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LYP6.DE vs. XESC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYP6.DE vs. XESC.DE - 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 Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE). The values are adjusted to include any dividend payments, if applicable.

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LYP6.DE vs. XESC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
1.52%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%2.60%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
-0.83%22.24%11.06%22.50%-8.87%23.54%-2.88%30.09%-12.09%-0.17%

Returns By Period

In the year-to-date period, LYP6.DE achieves a 1.52% return, which is significantly higher than XESC.DE's -0.83% return.


LYP6.DE

1D
2.51%
1M
-3.67%
YTD
1.52%
6M
6.88%
1Y
14.20%
3Y*
12.51%
5Y*
9.75%
10Y*

XESC.DE

1D
2.98%
1M
-4.09%
YTD
-0.83%
6M
3.28%
1Y
10.80%
3Y*
13.16%
5Y*
10.85%
10Y*
10.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LYP6.DE vs. XESC.DE - Expense Ratio Comparison

LYP6.DE has a 0.07% expense ratio, which is lower than XESC.DE's 0.09% 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%.


Return for Risk

LYP6.DE vs. XESC.DE — 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: 5151
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 5050
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5656
Martin Ratio Rank

XESC.DE
XESC.DE Risk / Return Rank: 3333
Overall Rank
XESC.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
XESC.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
XESC.DE Omega Ratio Rank: 2929
Omega Ratio Rank
XESC.DE Calmar Ratio Rank: 3838
Calmar Ratio Rank
XESC.DE Martin Ratio Rank: 3737
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. XESC.DE - 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 Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE). 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.DEXESC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.62

+0.32

Sortino ratio

Return per unit of downside risk

1.28

0.93

+0.34

Omega ratio

Gain probability vs. loss probability

1.20

1.13

+0.07

Calmar ratio

Return relative to maximum drawdown

1.48

1.03

+0.45

Martin ratio

Return relative to average drawdown

5.71

3.59

+2.11

LYP6.DE vs. XESC.DE - Sharpe Ratio Comparison

The current LYP6.DE Sharpe Ratio is 0.93, which is higher than the XESC.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of LYP6.DE and XESC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LYP6.DEXESC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.62

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.62

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.30

+0.22

Correlation

The correlation between LYP6.DE and XESC.DE is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LYP6.DE vs. XESC.DE - Dividend Comparison

Neither LYP6.DE nor XESC.DE has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.19%

Drawdowns

LYP6.DE vs. XESC.DE - Drawdown Comparison

The maximum LYP6.DE drawdown since its inception was -35.51%, smaller than the maximum XESC.DE drawdown of -45.38%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and XESC.DE.


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Drawdown Indicators


LYP6.DEXESC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.51%

-45.38%

+9.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.40%

-12.73%

+0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

-23.33%

+2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-38.51%

Current Drawdown

Current decline from peak

-5.22%

-6.97%

+1.75%

Average Drawdown

Average peak-to-trough decline

-4.90%

-8.44%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.59%

3.11%

-0.52%

Volatility

LYP6.DE vs. XESC.DE - Volatility Comparison

The current volatility for Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) is 5.88%, while Xtrackers EURO STOXX 50 UCITS ETF 1C (XESC.DE) has a volatility of 6.61%. This indicates that LYP6.DE experiences smaller price fluctuations and is considered to be less risky than XESC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYP6.DEXESC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

6.61%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

11.03%

-1.83%

Volatility (1Y)

Calculated over the trailing 1-year period

15.17%

17.46%

-2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.24%

17.28%

-3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.84%

18.21%

-2.37%