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LYP6.DE vs. ES50.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYP6.DE vs. ES50.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 iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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 ES50.DE's 10.80% 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%

ES50.DE

1D
0.00%
1M
2.94%
YTD
10.80%
6M
11.79%
1Y
25.15%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYP6.DE vs. ES50.DE - Yearly Performance Comparison


2026 (YTD)202520242023
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
10.16%20.82%8.25%3.39%
ES50.DE
iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)
10.80%25.72%13.20%6.66%

Correlation

The correlation between LYP6.DE and ES50.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 26, 2023

0.91

The correlation between LYP6.DE and ES50.DE has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

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Return for Risk

LYP6.DE vs. ES50.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

ES50.DE
ES50.DE Risk / Return Rank: 4949
Overall Rank
ES50.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ES50.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
ES50.DE Omega Ratio Rank: 4747
Omega Ratio Rank
ES50.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
ES50.DE Martin Ratio Rank: 5050
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. ES50.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 iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.DEES50.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.33

1.27

+0.06

Calmar ratioReturn relative to maximum drawdown

2.37

2.14

+0.24

Martin ratioReturn relative to average drawdown

9.23

7.62

+1.62

LYP6.DE vs. ES50.DE - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 1.74, which is comparable to the ES50.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of LYP6.DE and ES50.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. ES50.DE - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, which is greater than ES50.DE's maximum drawdown of -15.53%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and ES50.DE.


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Drawdown Indicators


LYP6.DEES50.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-15.53%

-19.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-11.70%

+2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

0.00%

-1.75%

+1.75%

Average Drawdown

Average peak-to-trough decline

-5.22%

-2.34%

-2.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

3.29%

-0.85%

Volatility

LYP6.DE vs. ES50.DE - Volatility Comparison

The current volatility for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) is 2.94%, while iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) has a volatility of 3.94%. This indicates that LYP6.DE experiences smaller price fluctuations and is considered to be less risky than ES50.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.DEES50.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.94%

3.94%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

13.98%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

12.96%

16.95%

-3.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.42%

15.71%

-1.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

15.71%

-0.36%

LYP6.DE vs. ES50.DE - Expense Ratio Comparison

LYP6.DE has a 0.07% expense ratio, which is lower than ES50.DE's 0.10% expense ratio. Despite the difference, 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. ES50.DE - Dividend Comparison

Neither LYP6.DE nor ES50.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, LYP6.DE and ES50.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.10% for ES50.DE.

LYP6.DE tracks STOXX® Europe 600, while ES50.DE tracks EURO STOXX 50 ESG Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.07% for LYP6.DE and 0.10% for ES50.DE.

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