LYP6.DE vs. ZPDX.DE
Compare and contrast key facts about Lyxor Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE).
LYP6.DE and ZPDX.DE 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. ZPDX.DE is a passively managed fund by State Street that tracks the performance of the STOXX® Europe 600 SRI. It was launched on Sep 30, 2019. Both LYP6.DE and ZPDX.DE 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 ZPDX.DE.
Key characteristics
| LYP6.DE | ZPDX.DE | |
|---|---|---|
| YTD Return | 9.46% | 12.05% |
| 1Y Return | 18.79% | 21.96% |
| 3Y Return (Ann) | 4.51% | 5.70% |
| 5Y Return (Ann) | 7.48% | 8.23% |
| Sharpe Ratio | 1.54 | 1.83 |
| Sortino Ratio | 2.15 | 2.51 |
| Omega Ratio | 1.27 | 1.33 |
| Calmar Ratio | 2.26 | 2.44 |
| Martin Ratio | 9.04 | 9.56 |
| Ulcer Index | 1.75% | 2.06% |
| Daily Std Dev | 10.30% | 10.74% |
| Max Drawdown | -35.51% | -35.97% |
| Current Drawdown | -2.91% | -3.64% |
Correlation
The correlation between LYP6.DE and ZPDX.DE is 0.97, 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.
Performance
LYP6.DE vs. ZPDX.DE - Performance Comparison
In the year-to-date period, LYP6.DE achieves a 9.46% return, which is significantly lower than ZPDX.DE's 12.05% 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. ZPDX.DE - Expense Ratio Comparison
LYP6.DE has a 0.07% expense ratio, which is lower than ZPDX.DE's 0.12% 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%.
Risk-Adjusted Performance
LYP6.DE vs. ZPDX.DE - 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 SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.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.
Dividends
LYP6.DE vs. ZPDX.DE - Dividend Comparison
Neither LYP6.DE nor ZPDX.DE has paid dividends to shareholders.
Drawdowns
LYP6.DE vs. ZPDX.DE - Drawdown Comparison
The maximum LYP6.DE drawdown since its inception was -35.51%, roughly equal to the maximum ZPDX.DE drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for LYP6.DE and ZPDX.DE. For additional features, visit the drawdowns tool.
Volatility
LYP6.DE vs. ZPDX.DE - Volatility Comparison
Lyxor Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) and SPDR STOXX Europe 600 SRI UCITS ETF (ZPDX.DE) have volatilities of 4.12% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.