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LYP6.DE vs. 4GLD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYP6.DE vs. 4GLD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and Xetra-Gold (4GLD.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, LYP6.DE achieves a 8.98% return, which is significantly higher than 4GLD.DE's -2.63% return. Over the past 10 years, LYP6.DE has underperformed 4GLD.DE with an annualized return of 10.02%, while 4GLD.DE has yielded a comparatively higher 12.28% annualized return.


LYP6.DE

1D
1.90%
1M
2.96%
YTD
8.98%
6M
11.60%
1Y
19.51%
3Y*
14.24%
5Y*
9.81%
10Y*
10.02%

4GLD.DE

1D
2.93%
1M
-9.21%
YTD
-2.63%
6M
-0.59%
1Y
23.16%
3Y*
26.47%
5Y*
18.62%
10Y*
12.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYP6.DE vs. 4GLD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
8.98%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%11.31%
4GLD.DE
Xetra-Gold
-2.63%49.32%34.57%9.33%7.12%4.03%13.03%21.27%3.19%-1.67%

Correlation

The correlation between LYP6.DE and 4GLD.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.16

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

0.07

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

0.01

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

0.02

Over the past year, LYP6.DE and 4GLD.DE have become more correlated (0.25) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

LYP6.DE vs. 4GLD.DE — Risk / Return Rank

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

LYP6.DE
LYP6.DE Risk / Return Rank: 4747
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 4747
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5050
Martin Ratio Rank

4GLD.DE
4GLD.DE Risk / Return Rank: 3030
Overall Rank
4GLD.DE Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
4GLD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
4GLD.DE Omega Ratio Rank: 3434
Omega Ratio Rank
4GLD.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
4GLD.DE Martin Ratio Rank: 2828
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.

LYP6.DE vs. 4GLD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and Xetra-Gold (4GLD.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.


LYP6.DE4GLD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.63

Omega ratioGain probability vs. loss probability

1.26

1.21

+0.06

Calmar ratioReturn relative to maximum drawdown

1.94

1.12

+0.82

Martin ratioReturn relative to average drawdown

7.50

3.41

+4.08

LYP6.DE vs. 4GLD.DE - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 1.41, which is higher than the 4GLD.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of LYP6.DE and 4GLD.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

LYP6.DE vs. 4GLD.DE - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, roughly equal to the maximum 4GLD.DE drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and 4GLD.DE.


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Drawdown Indicators


LYP6.DE4GLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-36.79%

+1.28%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-21.73%

+12.28%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-21.73%

+5.47%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-21.73%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-21.73%

-13.78%

Current Drawdown

Current decline from peak

-0.24%

-19.44%

+19.20%

Average Drawdown

Average peak-to-trough decline

-5.23%

-12.03%

+6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

7.11%

-4.66%

Volatility

LYP6.DE vs. 4GLD.DE - Volatility Comparison

The current volatility for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) is 4.31%, while Xetra-Gold (4GLD.DE) has a volatility of 6.93%. This indicates that LYP6.DE experiences smaller price fluctuations and is considered to be less risky than 4GLD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYP6.DE4GLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

6.93%

-2.62%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

20.81%

-9.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

23.70%

-10.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

16.29%

-1.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

14.56%

+1.00%

LYP6.DE vs. 4GLD.DE - Expense Ratio Comparison

LYP6.DE has a 0.07% expense ratio, which is higher than 4GLD.DE's 0.00% 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

LYP6.DE vs. 4GLD.DE - Dividend Comparison

Neither LYP6.DE nor 4GLD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYP6.DE and 4GLD.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 4GLD.DE is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

4GLD.DE is cheaper with a 0.00% expense ratio, compared with 0.07% for LYP6.DE.

LYP6.DE is categorized as Europe Equities, while 4GLD.DE is Gold. LYP6.DE tracks STOXX® Europe 600, while 4GLD.DE tracks LBMA Gold Price. They also come from different issuers: Amundi and Deutsche Börse Commodities. Their fees differ too: 0.07% for LYP6.DE and 0.00% for 4GLD.DE.

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