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LYPU.DE vs. 18MM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYPU.DE vs. 18MM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Australia S&P/ASX 200 UCITS ETF Dist (LYPU.DE) and Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.DE). The values are adjusted to include any dividend payments, if applicable.

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LYPU.DE vs. 18MM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYPU.DE
Amundi Australia S&P/ASX 200 UCITS ETF Dist
5.57%4.70%8.32%8.44%-3.43%19.30%0.44%25.66%-8.48%5.77%
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR
3.33%0.05%5.93%1.38%-7.30%14.57%-5.45%21.40%-6.44%10.50%

Returns By Period

In the year-to-date period, LYPU.DE achieves a 5.57% return, which is significantly higher than 18MM.DE's 3.33% return. Over the past 10 years, LYPU.DE has outperformed 18MM.DE with an annualized return of 8.02%, while 18MM.DE has yielded a comparatively lower 4.92% annualized return.


LYPU.DE

1D
2.52%
1M
-5.33%
YTD
5.57%
6M
5.54%
1Y
15.33%
3Y*
8.74%
5Y*
6.80%
10Y*
8.02%

18MM.DE

1D
2.24%
1M
-3.66%
YTD
3.33%
6M
2.16%
1Y
6.25%
3Y*
3.21%
5Y*
2.18%
10Y*
4.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LYPU.DE vs. 18MM.DE - Expense Ratio Comparison

LYPU.DE has a 0.40% expense ratio, which is lower than 18MM.DE's 0.45% expense ratio.


Return for Risk

LYPU.DE vs. 18MM.DE — Risk / Return Rank

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

LYPU.DE
LYPU.DE Risk / Return Rank: 4444
Overall Rank
LYPU.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LYPU.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
LYPU.DE Omega Ratio Rank: 4444
Omega Ratio Rank
LYPU.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
LYPU.DE Martin Ratio Rank: 4949
Martin Ratio Rank

18MM.DE
18MM.DE Risk / Return Rank: 2424
Overall Rank
18MM.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
18MM.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
18MM.DE Omega Ratio Rank: 2121
Omega Ratio Rank
18MM.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
18MM.DE Martin Ratio Rank: 2929
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.

LYPU.DE vs. 18MM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Australia S&P/ASX 200 UCITS ETF Dist (LYPU.DE) and Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.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.


LYPU.DE18MM.DEDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.39

+0.43

Sortino ratio

Return per unit of downside risk

1.14

0.63

+0.50

Omega ratio

Gain probability vs. loss probability

1.18

1.09

+0.10

Calmar ratio

Return relative to maximum drawdown

1.48

0.72

+0.76

Martin ratio

Return relative to average drawdown

5.36

2.64

+2.72

LYPU.DE vs. 18MM.DE - Sharpe Ratio Comparison

The current LYPU.DE Sharpe Ratio is 0.82, which is higher than the 18MM.DE Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of LYPU.DE and 18MM.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


LYPU.DE18MM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.82

0.39

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.14

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.29

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.31

+0.08

Correlation

The correlation between LYPU.DE and 18MM.DE is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LYPU.DE vs. 18MM.DE - Dividend Comparison

LYPU.DE's dividend yield for the trailing twelve months is around 2.87%, while 18MM.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LYPU.DE
Amundi Australia S&P/ASX 200 UCITS ETF Dist
2.87%3.03%4.05%3.47%4.79%3.20%2.38%3.86%4.50%3.93%3.92%4.88%
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LYPU.DE vs. 18MM.DE - Drawdown Comparison

The maximum LYPU.DE drawdown since its inception was -43.59%, which is greater than 18MM.DE's maximum drawdown of -36.82%. Use the drawdown chart below to compare losses from any high point for LYPU.DE and 18MM.DE.


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Drawdown Indicators


LYPU.DE18MM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-36.82%

-6.77%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-10.99%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-22.20%

-0.72%

Max Drawdown (10Y)

Largest decline over 10 years

-43.59%

-36.82%

-6.77%

Current Drawdown

Current decline from peak

-5.48%

-3.92%

-1.56%

Average Drawdown

Average peak-to-trough decline

-7.06%

-7.89%

+0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.58%

+0.37%

Volatility

LYPU.DE vs. 18MM.DE - Volatility Comparison

Amundi Australia S&P/ASX 200 UCITS ETF Dist (LYPU.DE) has a higher volatility of 6.06% compared to Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR (18MM.DE) at 5.53%. This indicates that LYPU.DE's price experiences larger fluctuations and is considered to be riskier than 18MM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYPU.DE18MM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.06%

5.53%

+0.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

10.10%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

18.83%

16.03%

+2.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

14.92%

+2.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

16.63%

+4.17%