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LYP6.DE vs. VDPG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYP6.DE vs. VDPG.L - 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 ex Japan UCITS ETF Acc (VDPG.L). 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 VDPG.L is traded in GBP. To make them comparable, the VDPG.L 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 VDPG.L's 49.24% return.


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%

VDPG.L

1D
4.09%
1M
3.56%
YTD
49.24%
6M
55.50%
1Y
78.51%
3Y*
23.73%
5Y*
12.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYP6.DE vs. VDPG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%7.66%
VDPG.L
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc
49.24%23.76%1.62%6.31%-6.95%8.58%9.28%-16.13%

Correlation

The correlation between LYP6.DE and VDPG.L is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.55

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

0.61

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

0.62

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2019

0.66

The correlation between LYP6.DE and VDPG.L shifts across timeframes, from 0.55 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LYP6.DE vs. VDPG.L — 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

VDPG.L
VDPG.L Risk / Return Rank: 9494
Overall Rank
VDPG.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VDPG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
VDPG.L Omega Ratio Rank: 9595
Omega Ratio Rank
VDPG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
VDPG.L Martin Ratio Rank: 9292
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. VDPG.L - 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 ex Japan UCITS ETF Acc (VDPG.L). 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.DEVDPG.LDifference
Sharpe ratioReturn per unit of total volatility

-2.01

Sortino ratioReturn per unit of downside risk

-2.06

Omega ratioGain probability vs. loss probability

1.26

1.61

-0.35

Calmar ratioReturn relative to maximum drawdown

1.94

5.79

-3.85

Martin ratioReturn relative to average drawdown

7.50

20.94

-13.45

LYP6.DE vs. VDPG.L - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 1.41, which is lower than the VDPG.L Sharpe Ratio of 3.42. The chart below compares the historical Sharpe Ratios of LYP6.DE and VDPG.L, 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. VDPG.L - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, smaller than the maximum VDPG.L drawdown of -43.68%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and VDPG.L.


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Drawdown Indicators


LYP6.DEVDPG.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-43.68%

+8.17%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-13.18%

+3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-24.49%

+8.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-24.49%

+3.78%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-0.24%

-4.73%

+4.49%

Average Drawdown

Average peak-to-trough decline

-5.23%

-10.44%

+5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

3.65%

-1.20%

Volatility

LYP6.DE vs. VDPG.L - 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 ex Japan UCITS ETF Acc (VDPG.L) has a volatility of 10.92%. This indicates that LYP6.DE experiences smaller price fluctuations and is considered to be less risky than VDPG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYP6.DEVDPG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

10.92%

-6.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

19.97%

-9.12%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

22.38%

-9.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

21.84%

-7.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

24.04%

-8.48%

LYP6.DE vs. VDPG.L - Expense Ratio Comparison

LYP6.DE has a 0.07% expense ratio, which is lower than VDPG.L's 0.15% 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. VDPG.L - Dividend Comparison

Neither LYP6.DE nor VDPG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYP6.DE and VDPG.L have a correlation of 0.55, 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 0.15% for VDPG.L.

LYP6.DE is categorized as Europe Equities, while VDPG.L is Asia Pacific Equities. LYP6.DE tracks STOXX® Europe 600, while VDPG.L tracks MSCI AC Asia Pac Ex JPN NR USD. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.07% for LYP6.DE and 0.15% for VDPG.L.

Portfolio Optimizer

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