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LYP6.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LYP6.DEVOO
YTD Return9.46%27.26%
1Y Return18.79%37.86%
3Y Return (Ann)4.51%10.35%
5Y Return (Ann)7.48%16.03%
Sharpe Ratio1.543.25
Sortino Ratio2.154.31
Omega Ratio1.271.61
Calmar Ratio2.264.74
Martin Ratio9.0421.63
Ulcer Index1.75%1.85%
Daily Std Dev10.30%12.25%
Max Drawdown-35.51%-33.99%
Current Drawdown-2.91%0.00%

Correlation

-0.50.00.51.00.5

The correlation between LYP6.DE and VOO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

LYP6.DE vs. VOO - Performance Comparison

In the year-to-date period, LYP6.DE achieves a 9.46% return, which is significantly lower than VOO's 27.26% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-1.63%
15.73%
LYP6.DE
VOO

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LYP6.DE vs. VOO - Expense Ratio Comparison

LYP6.DE has a 0.07% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


LYP6.DE
Lyxor Core STOXX Europe 600 (DR) UCITS ETF Acc
Expense ratio chart for LYP6.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LYP6.DE vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and Vanguard S&P 500 ETF (VOO). 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
Sharpe ratio
The chart of Sharpe ratio for LYP6.DE, currently valued at 1.00, compared to the broader market-2.000.002.004.006.001.00
Sortino ratio
The chart of Sortino ratio for LYP6.DE, currently valued at 1.46, compared to the broader market0.005.0010.001.46
Omega ratio
The chart of Omega ratio for LYP6.DE, currently valued at 1.17, compared to the broader market1.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for LYP6.DE, currently valued at 1.56, compared to the broader market0.005.0010.0015.001.56
Martin ratio
The chart of Martin ratio for LYP6.DE, currently valued at 4.73, compared to the broader market0.0020.0040.0060.0080.00100.004.73
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.79, compared to the broader market-2.000.002.004.006.002.79
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.73, compared to the broader market0.005.0010.003.73
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.53, compared to the broader market1.001.502.002.503.001.53
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 3.99, compared to the broader market0.005.0010.0015.003.99
Martin ratio
The chart of Martin ratio for VOO, currently valued at 18.22, compared to the broader market0.0020.0040.0060.0080.00100.0018.22

LYP6.DE vs. VOO - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 1.54, which is lower than the VOO Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of LYP6.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
1.00
2.79
LYP6.DE
VOO

Dividends

LYP6.DE vs. VOO - Dividend Comparison

LYP6.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
LYP6.DE
Lyxor 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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LYP6.DE vs. VOO - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and VOO. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.32%
0
LYP6.DE
VOO

Volatility

LYP6.DE vs. VOO - Volatility Comparison

Lyxor Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a higher volatility of 4.12% compared to Vanguard S&P 500 ETF (VOO) at 3.92%. This indicates that LYP6.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.12%
3.92%
LYP6.DE
VOO