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LYQ7.DE vs. ISP6.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYQ7.DE vs. ISP6.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYQ7.DE is traded in EUR, while ISP6.L is traded in GBp. To make them comparable, the ISP6.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYQ7.DE achieves a 2.82% return, which is significantly lower than ISP6.L's 22.68% return. Over the past 10 years, LYQ7.DE has underperformed ISP6.L with an annualized return of 1.43%, while ISP6.L has yielded a comparatively higher 9.79% annualized return.


LYQ7.DE

1D
0.16%
1M
-0.29%
6M
1.82%
YTD
2.82%
1Y
3.03%
3Y*
1.87%
5Y*
0.47%
10Y*
1.43%

ISP6.L

1D
-1.25%
1M
3.20%
6M
15.15%
YTD
22.68%
1Y
31.69%
3Y*
12.58%
5Y*
7.94%
10Y*
9.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQ7.DE vs. ISP6.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYQ7.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc
2.82%0.95%-0.33%5.62%-9.46%6.28%2.86%6.51%-1.49%1.03%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
22.68%-6.07%14.01%13.33%-11.53%36.18%1.06%24.98%-5.73%-1.01%

Correlation

The correlation between LYQ7.DE and ISP6.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.21

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

0.17

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

0.10

Correlation (All Time)
Calculated using the full available price history since May 9, 2008

0.07

The correlation between LYQ7.DE and ISP6.L shifts across timeframes, from 0.07 (all time) to 0.21 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

LYQ7.DE vs. ISP6.L — Risk / Return Rank

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

LYQ7.DE
LYQ7.DE Risk / Return Rank: 3030
Overall Rank
LYQ7.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LYQ7.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
LYQ7.DE Omega Ratio Rank: 2626
Omega Ratio Rank
LYQ7.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYQ7.DE Martin Ratio Rank: 3636
Martin Ratio Rank

ISP6.L
ISP6.L Risk / Return Rank: 8282
Overall Rank
ISP6.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
ISP6.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
ISP6.L Omega Ratio Rank: 7777
Omega Ratio Rank
ISP6.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISP6.L Martin Ratio Rank: 8686
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.

LYQ7.DE vs. ISP6.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) and iShares S&P SmallCap 600 UCITS ETF (ISP6.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LYQ7.DEISP6.LDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.14

1.36

-0.22

Calmar ratioReturn relative to maximum drawdown

1.42

5.15

-3.73

Martin ratioReturn relative to average drawdown

4.25

14.60

-10.35

LYQ7.DE vs. ISP6.L - Sharpe Ratio Comparison

The current LYQ7.DE Sharpe Ratio is 0.78, which is lower than the ISP6.L Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of LYQ7.DE and ISP6.L, 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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Drawdowns

LYQ7.DE vs. ISP6.L - Drawdown Comparison

The maximum LYQ7.DE drawdown since its inception was -16.09%, smaller than the maximum ISP6.L drawdown of -70.50%. Use the drawdown chart below to compare losses from any high point for LYQ7.DE and ISP6.L.


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Drawdown Indicators


LYQ7.DEISP6.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.09%

-70.50%

+54.41%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-6.12%

+4.08%

Max Drawdown (3Y)

Largest decline over 3 years

-5.31%

-32.44%

+27.13%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-32.44%

+16.35%

Max Drawdown (10Y)

Largest decline over 10 years

-16.09%

-41.30%

+25.21%

Current Drawdown

Current decline from peak

-5.88%

-2.65%

-3.23%

Average Drawdown

Average peak-to-trough decline

-3.71%

-17.36%

+13.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

2.17%

-1.49%

Volatility

LYQ7.DE vs. ISP6.L - Volatility Comparison

The current volatility for Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) is 0.73%, while iShares S&P SmallCap 600 UCITS ETF (ISP6.L) has a volatility of 4.51%. This indicates that LYQ7.DE experiences smaller price fluctuations and is considered to be less risky than ISP6.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYQ7.DEISP6.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

4.51%

-3.78%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

10.90%

-8.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

15.83%

-12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.68%

19.92%

-13.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.81%

21.25%

-15.44%

LYQ7.DE vs. ISP6.L - Expense Ratio Comparison

LYQ7.DE has a 0.09% expense ratio, which is lower than ISP6.L's 0.40% expense ratio.


Dividends

LYQ7.DE vs. ISP6.L - Dividend Comparison

LYQ7.DE has not paid dividends to shareholders, while ISP6.L's dividend yield for the trailing twelve months is around 0.53%.


PositionTTM20252024202320222021202020192018201720162015
ISP6.L
iShares S&P SmallCap 600 UCITS ETF
0.53%1.22%1.15%1.08%1.00%0.65%0.94%0.97%0.96%0.78%0.77%0.53%
LYQ7.DE
Amundi Euro Government Inflation-Linked Bond 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%

Frequently Asked Questions


LYQ7.DE and ISP6.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYQ7.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYQ7.DE is cheaper with a 0.09% expense ratio, compared with 0.40% for ISP6.L.

LYQ7.DE is categorized as Inflation-Protected Bonds, while ISP6.L is Small Cap Blend Equities. LYQ7.DE tracks Bloomberg Euro Government Inflation-Linked Bond Index, while ISP6.L tracks Russell 2000 TR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.09% for LYQ7.DE and 0.40% for ISP6.L.

Portfolio Optimizer

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