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

Performance

LYP6.DE vs. WCOB.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 WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.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 WCOB.L is traded in GBp. To make them comparable, the WCOB.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 WCOB.L's 27.28% return. Over the past 10 years, LYP6.DE has outperformed WCOB.L with an annualized return of 10.02%, while WCOB.L has yielded a comparatively lower 7.21% annualized return.


LYP6.DE

1D
1.90%
1M
4.91%
YTD
8.98%
6M
11.60%
1Y
19.51%
3Y*
14.24%
5Y*
9.81%
10Y*
10.02%

WCOB.L

1D
-1.85%
1M
-5.96%
YTD
27.28%
6M
29.36%
1Y
33.01%
3Y*
11.59%
5Y*
11.41%
10Y*
7.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYP6.DE vs. WCOB.L - 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%
WCOB.L
WisdomTree Enhanced Commodity UCITS ETF USD Acc
27.28%2.11%9.54%-10.20%19.94%36.70%-7.44%9.88%-5.08%-8.08%

Correlation

The correlation between LYP6.DE and WCOB.L is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

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

-0.05

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

0.02

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

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2016

0.14

The correlation between LYP6.DE and WCOB.L shifts across timeframes, from -0.19 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LYP6.DE vs. WCOB.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

WCOB.L
WCOB.L Risk / Return Rank: 7676
Overall Rank
WCOB.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WCOB.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
WCOB.L Omega Ratio Rank: 7373
Omega Ratio Rank
WCOB.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
WCOB.L Martin Ratio Rank: 7676
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. WCOB.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 WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.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.DEWCOB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.56

Omega ratioGain probability vs. loss probability

1.26

1.34

-0.08

Calmar ratioReturn relative to maximum drawdown

1.94

4.65

-2.71

Martin ratioReturn relative to average drawdown

7.50

10.40

-2.90

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

The current LYP6.DE Sharpe Ratio is 1.41, which is comparable to the WCOB.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of LYP6.DE and WCOB.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. WCOB.L - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, smaller than the maximum WCOB.L drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and WCOB.L.


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Drawdown Indicators


LYP6.DEWCOB.LDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-42.07%

+6.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.45%

-7.55%

-1.90%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-23.55%

+7.29%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-25.88%

+5.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

-25.98%

-9.53%

Current Drawdown

Current decline from peak

-0.24%

-7.20%

+6.96%

Average Drawdown

Average peak-to-trough decline

-5.23%

-22.62%

+17.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.45%

3.39%

-0.94%

Volatility

LYP6.DE vs. WCOB.L - Volatility Comparison

The current volatility for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) is 4.31%, while WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) has a volatility of 5.19%. This indicates that LYP6.DE experiences smaller price fluctuations and is considered to be less risky than WCOB.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.DEWCOB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

5.19%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

15.81%

-4.96%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

18.00%

-4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

20.83%

-6.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.56%

16.83%

-1.27%

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

LYP6.DE has a 0.07% expense ratio, which is lower than WCOB.L's 0.35% expense ratio.


Dividends

LYP6.DE vs. WCOB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LYP6.DE and WCOB.L have a correlation of -0.19, 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 0.35% for WCOB.L.

LYP6.DE is categorized as Europe Equities, while WCOB.L is Commodities. LYP6.DE tracks STOXX® Europe 600, while WCOB.L tracks Optimised Roll Commodity. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.07% for LYP6.DE and 0.35% for WCOB.L.

Portfolio Optimizer

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