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LYTR.DE vs. M9SA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYTR.DE vs. M9SA.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 Market Access Rogers International Commodity UCITS ETF (M9SA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with LYTR.DE having a 31.68% return and M9SA.DE slightly higher at 32.08%. Over the past 10 years, LYTR.DE has outperformed M9SA.DE with an annualized return of 9.05%, while M9SA.DE has yielded a comparatively lower 7.64% annualized return.


LYTR.DE

1D
-0.51%
1M
1.45%
YTD
31.68%
6M
37.89%
1Y
63.68%
3Y*
20.31%
5Y*
17.81%
10Y*
9.05%

M9SA.DE

1D
-1.46%
1M
-0.03%
YTD
32.08%
6M
31.52%
1Y
38.16%
3Y*
12.05%
5Y*
13.63%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYTR.DE vs. M9SA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
31.68%17.61%13.31%-15.11%27.05%52.41%-19.51%14.38%-6.19%-11.98%
M9SA.DE
Market Access Rogers International Commodity UCITS ETF
32.08%-4.38%10.96%-8.16%23.00%52.58%-18.26%13.66%-5.52%-10.12%

Correlation

The correlation between LYTR.DE and M9SA.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.83

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

0.86

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

0.86

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2006

0.84

The correlation between LYTR.DE and M9SA.DE has been stable across timeframes, ranging from 0.83 to 0.86 - a consistent structural relationship.

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Return for Risk

LYTR.DE vs. M9SA.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: 8383
Overall Rank
LYTR.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LYTR.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
LYTR.DE Omega Ratio Rank: 8181
Omega Ratio Rank
LYTR.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
LYTR.DE Martin Ratio Rank: 8484
Martin Ratio Rank

M9SA.DE
M9SA.DE Risk / Return Rank: 5757
Overall Rank
M9SA.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
M9SA.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
M9SA.DE Omega Ratio Rank: 5555
Omega Ratio Rank
M9SA.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
M9SA.DE Martin Ratio Rank: 5050
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. M9SA.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 Market Access Rogers International Commodity UCITS ETF (M9SA.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.


LYTR.DEM9SA.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.48

1.33

+0.15

Calmar ratioReturn relative to maximum drawdown

5.47

4.36

+1.11

Martin ratioReturn relative to average drawdown

16.93

8.24

+8.69

LYTR.DE vs. M9SA.DE - Sharpe Ratio Comparison

The current LYTR.DE Sharpe Ratio is 2.83, which is higher than the M9SA.DE Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of LYTR.DE and M9SA.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


LYTR.DEM9SA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

1.77

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.70

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.42

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.07

+0.05

Drawdowns

LYTR.DE vs. M9SA.DE - Drawdown Comparison

The maximum LYTR.DE drawdown since its inception was -67.69%, roughly equal to the maximum M9SA.DE drawdown of -68.53%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and M9SA.DE.


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Drawdown Indicators


LYTR.DEM9SA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-68.53%

+0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-8.98%

-2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-17.04%

-17.75%

+0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-30.29%

-27.06%

-3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

-42.54%

-2.06%

Current Drawdown

Current decline from peak

-3.72%

-5.62%

+1.90%

Average Drawdown

Average peak-to-trough decline

-31.29%

-33.68%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

4.76%

-0.93%

Volatility

LYTR.DE vs. M9SA.DE - Volatility Comparison

The current volatility for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) is 5.20%, while Market Access Rogers International Commodity UCITS ETF (M9SA.DE) has a volatility of 6.09%. This indicates that LYTR.DE experiences smaller price fluctuations and is considered to be less risky than M9SA.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.DEM9SA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

6.09%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

20.33%

19.44%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

22.94%

22.09%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

19.25%

+0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

18.11%

+0.09%

LYTR.DE vs. M9SA.DE - Expense Ratio Comparison

LYTR.DE has a 0.30% expense ratio, which is lower than M9SA.DE's 0.60% expense ratio.


Dividends

LYTR.DE vs. M9SA.DE - Dividend Comparison

Neither LYTR.DE nor M9SA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYTR.DE and M9SA.DE have a correlation of 0.83, 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 0.60% for M9SA.DE.

LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted, while M9SA.DE tracks Rogers International Commodity (RICI). They also come from different issuers: Amundi and China Post Global. Their fees differ too: 0.30% for LYTR.DE and 0.60% for M9SA.DE.

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