LYP6.DE vs. DBMFE.PA
LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) and DBMFE.PA (iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc) are both exchange-traded funds - LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600, while DBMFE.PA is a Hedge Fund fund actively managed by iM Global Partner. LYP6.DE is passively managed, while DBMFE.PA is actively managed. Over the past year, LYP6.DE returned 16.32% vs 28.90% for DBMFE.PA. At a 0.07 correlation, their price movements are largely independent. LYP6.DE charges 0.07%/yr vs 0.75%/yr for DBMFE.PA.
Performance
LYP6.DE vs. DBMFE.PA - Performance Comparison
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Returns By Period
In the year-to-date period, LYP6.DE achieves a 7.48% return, which is significantly lower than DBMFE.PA's 12.65% return.
LYP6.DE
- 1D
- 0.57%
- 1M
- 0.92%
- YTD
- 7.48%
- 6M
- 10.12%
- 1Y
- 16.32%
- 3Y*
- 13.98%
- 5Y*
- 9.75%
- 10Y*
- —
DBMFE.PA
- 1D
- -0.06%
- 1M
- 2.64%
- YTD
- 12.65%
- 6M
- 13.27%
- 1Y
- 28.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LYP6.DE vs. DBMFE.PA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 7.48% | 12.49% |
DBMFE.PA iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc | 12.65% | 8.56% |
Correlation
The correlation between LYP6.DE and DBMFE.PA is 0.02, 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 | 0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2025 | 0.07 |
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Return for Risk
LYP6.DE vs. DBMFE.PA — Risk / Return Rank
LYP6.DE
DBMFE.PA
LYP6.DE vs. DBMFE.PA - 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 iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA). 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.
| LYP6.DE | DBMFE.PA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.28 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 3.99 | -2.25 |
| Martin ratioReturn relative to average drawdown | 6.63 | 8.14 | -1.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYP6.DE | DBMFE.PA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.55 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 1.05 | -0.49 |
Drawdowns
LYP6.DE vs. DBMFE.PA - Drawdown Comparison
The maximum LYP6.DE drawdown since its inception was -35.51%, which is greater than DBMFE.PA's maximum drawdown of -7.01%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and DBMFE.PA.
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Drawdown Indicators
| LYP6.DE | DBMFE.PA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -7.01% | -28.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.45% | -7.01% | -2.44% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.71% | — | — |
Current DrawdownCurrent decline from peak | -1.62% | -1.43% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -3.01% | -1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.46% | -0.97% |
Volatility
LYP6.DE vs. DBMFE.PA - Volatility Comparison
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a higher volatility of 4.35% compared to iMGP DBi Managed Futures Fund R EUR UCITS ETF Acc (DBMFE.PA) at 3.81%. This indicates that LYP6.DE's price experiences larger fluctuations and is considered to be riskier than DBMFE.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYP6.DE | DBMFE.PA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 3.81% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 11.36% | -0.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 18.01% | -5.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 17.70% | -3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 17.70% | -1.84% |
LYP6.DE vs. DBMFE.PA - Expense Ratio Comparison
LYP6.DE has a 0.07% expense ratio, which is lower than DBMFE.PA's 0.75% expense ratio.
Dividends
LYP6.DE vs. DBMFE.PA - Dividend Comparison
Neither LYP6.DE nor DBMFE.PA has paid dividends to shareholders.
Frequently Asked Questions
LYP6.DE and DBMFE.PA have a correlation of 0.02, 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 0.75% for DBMFE.PA.
LYP6.DE is categorized as Europe Equities, while DBMFE.PA is Hedge Fund. They also come from different issuers: Amundi and iM Global Partner. Their fees differ too: 0.07% for LYP6.DE and 0.75% for DBMFE.PA.
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