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

Performance

LYQY.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.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, LYQY.DE achieves a 0.68% return, which is significantly lower than LYP6.DE's 7.48% return.


LYQY.DE

1D
-0.02%
1M
0.38%
YTD
0.68%
6M
0.94%
1Y
3.77%
3Y*
5.38%
5Y*
1.41%
10Y*
2.39%

LYP6.DE

1D
0.57%
1M
0.92%
YTD
7.48%
6M
10.12%
1Y
16.32%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LYQY.DE
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
0.68%5.63%6.21%6.03%-10.82%1.36%1.69%10.67%-4.66%0.49%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.48%20.82%8.25%15.97%-10.40%24.81%-1.72%28.59%-11.28%2.60%

Correlation

The correlation between LYQY.DE and LYP6.DE is 0.52, 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

0.52

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

0.60

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

0.65

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2017

0.65

The correlation between LYQY.DE and LYP6.DE shifts across timeframes, from 0.52 (1 year) to 0.65 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

LYQY.DE
LYQY.DE Risk / Return Rank: 3131
Overall Rank
LYQY.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
LYQY.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
LYQY.DE Omega Ratio Rank: 3131
Omega Ratio Rank
LYQY.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
LYQY.DE Martin Ratio Rank: 3535
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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.

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

This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.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.


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

-0.25

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.20

1.24

-0.04

Calmar ratioReturn relative to maximum drawdown

1.25

1.74

-0.50

Martin ratioReturn relative to average drawdown

5.20

6.63

-1.43

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

The current LYQY.DE Sharpe Ratio is 1.03, which is comparable to the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of LYQY.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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Sharpe Ratios by Period


LYQY.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.28

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.67

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.56

-0.03

Drawdowns

LYQY.DE vs. LYP6.DE - Drawdown Comparison

The maximum LYQY.DE drawdown since its inception was -25.79%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for LYQY.DE and LYP6.DE.


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Drawdown Indicators


LYQY.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.79%

-35.51%

+9.72%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-9.45%

+6.38%

Max Drawdown (3Y)

Largest decline over 3 years

-3.47%

-16.26%

+12.79%

Max Drawdown (5Y)

Largest decline over 5 years

-16.59%

-20.71%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-25.79%

Current Drawdown

Current decline from peak

-0.18%

-1.62%

+1.44%

Average Drawdown

Average peak-to-trough decline

-2.87%

-4.84%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

2.49%

-1.76%

Volatility

LYQY.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) is 0.75%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.35%. This indicates that LYQY.DE experiences smaller price fluctuations and is considered to be less risky 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


LYQY.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.75%

4.35%

-3.60%

Volatility (6M)

Calculated over the trailing 6-month period

3.01%

10.65%

-7.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.72%

12.90%

-9.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.75%

14.41%

-8.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.06%

15.86%

-8.80%

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

LYQY.DE has a 0.25% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

LYQY.DE vs. LYP6.DE - Dividend Comparison

LYQY.DE's dividend yield for the trailing twelve months is around 4.05%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYP6.DE
Amundi Core STOXX Europe 600 (DR) 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%
LYQY.DE
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
4.05%4.08%2.29%0.00%3.54%2.85%3.15%3.67%4.01%4.05%4.79%4.42%

Frequently Asked Questions


LYQY.DE and LYP6.DE have a correlation of 0.52, 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 0.25% for LYQY.DE.

LYQY.DE is categorized as European High Yield Bonds, while LYP6.DE is Europe Equities. LYQY.DE tracks Bloomberg MSCI Euro Corporate High Yield SRI Sustainable, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.25% for LYQY.DE and 0.07% for LYP6.DE.

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