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LYTR.DE vs. LEER.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYTR.DE vs. LEER.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) and Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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, LYTR.DE achieves a 18.70% return, which is significantly higher than LEER.DE's 17.52% return. Over the past 10 years, LYTR.DE has underperformed LEER.DE with an annualized return of 7.78%, while LEER.DE has yielded a comparatively higher 11.78% annualized return.


LYTR.DE

1D
0.85%
1M
-9.80%
YTD
18.70%
6M
21.20%
1Y
45.80%
3Y*
17.11%
5Y*
14.89%
10Y*
7.78%

LEER.DE

1D
1.05%
1M
0.63%
YTD
17.52%
6M
18.61%
1Y
41.60%
3Y*
29.53%
5Y*
16.52%
10Y*
11.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYTR.DE vs. LEER.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
18.70%17.59%13.34%-15.11%27.02%52.42%-19.47%14.16%-6.16%-11.60%
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
17.52%53.95%4.13%41.71%-21.18%20.41%-18.42%1.30%-8.37%30.59%

Correlation

The correlation between LYTR.DE and LEER.DE is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.03

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

0.05

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

0.06

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

0.16

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2008

0.21

The correlation between LYTR.DE and LEER.DE shifts across timeframes, from -0.03 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LYTR.DE vs. LEER.DE — Risk / Return Rank

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

LYTR.DE
LYTR.DE Risk / Return Rank: 6969
Overall Rank
LYTR.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LYTR.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
LYTR.DE Omega Ratio Rank: 6767
Omega Ratio Rank
LYTR.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LYTR.DE Martin Ratio Rank: 7171
Martin Ratio Rank

LEER.DE
LEER.DE Risk / Return Rank: 7171
Overall Rank
LEER.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 6363
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 7070
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.

LYTR.DE vs. LEER.DE - Risk-Adjusted Trends 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 Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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.


LYTR.DELEER.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

3.27

4.17

-0.91

Martin ratioReturn relative to average drawdown

11.51

11.34

+0.17

LYTR.DE vs. LEER.DE - Sharpe Ratio Comparison

The current LYTR.DE Sharpe Ratio is 2.01, which is comparable to the LEER.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of LYTR.DE and LEER.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

LYTR.DE vs. LEER.DE - Drawdown Comparison

The maximum LYTR.DE drawdown since its inception was -67.76%, roughly equal to the maximum LEER.DE drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and LEER.DE.


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Drawdown Indicators


LYTR.DELEER.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.76%

-69.75%

+1.99%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-9.92%

-4.03%

Max Drawdown (3Y)

Largest decline over 3 years

-17.04%

-15.85%

-1.19%

Max Drawdown (5Y)

Largest decline over 5 years

-30.28%

-43.51%

+13.23%

Max Drawdown (10Y)

Largest decline over 10 years

-44.61%

-48.74%

+4.13%

Current Drawdown

Current decline from peak

-13.23%

-3.75%

-9.48%

Average Drawdown

Average peak-to-trough decline

-32.82%

-30.42%

-2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

3.66%

+0.31%

Volatility

LYTR.DE vs. LEER.DE - Volatility Comparison

The current volatility for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) is 4.59%, while Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) has a volatility of 6.03%. This indicates that LYTR.DE experiences smaller price fluctuations and is considered to be less risky than LEER.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYTR.DELEER.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

6.03%

-1.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

17.50%

+3.09%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

21.11%

+1.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

23.13%

-3.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

21.75%

-3.39%

LYTR.DE vs. LEER.DE - Expense Ratio Comparison

LYTR.DE has a 0.30% expense ratio, which is lower than LEER.DE's 0.50% expense ratio.


Dividends

LYTR.DE vs. LEER.DE - Dividend Comparison

Neither LYTR.DE nor LEER.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYTR.DE and LEER.DE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYTR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYTR.DE is cheaper with a 0.30% expense ratio, compared with 0.50% for LEER.DE.

LYTR.DE is categorized as Commodities, while LEER.DE is Emerging Markets Equities. LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted, while LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index. Their fees differ too: 0.30% for LYTR.DE and 0.50% for LEER.DE.

Portfolio Optimizer

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