LYTR.DE vs. QDVE.DE
Compare and contrast key facts about Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) and iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE).
LYTR.DE and QDVE.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. QDVE.DE is a passively managed fund by iShares that tracks the performance of the MSCI World/Information Tech NR USD. It was launched on Nov 20, 2015. Both LYTR.DE and QDVE.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 QDVE.DE.
Key characteristics
LYTR.DE | QDVE.DE | |
---|---|---|
YTD Return | 7.90% | 40.91% |
1Y Return | 4.67% | 48.20% |
3Y Return (Ann) | 5.78% | 19.76% |
5Y Return (Ann) | 7.83% | 26.29% |
Sharpe Ratio | 0.30 | 2.23 |
Sortino Ratio | 0.52 | 2.88 |
Omega Ratio | 1.07 | 1.39 |
Calmar Ratio | 0.15 | 2.95 |
Martin Ratio | 0.66 | 9.44 |
Ulcer Index | 7.08% | 4.90% |
Daily Std Dev | 15.42% | 20.59% |
Max Drawdown | -67.69% | -31.45% |
Current Drawdown | -22.22% | 0.00% |
Correlation
The correlation between LYTR.DE and QDVE.DE is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LYTR.DE vs. QDVE.DE - Performance Comparison
In the year-to-date period, LYTR.DE achieves a 7.90% return, which is significantly lower than QDVE.DE's 40.91% 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. QDVE.DE - Expense Ratio Comparison
LYTR.DE has a 0.30% expense ratio, which is higher than QDVE.DE's 0.15% expense ratio.
Risk-Adjusted Performance
LYTR.DE vs. QDVE.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 iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.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. QDVE.DE - Dividend Comparison
Neither LYTR.DE nor QDVE.DE has paid dividends to shareholders.
Drawdowns
LYTR.DE vs. QDVE.DE - Drawdown Comparison
The maximum LYTR.DE drawdown since its inception was -67.69%, which is greater than QDVE.DE's maximum drawdown of -31.45%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and QDVE.DE. For additional features, visit the drawdowns tool.
Volatility
LYTR.DE vs. QDVE.DE - Volatility Comparison
The current volatility for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) is 4.84%, while iShares S&P 500 Information Technology Sector UCITS ETF (QDVE.DE) has a volatility of 5.49%. This indicates that LYTR.DE experiences smaller price fluctuations and is considered to be less risky than QDVE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.