LYPU.DE vs. ESGP.DE

Last updated Jun 5, 2026

LYPU.DE (Amundi Australia S&P/ASX 200 UCITS ETF Dist) and ESGP.DE (HANetf AuAg ESG Gold Mining UCITS ETF) are both Asia Pacific Equities funds - LYPU.DE tracks the S&P/ASX 200 while ESGP.DE tracks the MSCI Pacific Ex Japan NR USD. Both are passively managed. Over the past 3 years, LYPU.DE returned 9.64%/yr vs 9.26%/yr for ESGP.DE. Their correlation of 0.91 suggests significant overlap in exposure. LYPU.DE charges 0.40%/yr vs 0.60%/yr for ESGP.DE.

Performance

LYPU.DE vs. ESGP.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 HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYPU.DE achieves a 8.54% return, which is significantly higher than ESGP.DE's 6.87% return.

LYPU.DE

• 1D: -0.58%
• 1M: -2.14%
• YTD: 8.54%
• 6M: 10.29%
• 1Y: 12.51%
• 3Y*: 9.64%
• 5Y*: 6.35%
• 10Y*: 7.90%

ESGP.DE

• 1D: -0.72%
• 1M: -2.17%
• YTD: 6.87%
• 6M: 8.10%
• 1Y: 11.11%
• 3Y*: 9.26%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYPU.DE vs. ESGP.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
LYPU.DE Amundi Australia S&P/ASX 200 UCITS ETF Dist	8.54%	4.70%	8.32%	8.44%	-3.43%	4.85%
ESGP.DE HANetf AuAg ESG Gold Mining UCITS ETF	6.87%	5.79%	12.94%	2.10%	-2.36%	2.35%

Correlation

The correlation between LYPU.DE and ESGP.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Aug 30, 2021	0.91

The correlation between LYPU.DE and ESGP.DE has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

Return for Risk

LYPU.DE vs. ESGP.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: 29
LYPU.DE Sharpe Ratio Rank: 27
LYPU.DE Sortino Ratio Rank: 28
LYPU.DE Omega Ratio Rank: 26
LYPU.DE Calmar Ratio Rank: 32
LYPU.DE Martin Ratio Rank: 31

ESGP.DE

ESGP.DE Risk / Return Rank: 32
ESGP.DE Sharpe Ratio Rank: 29
ESGP.DE Sortino Ratio Rank: 29
ESGP.DE Omega Ratio Rank: 27
ESGP.DE Calmar Ratio Rank: 38
ESGP.DE Martin Ratio Rank: 35

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. ESGP.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 HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.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.DE	ESGP.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.94	1.02	-0.09
Sortino ratio: Return per unit of downside risk	1.45	1.56	-0.11
Omega ratio: Gain probability vs. loss probability	1.17	1.18	-0.01
Calmar ratio: Return relative to maximum drawdown	1.53	1.83	-0.31
Martin ratio: Return relative to average drawdown	4.55	5.36	-0.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LYPU.DE vs. ESGP.DE - Sharpe Ratio Comparison

The current LYPU.DE Sharpe Ratio is 0.94, which is comparable to the ESGP.DE Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of LYPU.DE and ESGP.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.

Sharpe Ratios by Period

	LYPU.DE	ESGP.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.94	1.02	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.37	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.39	0.00

Drawdowns

LYPU.DE vs. ESGP.DE - Drawdown Comparison

The maximum LYPU.DE drawdown since its inception was -43.59%, which is greater than ESGP.DE's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for LYPU.DE and ESGP.DE.

Drawdown Indicators

	LYPU.DE	ESGP.DE	Difference
Max Drawdown Largest peak-to-trough decline	-43.59%	-20.50%	-23.09%
Max Drawdown (1Y) Largest decline over 1 year	-8.50%	-6.31%	-2.19%
Max Drawdown (3Y) Largest decline over 3 years	-22.92%	-20.50%	-2.42%
Max Drawdown (5Y) Largest decline over 5 years	-22.92%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.59%	—	—
Current Drawdown Current decline from peak	-2.82%	-2.57%	-0.25%
Average Drawdown Average peak-to-trough decline	-7.00%	-5.31%	-1.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.86%	2.16%	+0.70%

Volatility

LYPU.DE vs. ESGP.DE - Volatility Comparison

Amundi Australia S&P/ASX 200 UCITS ETF Dist (LYPU.DE) has a higher volatility of 3.96% compared to HANetf AuAg ESG Gold Mining UCITS ETF (ESGP.DE) at 3.24%. This indicates that LYPU.DE's price experiences larger fluctuations and is considered to be riskier than ESGP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYPU.DE	ESGP.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.96%	3.24%	+0.72%
Volatility (6M) Calculated over the trailing 6-month period	10.97%	8.68%	+2.29%
Volatility (1Y) Calculated over the trailing 1-year period	13.87%	11.29%	+2.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.23%	14.54%	+2.69%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.72%	14.54%	+6.18%

LYPU.DE vs. ESGP.DE - Expense Ratio Comparison

LYPU.DE has a 0.40% expense ratio, which is lower than ESGP.DE's 0.60% expense ratio.

Dividends

LYPU.DE vs. ESGP.DE - Dividend Comparison

LYPU.DE's dividend yield for the trailing twelve months is around 2.79%, while ESGP.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESGP.DE HANetf AuAg ESG Gold Mining UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LYPU.DE Amundi Australia S&P/ASX 200 UCITS ETF Dist	2.79%	3.03%	4.05%	3.47%	4.79%	3.20%	2.38%	3.86%	4.50%	3.93%	3.92%	4.88%

Frequently Asked Questions

Can I hold both LYPU.DE and ESGP.DE in my portfolio?

With a correlation of 0.91, LYPU.DE and ESGP.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, LYPU.DE or ESGP.DE?

On fees, LYPU.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, LYPU.DE or ESGP.DE?

LYPU.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for ESGP.DE.

What is the main difference between LYPU.DE and ESGP.DE?

LYPU.DE tracks S&P/ASX 200, while ESGP.DE tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.40% for LYPU.DE and 0.60% for ESGP.DE.