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LYQL.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYQL.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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, LYQL.DE achieves a -11.31% return, which is significantly lower than LYP6.DE's 12.31% return. Over the past 10 years, LYQL.DE has underperformed LYP6.DE with an annualized return of -24.43%, while LYP6.DE has yielded a comparatively higher 10.30% annualized return.


LYQL.DE

1D
-1.53%
1M
-7.52%
6M
-11.31%
YTD
-11.31%
1Y
-14.67%
3Y*
-25.51%
5Y*
-20.46%
10Y*
-24.43%

LYP6.DE

1D
0.60%
1M
5.10%
6M
11.36%
YTD
12.31%
1Y
23.23%
3Y*
15.48%
5Y*
10.49%
10Y*
10.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LYQL.DE
Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc)
-11.31%-35.38%-23.89%-28.00%9.49%-31.50%-34.43%-41.46%35.68%-25.44%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
12.31%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%11.31%

Correlation

The correlation between LYQL.DE and LYP6.DE is -0.87, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.87

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

-0.88

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

-0.90

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

-0.90

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

-0.87

The correlation between LYQL.DE and LYP6.DE has been stable across timeframes, ranging from -0.90 to -0.87 - a consistent structural relationship.

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Return for Risk

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

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

LYQL.DE
LYQL.DE Risk / Return Rank: 55
Overall Rank
LYQL.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
LYQL.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
LYQL.DE Omega Ratio Rank: 66
Omega Ratio Rank
LYQL.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
LYQL.DE Martin Ratio Rank: 33
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 6565
Overall Rank
LYP6.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 6868
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 6060
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 6464
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.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.

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.


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

-2.23

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.95

1.33

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.56

2.45

-3.01

Martin ratioReturn relative to average drawdown

-1.26

9.52

-10.78

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

The current LYQL.DE Sharpe Ratio is -0.45, which is lower than the LYP6.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of LYQL.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.


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Drawdowns

LYQL.DE vs. LYP6.DE - Drawdown Comparison

The maximum LYQL.DE drawdown since its inception was -99.14%, which is greater than LYP6.DE's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for LYQL.DE and LYP6.DE.


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Drawdown Indicators


LYQL.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-99.14%

-35.51%

-63.63%

Max Drawdown (1Y)

Largest decline over 1 year

-26.22%

-9.45%

-16.77%

Max Drawdown (3Y)

Largest decline over 3 years

-66.11%

-16.26%

-49.85%

Max Drawdown (5Y)

Largest decline over 5 years

-77.13%

-20.71%

-56.42%

Max Drawdown (10Y)

Largest decline over 10 years

-94.10%

-35.51%

-58.59%

Current Drawdown

Current decline from peak

-99.14%

0.00%

-99.14%

Average Drawdown

Average peak-to-trough decline

-83.00%

-5.21%

-77.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.60%

2.44%

+9.16%

Volatility

LYQL.DE vs. LYP6.DE - Volatility Comparison

Amundi ShortDAX Daily (-2x) Inverse UCITS ETF (Acc) (LYQL.DE) has a higher volatility of 8.89% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 3.16%. This indicates that LYQL.DE's price experiences larger fluctuations and is considered to be riskier than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYQL.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

3.16%

+5.73%

Volatility (6M)

Calculated over the trailing 6-month period

26.96%

10.92%

+16.04%

Volatility (1Y)

Calculated over the trailing 1-year period

32.22%

13.02%

+19.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.39%

14.43%

+19.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.22%

15.27%

+20.95%

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

LYQL.DE has a 0.60% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.


Dividends

LYQL.DE vs. LYP6.DE - Dividend Comparison

Neither LYQL.DE nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYQL.DE and LYP6.DE have a correlation of -0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.60% for LYQL.DE.

LYQL.DE is categorized as Inverse Equities, while LYP6.DE is Europe Equities. LYQL.DE tracks ShortDAX Leverage (2x) Index, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.60% for LYQL.DE and 0.07% for LYP6.DE.

Portfolio Optimizer

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