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LYP6.DE vs. C099.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYP6.DE vs. C099.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 Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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 10.16% return, which is significantly lower than C099.DE's 13.37% return. Over the past 10 years, LYP6.DE has outperformed C099.DE with an annualized return of 10.58%, while C099.DE has yielded a comparatively lower -3.78% annualized return.


LYP6.DE

1D
0.70%
1M
2.06%
YTD
10.16%
6M
10.97%
1Y
22.54%
3Y*
15.50%
5Y*
10.02%
10Y*
10.58%

C099.DE

1D
1.04%
1M
-12.05%
YTD
13.37%
6M
16.12%
1Y
39.06%
3Y*
16.29%
5Y*
-13.56%
10Y*
-3.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYP6.DE vs. C099.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
10.16%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%11.31%
C099.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc
13.37%29.62%4.85%-73.63%14.68%23.29%-1.63%11.83%-10.86%11.03%

Correlation

The correlation between LYP6.DE and C099.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.04

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

0.12

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

0.21

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

0.26

Correlation (All Time)
Calculated using the full available price history since Oct 8, 2015

0.27

The correlation between LYP6.DE and C099.DE shifts across timeframes, from -0.04 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LYP6.DE vs. C099.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: 6060
Overall Rank
LYP6.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 6262
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 6262
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 6060
Martin Ratio Rank

C099.DE
C099.DE Risk / Return Rank: 5656
Overall Rank
C099.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
C099.DE Sortino Ratio Rank: 5353
Sortino Ratio Rank
C099.DE Omega Ratio Rank: 5757
Omega Ratio Rank
C099.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
C099.DE Martin Ratio Rank: 5757
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. C099.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 Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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.DEC099.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

+0.19

Omega ratioGain probability vs. loss probability

1.33

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

2.37

2.28

+0.10

Martin ratioReturn relative to average drawdown

9.23

8.88

+0.35

LYP6.DE vs. C099.DE - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 1.74, which is comparable to the C099.DE Sharpe Ratio of 1.76. The chart below compares the historical Sharpe Ratios of LYP6.DE and C099.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. C099.DE - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, smaller than the maximum C099.DE drawdown of -79.99%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and C099.DE.


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Drawdown Indicators


LYP6.DEC099.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-79.99%

+44.48%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-17.08%

+7.63%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-17.08%

+0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-79.99%

+59.28%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-79.99%

+44.48%

Current Drawdown

Current decline from peak

0.00%

-67.29%

+67.29%

Average Drawdown

Average peak-to-trough decline

-5.22%

-34.28%

+29.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

4.38%

-1.94%

Volatility

LYP6.DE vs. C099.DE - Volatility Comparison

The current volatility for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) is 2.94%, while Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.DE) has a volatility of 5.25%. This indicates that LYP6.DE experiences smaller price fluctuations and is considered to be less risky than C099.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.DEC099.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

5.25%

-2.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

20.28%

-9.46%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

22.04%

-9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

37.57%

-23.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

31.43%

-16.08%

LYP6.DE vs. C099.DE - Expense Ratio Comparison

LYP6.DE has a 0.07% expense ratio, which is lower than C099.DE's 0.35% expense ratio.


Dividends

LYP6.DE vs. C099.DE - Dividend Comparison

Neither LYP6.DE nor C099.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYP6.DE and C099.DE have a correlation of -0.04, 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 0.35% for C099.DE.

LYP6.DE is categorized as Europe Equities, while C099.DE is Commodities. LYP6.DE tracks STOXX® Europe 600, while C099.DE tracks Bloomberg Energy and Metals Equal-Weighted (EUR Hedged). Their fees differ too: 0.07% for LYP6.DE and 0.35% for C099.DE.

Portfolio Optimizer

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