LYP6.DE vs. VOO
Compare and contrast key facts about Lyxor Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and Vanguard S&P 500 ETF (VOO).
LYP6.DE and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYP6.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 600. It was launched on Dec 7, 2017. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010. Both LYP6.DE and VOO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LYP6.DE or VOO.
Key characteristics
LYP6.DE | VOO | |
---|---|---|
YTD Return | 9.46% | 27.26% |
1Y Return | 18.79% | 37.86% |
3Y Return (Ann) | 4.51% | 10.35% |
5Y Return (Ann) | 7.48% | 16.03% |
Sharpe Ratio | 1.54 | 3.25 |
Sortino Ratio | 2.15 | 4.31 |
Omega Ratio | 1.27 | 1.61 |
Calmar Ratio | 2.26 | 4.74 |
Martin Ratio | 9.04 | 21.63 |
Ulcer Index | 1.75% | 1.85% |
Daily Std Dev | 10.30% | 12.25% |
Max Drawdown | -35.51% | -33.99% |
Current Drawdown | -2.91% | 0.00% |
Correlation
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.
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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%.
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.