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LYPE.DE vs. XDEP.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LYPE.DEXDEP.DE
YTD Return14.28%1.14%
1Y Return14.72%7.35%
3Y Return (Ann)7.15%-3.70%
5Y Return (Ann)10.69%-2.24%
Sharpe Ratio1.501.85
Daily Std Dev9.99%4.00%
Max Drawdown-25.95%-22.19%
Current Drawdown-2.70%-12.13%

Correlation

-0.50.00.51.00.4

The correlation between LYPE.DE and XDEP.DE is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

LYPE.DE vs. XDEP.DE - Performance Comparison

In the year-to-date period, LYPE.DE achieves a 14.28% return, which is significantly higher than XDEP.DE's 1.14% 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%AprilMayJuneJulyAugustSeptember
8.13%
4.36%
LYPE.DE
XDEP.DE

Compare stocks, funds, or ETFs

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


LYPE.DE vs. XDEP.DE - Expense Ratio Comparison

LYPE.DE has a 0.30% expense ratio, which is higher than XDEP.DE's 0.25% expense ratio.


LYPE.DE
Amundi MSCI World Health Care UCITS ETF EUR Acc
Expense ratio chart for LYPE.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for XDEP.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

LYPE.DE vs. XDEP.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) and Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.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.


LYPE.DE
Sharpe ratio
The chart of Sharpe ratio for LYPE.DE, currently valued at 1.90, compared to the broader market0.002.004.001.90
Sortino ratio
The chart of Sortino ratio for LYPE.DE, currently valued at 2.68, compared to the broader market-2.000.002.004.006.008.0010.0012.002.68
Omega ratio
The chart of Omega ratio for LYPE.DE, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.34
Calmar ratio
The chart of Calmar ratio for LYPE.DE, currently valued at 1.53, compared to the broader market0.005.0010.0015.001.53
Martin ratio
The chart of Martin ratio for LYPE.DE, currently valued at 9.77, compared to the broader market0.0020.0040.0060.0080.00100.00120.009.77
XDEP.DE
Sharpe ratio
The chart of Sharpe ratio for XDEP.DE, currently valued at 1.53, compared to the broader market0.002.004.001.53
Sortino ratio
The chart of Sortino ratio for XDEP.DE, currently valued at 2.36, compared to the broader market-2.000.002.004.006.008.0010.0012.002.36
Omega ratio
The chart of Omega ratio for XDEP.DE, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.001.29
Calmar ratio
The chart of Calmar ratio for XDEP.DE, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.39
Martin ratio
The chart of Martin ratio for XDEP.DE, currently valued at 4.23, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.23

LYPE.DE vs. XDEP.DE - Sharpe Ratio Comparison

The current LYPE.DE Sharpe Ratio is 1.50, which roughly equals the XDEP.DE Sharpe Ratio of 1.85. The chart below compares the 12-month rolling Sharpe Ratio of LYPE.DE and XDEP.DE.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AprilMayJuneJulyAugustSeptember
1.90
1.53
LYPE.DE
XDEP.DE

Dividends

LYPE.DE vs. XDEP.DE - Dividend Comparison

Neither LYPE.DE nor XDEP.DE has paid dividends to shareholders.


TTM20232022202120202019
LYPE.DE
Amundi MSCI World Health Care UCITS ETF EUR Acc
0.00%0.00%0.00%0.00%0.00%0.00%
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
0.00%0.00%0.00%0.00%0.00%1.40%

Drawdowns

LYPE.DE vs. XDEP.DE - Drawdown Comparison

The maximum LYPE.DE drawdown since its inception was -25.95%, which is greater than XDEP.DE's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for LYPE.DE and XDEP.DE. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-2.04%
-20.43%
LYPE.DE
XDEP.DE

Volatility

LYPE.DE vs. XDEP.DE - Volatility Comparison

Amundi MSCI World Health Care UCITS ETF EUR Acc (LYPE.DE) has a higher volatility of 2.49% compared to Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) at 2.18%. This indicates that LYPE.DE's price experiences larger fluctuations and is considered to be riskier than XDEP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%AprilMayJuneJulyAugustSeptember
2.49%
2.18%
LYPE.DE
XDEP.DE