PortfoliosLab logoPortfoliosLab logo
LYPS.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYPS.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LYPS.DE achieves a 11.42% return, which is significantly higher than LYP6.DE's 7.48% return.


LYPS.DE

1D
-0.17%
1M
4.38%
YTD
11.42%
6M
10.87%
1Y
25.66%
3Y*
19.02%
5Y*
14.95%
10Y*
15.17%

LYP6.DE

1D
0.57%
1M
0.92%
YTD
7.48%
6M
10.12%
1Y
16.32%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LYPS.DE
Amundi S&P 500 II UCITS ETF EUR Dist
11.42%4.89%32.52%22.69%-14.10%40.92%7.06%34.95%-1.02%7.88%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.48%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%2.60%

Correlation

The correlation between LYPS.DE and LYP6.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.61

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

0.56

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

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2017

0.71

The correlation between LYPS.DE and LYP6.DE shifts across timeframes, from 0.56 (3 years) to 0.71 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

LYPS.DE vs. LYP6.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYPS.DE
LYPS.DE Risk / Return Rank: 6969
Overall Rank
LYPS.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LYPS.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
LYPS.DE Omega Ratio Rank: 7070
Omega Ratio Rank
LYPS.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LYPS.DE Martin Ratio Rank: 7070
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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.

LYPS.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.


LYPS.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.93

Sortino ratioReturn per unit of downside risk

+1.12

Omega ratioGain probability vs. loss probability

1.41

1.24

+0.17

Calmar ratioReturn relative to maximum drawdown

3.60

1.74

+1.85

Martin ratioReturn relative to average drawdown

12.84

6.63

+6.21

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

The current LYPS.DE Sharpe Ratio is 2.21, which is higher than the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of LYPS.DE and LYP6.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


LYPS.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

1.28

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

0.67

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.94

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.56

+0.42

Drawdowns

LYPS.DE vs. LYP6.DE - Drawdown Comparison

The maximum LYPS.DE drawdown since its inception was -33.81%, roughly equal to the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for LYPS.DE and LYP6.DE.


Loading charts...

Drawdown Indicators


LYPS.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.81%

-35.51%

+1.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-9.45%

+2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-23.37%

-16.26%

-7.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.37%

-20.71%

-2.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.81%

Current Drawdown

Current decline from peak

-0.48%

-1.62%

+1.14%

Average Drawdown

Average peak-to-trough decline

-4.01%

-4.84%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.00%

2.49%

-0.49%

Volatility

LYPS.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Amundi S&P 500 II UCITS ETF EUR Dist (LYPS.DE) is 2.63%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.35%. This indicates that LYPS.DE experiences smaller price fluctuations and is considered to be less risky than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LYPS.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

4.35%

-1.72%

Volatility (6M)

Calculated over the trailing 6-month period

7.58%

10.65%

-3.07%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

12.90%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.21%

14.41%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

15.86%

+0.24%

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

Both LYPS.DE and LYP6.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

LYPS.DE vs. LYP6.DE - Dividend Comparison

LYPS.DE's dividend yield for the trailing twelve months is around 0.90%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
LYPS.DE
Amundi S&P 500 II UCITS ETF EUR Dist
0.90%1.00%1.21%1.04%2.11%1.09%1.54%1.63%1.93%1.75%1.88%2.02%

Frequently Asked Questions


LYPS.DE and LYP6.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

LYPS.DE and LYP6.DE have the same expense ratio: 0.07% per year.

LYPS.DE is categorized as S&P 500, while LYP6.DE is Europe Equities. LYPS.DE tracks S&P 500 Index, while LYP6.DE tracks STOXX® Europe 600.

Portfolio Optimizer

Find the right allocation for LYPS.DE and LYP6.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer