LYTR.DE vs. 6PSA.DE
Compare and contrast key facts about Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) and Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE).
LYTR.DE and 6PSA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYTR.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg Energy and Metals Equal-Weighted. It was launched on Feb 21, 2019. 6PSA.DE is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI US 1000. It was launched on Nov 12, 2007. Both LYTR.DE and 6PSA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LYTR.DE or 6PSA.DE.
Key characteristics
LYTR.DE | 6PSA.DE | |
---|---|---|
YTD Return | 7.90% | 22.83% |
1Y Return | 4.67% | 31.44% |
3Y Return (Ann) | 5.78% | 10.63% |
5Y Return (Ann) | 7.83% | 13.05% |
10Y Return (Ann) | 1.26% | 11.86% |
Sharpe Ratio | 0.30 | 2.75 |
Sortino Ratio | 0.52 | 3.92 |
Omega Ratio | 1.07 | 1.57 |
Calmar Ratio | 0.15 | 4.51 |
Martin Ratio | 0.66 | 17.07 |
Ulcer Index | 7.08% | 1.74% |
Daily Std Dev | 15.42% | 10.75% |
Max Drawdown | -67.69% | -37.46% |
Current Drawdown | -22.22% | 0.00% |
Correlation
The correlation between LYTR.DE and 6PSA.DE is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LYTR.DE vs. 6PSA.DE - Performance Comparison
In the year-to-date period, LYTR.DE achieves a 7.90% return, which is significantly lower than 6PSA.DE's 22.83% return. Over the past 10 years, LYTR.DE has underperformed 6PSA.DE with an annualized return of 1.26%, while 6PSA.DE has yielded a comparatively higher 11.86% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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LYTR.DE vs. 6PSA.DE - Expense Ratio Comparison
LYTR.DE has a 0.30% expense ratio, which is lower than 6PSA.DE's 0.39% expense ratio.
Risk-Adjusted Performance
LYTR.DE vs. 6PSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) and Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.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.
Dividends
LYTR.DE vs. 6PSA.DE - Dividend Comparison
Neither LYTR.DE nor 6PSA.DE has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture 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% |
Invesco FTSE RAFI US 1000 UCITS ETF | 0.00% | 0.00% | 1.75% | 1.27% | 1.77% | 1.63% | 1.79% | 1.62% | 1.54% | 1.66% | 1.63% | 1.46% |
Drawdowns
LYTR.DE vs. 6PSA.DE - Drawdown Comparison
The maximum LYTR.DE drawdown since its inception was -67.69%, which is greater than 6PSA.DE's maximum drawdown of -37.46%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and 6PSA.DE. For additional features, visit the drawdowns tool.
Volatility
LYTR.DE vs. 6PSA.DE - Volatility Comparison
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a higher volatility of 4.84% compared to Invesco FTSE RAFI US 1000 UCITS ETF (6PSA.DE) at 3.55%. This indicates that LYTR.DE's price experiences larger fluctuations and is considered to be riskier than 6PSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.