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

Performance

LYTR.DE vs. XCMC.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 Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
25.32%17.61%13.31%-15.11%27.05%2.02%
XCMC.DE
Xtrackers Bloomberg Commodity Swap UCITS ETF 1C
23.76%-2.66%11.92%-9.34%24.84%-11.32%

Returns By Period

In the year-to-date period, LYTR.DE achieves a 25.32% return, which is significantly higher than XCMC.DE's 23.76% return.


LYTR.DE

1D
-1.35%
1M
10.49%
YTD
25.32%
6M
43.72%
1Y
42.56%
3Y*
16.55%
5Y*
18.74%
10Y*
9.93%

XCMC.DE

1D
-2.10%
1M
3.94%
YTD
23.76%
6M
22.90%
1Y
14.09%
3Y*
8.90%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LYTR.DE has a 0.30% expense ratio, which is higher than XCMC.DE's 0.19% expense ratio.


Return for Risk

LYTR.DE vs. XCMC.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: 8686
Overall Rank
LYTR.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
LYTR.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
LYTR.DE Omega Ratio Rank: 8282
Omega Ratio Rank
LYTR.DE Calmar Ratio Rank: 9393
Calmar Ratio Rank
LYTR.DE Martin Ratio Rank: 8484
Martin Ratio Rank

XCMC.DE
XCMC.DE Risk / Return Rank: 4444
Overall Rank
XCMC.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XCMC.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
XCMC.DE Omega Ratio Rank: 4040
Omega Ratio Rank
XCMC.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
XCMC.DE Martin Ratio Rank: 3838
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. XCMC.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 Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.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.DEXCMC.DEDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.80

+1.04

Sortino ratio

Return per unit of downside risk

2.34

1.15

+1.19

Omega ratio

Gain probability vs. loss probability

1.33

1.17

+0.16

Calmar ratio

Return relative to maximum drawdown

3.70

1.86

+1.84

Martin ratio

Return relative to average drawdown

10.44

3.86

+6.58

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

The current LYTR.DE Sharpe Ratio is 1.84, which is higher than the XCMC.DE Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of LYTR.DE and XCMC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LYTR.DEXCMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.80

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.41

-0.30

Correlation

The correlation between LYTR.DE and XCMC.DE is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LYTR.DE vs. XCMC.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

LYTR.DE vs. XCMC.DE - Drawdown Comparison

The maximum LYTR.DE drawdown since its inception was -67.69%, which is greater than XCMC.DE's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and XCMC.DE.


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Drawdown Indicators


LYTR.DEXCMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-22.91%

-44.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.43%

-11.15%

-2.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.29%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

Current Drawdown

Current decline from peak

-1.35%

-3.58%

+2.23%

Average Drawdown

Average peak-to-trough decline

-31.54%

-13.09%

-18.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.77%

+0.43%

Volatility

LYTR.DE vs. XCMC.DE - Volatility Comparison

Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a higher volatility of 8.86% compared to Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) at 6.26%. This indicates that LYTR.DE's price experiences larger fluctuations and is considered to be riskier than XCMC.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.DEXCMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.86%

6.26%

+2.60%

Volatility (6M)

Calculated over the trailing 6-month period

18.92%

14.51%

+4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

23.03%

17.55%

+5.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

17.34%

+1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

17.34%

+0.73%