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LYTR.DE vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


LYTR.DEVOO
YTD Return7.90%27.15%
1Y Return4.67%39.90%
3Y Return (Ann)5.78%10.28%
5Y Return (Ann)7.83%16.00%
10Y Return (Ann)1.26%13.43%
Sharpe Ratio0.303.15
Sortino Ratio0.524.19
Omega Ratio1.071.59
Calmar Ratio0.154.60
Martin Ratio0.6621.00
Ulcer Index7.08%1.85%
Daily Std Dev15.42%12.34%
Max Drawdown-67.69%-33.99%
Current Drawdown-22.22%0.00%

Correlation

-0.50.00.51.00.3

The correlation between LYTR.DE and VOO is 0.28, 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. VOO - Performance Comparison

In the year-to-date period, LYTR.DE achieves a 7.90% return, which is significantly lower than VOO's 27.15% return. Over the past 10 years, LYTR.DE has underperformed VOO with an annualized return of 1.26%, while VOO has yielded a comparatively higher 13.43% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-3.87%
15.64%
LYTR.DE
VOO

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LYTR.DE vs. VOO - Expense Ratio Comparison

LYTR.DE has a 0.30% expense ratio, which is higher than VOO's 0.03% expense ratio.


LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
Expense ratio chart for LYTR.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

LYTR.DE vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.DE
Sharpe ratio
The chart of Sharpe ratio for LYTR.DE, currently valued at 0.31, compared to the broader market-2.000.002.004.006.000.31
Sortino ratio
The chart of Sortino ratio for LYTR.DE, currently valued at 0.54, compared to the broader market-2.000.002.004.006.008.0010.0012.000.54
Omega ratio
The chart of Omega ratio for LYTR.DE, currently valued at 1.07, compared to the broader market1.001.502.002.503.001.07
Calmar ratio
The chart of Calmar ratio for LYTR.DE, currently valued at 0.13, compared to the broader market0.005.0010.0015.000.13
Martin ratio
The chart of Martin ratio for LYTR.DE, currently valued at 0.75, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.75
VOO
Sharpe ratio
The chart of Sharpe ratio for VOO, currently valued at 2.86, compared to the broader market-2.000.002.004.006.002.86
Sortino ratio
The chart of Sortino ratio for VOO, currently valued at 3.81, compared to the broader market-2.000.002.004.006.008.0010.0012.003.81
Omega ratio
The chart of Omega ratio for VOO, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for VOO, currently valued at 4.10, compared to the broader market0.005.0010.0015.004.10
Martin ratio
The chart of Martin ratio for VOO, currently valued at 18.71, compared to the broader market0.0020.0040.0060.0080.00100.00120.0018.71

LYTR.DE vs. VOO - Sharpe Ratio Comparison

The current LYTR.DE Sharpe Ratio is 0.30, which is lower than the VOO Sharpe Ratio of 3.15. The chart below compares the historical Sharpe Ratios of LYTR.DE and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.31
2.86
LYTR.DE
VOO

Dividends

LYTR.DE vs. VOO - Dividend Comparison

LYTR.DE has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022202120202019201820172016201520142013
LYTR.DE
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%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

LYTR.DE vs. VOO - Drawdown Comparison

The maximum LYTR.DE drawdown since its inception was -67.69%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and VOO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-31.14%
0
LYTR.DE
VOO

Volatility

LYTR.DE vs. VOO - Volatility Comparison

Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a higher volatility of 4.84% compared to Vanguard S&P 500 ETF (VOO) at 3.95%. This indicates that LYTR.DE's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.84%
3.95%
LYTR.DE
VOO