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LYP6.DE vs. VA.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYP6.DE vs. VA.TO - 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 Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYP6.DE is traded in EUR, while VA.TO is traded in CAD. To make them comparable, the VA.TO values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYP6.DE achieves a 8.98% return, which is significantly lower than VA.TO's 28.50% return. Both investments have delivered pretty close results over the past 10 years, with LYP6.DE having a 10.02% annualized return and VA.TO not far ahead at 10.21%.


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%

VA.TO

1D
0.24%
1M
1.23%
YTD
28.50%
6M
30.01%
1Y
48.65%
3Y*
17.91%
5Y*
10.58%
10Y*
10.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYP6.DE vs. VA.TO - 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%
VA.TO
Vanguard FTSE Developed Asia Pacific All Cap Index ETF
28.50%16.43%8.41%11.45%-9.37%8.49%6.88%19.12%-10.67%14.25%

Correlation

The correlation between LYP6.DE and VA.TO is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.43

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

0.38

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

0.42

Correlation (All Time)
Calculated using the full available price history since Jul 9, 2014

0.44

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Return for Risk

LYP6.DE vs. VA.TO — 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

VA.TO
VA.TO Risk / Return Rank: 8686
Overall Rank
VA.TO Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VA.TO Sortino Ratio Rank: 8282
Sortino Ratio Rank
VA.TO Omega Ratio Rank: 8787
Omega Ratio Rank
VA.TO Calmar Ratio Rank: 8686
Calmar Ratio Rank
VA.TO Martin Ratio Rank: 8787
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. VA.TO - 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 Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO). 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.DEVA.TODifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

1.26

1.44

-0.18

Calmar ratioReturn relative to maximum drawdown

1.94

4.57

-2.63

Martin ratioReturn relative to average drawdown

7.50

17.13

-9.63

LYP6.DE vs. VA.TO - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 1.41, which is lower than the VA.TO Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of LYP6.DE and VA.TO, 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. VA.TO - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, which is greater than VA.TO's maximum drawdown of -30.26%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and VA.TO.


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Drawdown Indicators


LYP6.DEVA.TODifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-30.26%

-5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-10.60%

+1.15%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-16.65%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-17.17%

-3.54%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-30.26%

-5.25%

Current Drawdown

Current decline from peak

-0.24%

-2.86%

+2.62%

Average Drawdown

Average peak-to-trough decline

-5.23%

-5.82%

+0.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

2.82%

-0.37%

Volatility

LYP6.DE vs. VA.TO - Volatility Comparison

The current volatility for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) is 4.31%, while Vanguard FTSE Developed Asia Pacific All Cap Index ETF (VA.TO) has a volatility of 8.87%. This indicates that LYP6.DE experiences smaller price fluctuations and is considered to be less risky than VA.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYP6.DEVA.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

8.87%

-4.56%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

17.34%

-6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

20.16%

-7.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

16.52%

-2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

17.35%

-1.79%

LYP6.DE vs. VA.TO - Expense Ratio Comparison

LYP6.DE has a 0.07% expense ratio, which is lower than VA.TO's 0.22% 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. VA.TO - Dividend Comparison

LYP6.DE has not paid dividends to shareholders, while VA.TO's dividend yield for the trailing twelve months is around 1.68%.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%
VA.TO
Vanguard FTSE Developed Asia Pacific All Cap Index ETF
1.68%2.17%2.31%2.57%3.10%2.35%2.14%2.55%2.89%1.71%1.63%1.93%

Frequently Asked Questions


LYP6.DE and VA.TO have a correlation of 0.48, 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 0.22% for VA.TO.

LYP6.DE is categorized as Europe Equities, while VA.TO is Asia Pacific Equities. LYP6.DE tracks STOXX® Europe 600, while VA.TO tracks FTSE Developed Asia Pacific All Cap Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.07% for LYP6.DE and 0.22% for VA.TO.

Portfolio Optimizer

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