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LYPU.DE vs. VGEJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYPU.DE vs. VGEJ.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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LYPU.DE achieves a 8.54% return, which is significantly lower than VGEJ.DE's 50.18% return. Over the past 10 years, LYPU.DE has underperformed VGEJ.DE with an annualized return of 7.90%, while VGEJ.DE has yielded a comparatively higher 15.36% annualized 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%

VGEJ.DE

1D
-3.08%
1M
7.14%
YTD
50.18%
6M
54.46%
1Y
78.68%
3Y*
26.79%
5Y*
15.69%
10Y*
15.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LYPU.DE
Amundi Australia S&P/ASX 200 UCITS ETF Dist
8.54%4.70%8.32%8.44%-3.43%19.30%0.44%25.66%-8.48%5.77%
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
50.18%24.74%3.34%10.27%-4.11%14.06%11.18%25.07%-6.90%14.80%

Correlation

The correlation between LYPU.DE and VGEJ.DE is 0.64, 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

0.64

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

0.76

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

0.80

Correlation (10Y)
Calculated over the trailing 10-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2015

0.69

The correlation between LYPU.DE and VGEJ.DE shifts across timeframes, from 0.64 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LYPU.DE vs. VGEJ.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: 2929
Overall Rank
LYPU.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LYPU.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
LYPU.DE Omega Ratio Rank: 2626
Omega Ratio Rank
LYPU.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
LYPU.DE Martin Ratio Rank: 3131
Martin Ratio Rank

VGEJ.DE
VGEJ.DE Risk / Return Rank: 9494
Overall Rank
VGEJ.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VGEJ.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
VGEJ.DE Omega Ratio Rank: 9595
Omega Ratio Rank
VGEJ.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
VGEJ.DE Martin Ratio Rank: 9393
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. VGEJ.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 Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.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.DEVGEJ.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.87

Sortino ratioReturn per unit of downside risk

-3.20

Omega ratioGain probability vs. loss probability

1.17

1.69

-0.52

Calmar ratioReturn relative to maximum drawdown

1.53

6.17

-4.64

Martin ratioReturn relative to average drawdown

4.55

24.13

-19.58

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

The current LYPU.DE Sharpe Ratio is 0.94, which is lower than the VGEJ.DE Sharpe Ratio of 3.80. The chart below compares the historical Sharpe Ratios of LYPU.DE and VGEJ.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.


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Sharpe Ratios by Period


LYPU.DEVGEJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

3.80

-2.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.93

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.93

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.79

-0.40

Drawdowns

LYPU.DE vs. VGEJ.DE - Drawdown Comparison

The maximum LYPU.DE drawdown since its inception was -43.59%, which is greater than VGEJ.DE's maximum drawdown of -36.78%. Use the drawdown chart below to compare losses from any high point for LYPU.DE and VGEJ.DE.


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Drawdown Indicators


LYPU.DEVGEJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-36.78%

-6.81%

Max Drawdown (1Y)

Largest decline over 1 year

-8.50%

-12.94%

+4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-22.92%

-19.66%

-3.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-19.66%

-3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-43.59%

-36.78%

-6.81%

Current Drawdown

Current decline from peak

-2.82%

-3.88%

+1.06%

Average Drawdown

Average peak-to-trough decline

-7.00%

-4.86%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

3.31%

-0.45%

Volatility

LYPU.DE vs. VGEJ.DE - Volatility Comparison

The current volatility for Amundi Australia S&P/ASX 200 UCITS ETF Dist (LYPU.DE) is 3.96%, while Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing (VGEJ.DE) has a volatility of 10.63%. This indicates that LYPU.DE experiences smaller price fluctuations and is considered to be less risky than VGEJ.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.DEVGEJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

10.63%

-6.67%

Volatility (6M)

Calculated over the trailing 6-month period

10.97%

18.75%

-7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

20.99%

-7.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

16.70%

+0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.72%

19.29%

+1.43%

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

LYPU.DE has a 0.40% expense ratio, which is higher than VGEJ.DE's 0.15% expense ratio.


Dividends

LYPU.DE vs. VGEJ.DE - Dividend Comparison

LYPU.DE's dividend yield for the trailing twelve months is around 2.79%, more than VGEJ.DE's 1.80% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing
1.80%2.75%5.36%7.33%7.98%7.49%4.34%6.92%7.83%4.28%3.08%2.78%

Frequently Asked Questions


LYPU.DE and VGEJ.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VGEJ.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEJ.DE is cheaper with a 0.15% expense ratio, compared with 0.40% for LYPU.DE.

LYPU.DE tracks S&P/ASX 200, while VGEJ.DE tracks FTSE Developed Asia Pacific ex Japan. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.40% for LYPU.DE and 0.15% for VGEJ.DE.

Portfolio Optimizer

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