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

Performance

LYTR.DE vs. XIEE.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 MSCI Europe UCITS ETF (XIEE.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 XIEE.DE's 10.54% return. Over the past 10 years, LYTR.DE has underperformed XIEE.DE with an annualized return of 7.78%, while XIEE.DE has yielded a comparatively higher 10.51% 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%

XIEE.DE

1D
0.90%
1M
1.88%
YTD
10.54%
6M
11.38%
1Y
22.49%
3Y*
15.28%
5Y*
10.22%
10Y*
10.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYTR.DE vs. XIEE.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%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
10.54%20.33%8.08%15.72%-9.15%24.96%-3.13%27.82%-10.98%10.20%

Correlation

The correlation between LYTR.DE and XIEE.DE is -0.10, 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

-0.10

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

0.06

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

0.12

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

0.22

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2015

0.25

The correlation between LYTR.DE and XIEE.DE shifts across timeframes, from -0.10 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LYTR.DE vs. XIEE.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

XIEE.DE
XIEE.DE Risk / Return Rank: 5555
Overall Rank
XIEE.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
XIEE.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
XIEE.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XIEE.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XIEE.DE Martin Ratio Rank: 5858
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. XIEE.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 MSCI Europe UCITS ETF (XIEE.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.DEXIEE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.35

1.32

+0.04

Calmar ratioReturn relative to maximum drawdown

3.27

2.23

+1.04

Martin ratioReturn relative to average drawdown

11.51

9.12

+2.38

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

The current LYTR.DE Sharpe Ratio is 2.01, which is comparable to the XIEE.DE Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of LYTR.DE and XIEE.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. XIEE.DE - Drawdown Comparison

The maximum LYTR.DE drawdown since its inception was -67.76%, which is greater than XIEE.DE's maximum drawdown of -35.52%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and XIEE.DE.


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Drawdown Indicators


LYTR.DEXIEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.76%

-35.52%

-32.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-10.03%

-3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-17.04%

-16.52%

-0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-30.28%

-19.30%

-10.98%

Max Drawdown (10Y)

Largest decline over 10 years

-44.61%

-35.52%

-9.09%

Current Drawdown

Current decline from peak

-13.23%

0.00%

-13.23%

Average Drawdown

Average peak-to-trough decline

-32.82%

-7.22%

-25.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

2.46%

+1.51%

Volatility

LYTR.DE vs. XIEE.DE - Volatility Comparison

Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a higher volatility of 4.59% compared to Xtrackers MSCI Europe UCITS ETF (XIEE.DE) at 3.14%. This indicates that LYTR.DE's price experiences larger fluctuations and is considered to be riskier than XIEE.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.DEXIEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

3.14%

+1.45%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

11.72%

+8.87%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

13.63%

+9.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

14.29%

+5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

17.38%

+0.98%

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

LYTR.DE has a 0.30% expense ratio, which is higher than XIEE.DE's 0.12% expense ratio.


Dividends

LYTR.DE vs. XIEE.DE - Dividend Comparison

LYTR.DE has not paid dividends to shareholders, while XIEE.DE's dividend yield for the trailing twelve months is around 2.37%.


PositionTTM2025202420232022202120202019201820172016
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%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF
2.37%2.49%3.26%2.85%5.70%1.50%3.74%0.30%3.19%0.92%0.09%

Frequently Asked Questions


LYTR.DE and XIEE.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIEE.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIEE.DE is cheaper with a 0.12% expense ratio, compared with 0.30% for LYTR.DE.

LYTR.DE is categorized as Commodities, while XIEE.DE is Europe Equities. LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted, while XIEE.DE tracks MSCI Europe. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LYTR.DE and 0.12% for XIEE.DE.

Portfolio Optimizer

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