LYP6.DE vs. LGWS.DE
LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) and LGWS.DE (Lyxor MSCI EMU Value UCITS ETF Dist) are both Europe Equities funds from Amundi - LYP6.DE tracks the STOXX® Europe 600 while LGWS.DE tracks the MSCI EMU Value. Both are passively managed. Over the past 5 years, LYP6.DE returned 9.75%/yr vs 12.16%/yr for LGWS.DE. Their correlation of 0.89 suggests significant overlap in exposure. LYP6.DE charges 0.07%/yr vs 0.40%/yr for LGWS.DE.
Performance
LYP6.DE vs. LGWS.DE - 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 higher than LGWS.DE's 7.09% 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*
- —
LGWS.DE
- 1D
- 0.43%
- 1M
- 0.69%
- YTD
- 7.09%
- 6M
- 10.67%
- 1Y
- 20.91%
- 3Y*
- 18.49%
- 5Y*
- 12.16%
- 10Y*
- —
LYP6.DE vs. LGWS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 7.48% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | -1.72% | 28.59% | -11.28% | 2.60% |
LGWS.DE Lyxor MSCI EMU Value UCITS ETF Dist | 7.09% | 37.06% | 9.12% | 14.07% | -5.04% | 19.93% | -7.89% | 19.62% | -14.49% | 0.16% |
Correlation
The correlation between LYP6.DE and LGWS.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 20, 2017 | 0.89 |
The correlation between LYP6.DE and LGWS.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
LYP6.DE vs. LGWS.DE — Risk / Return Rank
LYP6.DE
LGWS.DE
LYP6.DE vs. LGWS.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 Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.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.
| LYP6.DE | LGWS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.36 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.41 | -0.66 |
| Martin ratioReturn relative to average drawdown | 6.63 | 8.24 | -1.60 |
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 | LGWS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.64 | -0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.77 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.46 | +0.09 |
Drawdowns
LYP6.DE vs. LGWS.DE - Drawdown Comparison
The maximum LYP6.DE drawdown since its inception was -35.51%, smaller than the maximum LGWS.DE drawdown of -41.73%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and LGWS.DE.
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Drawdown Indicators
| LYP6.DE | LGWS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.51% | -41.73% | +6.22% |
Max Drawdown (1Y)Largest decline over 1 year | -9.45% | -8.88% | -0.57% |
Max Drawdown (3Y)Largest decline over 3 years | -16.26% | -14.65% | -1.61% |
Max Drawdown (5Y)Largest decline over 5 years | -20.71% | -22.84% | +2.13% |
Current DrawdownCurrent decline from peak | -1.62% | -1.49% | -0.13% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -6.96% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 2.60% | -0.11% |
Volatility
LYP6.DE vs. LGWS.DE - Volatility Comparison
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a higher volatility of 4.35% compared to Lyxor MSCI EMU Value UCITS ETF Dist (LGWS.DE) at 3.59%. This indicates that LYP6.DE's price experiences larger fluctuations and is considered to be riskier than LGWS.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.DE | LGWS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.35% | 3.59% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 10.27% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.90% | 13.04% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.41% | 15.55% | -1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 17.93% | -2.07% |
LYP6.DE vs. LGWS.DE - Expense Ratio Comparison
LYP6.DE has a 0.07% expense ratio, which is lower than LGWS.DE's 0.40% expense ratio.
Dividends
LYP6.DE vs. LGWS.DE - Dividend Comparison
LYP6.DE has not paid dividends to shareholders, while LGWS.DE's dividend yield for the trailing twelve months is around 3.07%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
LGWS.DE Lyxor MSCI EMU Value UCITS ETF Dist | 3.07% | 3.29% | 4.24% | 0.00% | 4.69% | 2.83% | 2.72% | 4.37% | 4.77% | 0.38% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LYP6.DE and LGWS.DE have a correlation of 0.88, 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 0.40% for LGWS.DE.
LYP6.DE tracks STOXX® Europe 600, while LGWS.DE tracks MSCI EMU Value. Their fees differ too: 0.07% for LYP6.DE and 0.40% for LGWS.DE.
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