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

Performance

LYEB.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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, LYEB.DE achieves a 1.19% return, which is significantly lower than LYP6.DE's 12.31% return. Over the past 10 years, LYEB.DE has underperformed LYP6.DE with an annualized return of 0.71%, while LYP6.DE has yielded a comparatively higher 10.30% annualized return.


LYEB.DE

1D
-0.06%
1M
0.82%
6M
1.32%
YTD
1.19%
1Y
1.93%
3Y*
4.64%
5Y*
-0.03%
10Y*
0.71%

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)

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


2026 (YTD)202520242023202220212020201920182017
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
1.19%2.75%4.14%7.04%-13.33%-1.08%2.45%6.00%-1.38%1.12%
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 LYEB.DE and LYP6.DE is 0.60, 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

0.60

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

0.39

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

0.33

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

0.26

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

0.19

Over the past year, LYEB.DE and LYP6.DE have become more correlated (0.60) than their long-term average of 0.19, meaning their price movements have been converging.

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Return for Risk

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

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

LYEB.DE
LYEB.DE Risk / Return Rank: 2020
Overall Rank
LYEB.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LYEB.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LYEB.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LYEB.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LYEB.DE Martin Ratio Rank: 2222
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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.


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

-1.14

Sortino ratioReturn per unit of downside risk

-1.58

Omega ratioGain probability vs. loss probability

1.12

1.33

-0.21

Calmar ratioReturn relative to maximum drawdown

0.72

2.45

-1.73

Martin ratioReturn relative to average drawdown

2.38

9.52

-7.13

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

The current LYEB.DE Sharpe Ratio is 0.64, which is lower than the LYP6.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of LYEB.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

LYEB.DE vs. LYP6.DE - Drawdown Comparison

The maximum LYEB.DE drawdown since its inception was -17.06%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for LYEB.DE and LYP6.DE.


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Drawdown Indicators


LYEB.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.06%

-35.51%

+18.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-9.45%

+6.78%

Max Drawdown (3Y)

Largest decline over 3 years

-2.67%

-16.26%

+13.59%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

-20.71%

+3.65%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

-35.51%

+18.45%

Current Drawdown

Current decline from peak

-1.21%

0.00%

-1.21%

Average Drawdown

Average peak-to-trough decline

-2.74%

-5.21%

+2.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

2.44%

-1.63%

Volatility

LYEB.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) is 0.61%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 3.16%. This indicates that LYEB.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


LYEB.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

3.16%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

10.92%

-8.32%

Volatility (1Y)

Calculated over the trailing 1-year period

3.00%

13.02%

-10.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.34%

14.43%

-10.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.31%

15.27%

-10.96%

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

LYEB.DE has a 0.14% 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

LYEB.DE vs. LYP6.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LYEB.DE and LYP6.DE have a correlation of 0.60, 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 0.14% for LYEB.DE.

LYEB.DE is categorized as Corporate Bonds, while LYP6.DE is Europe Equities. LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.14% for LYEB.DE and 0.07% for LYP6.DE.

Portfolio Optimizer

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