
SPYL.DE Risk / Return Rank: 4646
Overall Rank
SPYL.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
SPYL.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
SPYL.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SPYL.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
SPYL.DE Martin Ratio Rank: 6868
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.

LKOR.DE vs. SPYL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) and State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.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.


LKOR.DESPYL.DEDifference

Sharpe ratio

Return per unit of total volatility

3.93

0.61

+3.32

Sortino ratio

Return per unit of downside risk

4.35

0.92

+3.43

Omega ratio

Gain probability vs. loss probability

1.60

1.14

+0.46

Calmar ratio

Return relative to maximum drawdown

6.19

2.38

+3.81

Martin ratio

Return relative to average drawdown

24.11

8.06

+16.05

LKOR.DE vs. SPYL.DE - Sharpe Ratio Comparison

The current LKOR.DE Sharpe Ratio is 3.93, which is higher than the SPYL.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of LKOR.DE and SPYL.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


LKOR.DESPYL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.93

0.61

+3.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

1.17

-0.91

Correlation

The correlation between LKOR.DE and SPYL.DE is 0.49, 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

LKOR.DE vs. SPYL.DE - Dividend Comparison

Neither LKOR.DE nor SPYL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LKOR.DE vs. SPYL.DE - Drawdown Comparison

The maximum LKOR.DE drawdown since its inception was -68.29%, which is greater than SPYL.DE's maximum drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for LKOR.DE and SPYL.DE.


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Drawdown Indicators


LKOR.DESPYL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.29%

-23.27%

-45.02%

Max Drawdown (1Y)

Largest decline over 1 year

-21.02%

-8.34%

-12.68%

Max Drawdown (5Y)

Largest decline over 5 years

-41.23%

Max Drawdown (10Y)

Largest decline over 10 years

-41.81%

Current Drawdown

Current decline from peak

-13.66%

-5.00%

-8.66%

Average Drawdown

Average peak-to-trough decline

-17.65%

-3.41%

-14.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.40%

2.10%

+3.30%

Volatility

LKOR.DE vs. SPYL.DE - Volatility Comparison

Amundi MSCI Korea UCITS ETF Acc (LKOR.DE) has a higher volatility of 16.32% compared to State Street SPDR S&P 500 UCITS ETF USD Acc (SPYL.DE) at 3.59%. This indicates that LKOR.DE's price experiences larger fluctuations and is considered to be riskier than SPYL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LKOR.DESPYL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.32%

3.59%

+12.73%

Volatility (6M)

Calculated over the trailing 6-month period

28.24%

8.59%

+19.65%

Volatility (1Y)

Calculated over the trailing 1-year period

32.69%

17.20%

+15.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.74%

14.87%

+8.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.87%

14.87%

+9.00%