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

Performance

M9SA.DE vs. LYTR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Market Access Rogers International Commodity UCITS ETF (M9SA.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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 stocks are quite close, with M9SA.DE having a 32.08% return and LYTR.DE slightly lower at 31.68%. Over the past 10 years, M9SA.DE has underperformed LYTR.DE with an annualized return of 7.64%, while LYTR.DE has yielded a comparatively higher 9.05% annualized return.


M9SA.DE

1D
-1.46%
1M
-3.15%
YTD
32.08%
6M
32.39%
1Y
39.29%
3Y*
12.05%
5Y*
13.63%
10Y*
7.64%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
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%
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%

Correlation

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

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Return for Risk

M9SA.DE vs. LYTR.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

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
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.

M9SA.DE vs. LYTR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Market Access Rogers International Commodity UCITS ETF (M9SA.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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.


M9SA.DELYTR.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

1.33

1.48

-0.15

Calmar ratioReturn relative to maximum drawdown

4.36

5.47

-1.11

Martin ratioReturn relative to average drawdown

8.24

16.93

-8.69

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

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


M9SA.DELYTR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.83

-1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.91

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.49

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.12

-0.05

Drawdowns

M9SA.DE vs. LYTR.DE - Drawdown Comparison

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


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Drawdown Indicators


M9SA.DELYTR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-68.53%

-67.69%

-0.84%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-11.84%

+2.86%

Max Drawdown (3Y)

Largest decline over 3 years

-17.75%

-17.04%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-27.06%

-30.29%

+3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-42.54%

-44.60%

+2.06%

Current Drawdown

Current decline from peak

-5.62%

-3.72%

-1.90%

Average Drawdown

Average peak-to-trough decline

-33.68%

-31.29%

-2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.76%

3.83%

+0.93%

Volatility

M9SA.DE vs. LYTR.DE - Volatility Comparison

Market Access Rogers International Commodity UCITS ETF (M9SA.DE) has a higher volatility of 6.09% compared to Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) at 5.20%. This indicates that M9SA.DE's price experiences larger fluctuations and is considered to be riskier than LYTR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


M9SA.DELYTR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

5.20%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

19.44%

20.33%

-0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

22.09%

22.94%

-0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.25%

19.40%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

18.20%

-0.09%

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

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


Dividends

M9SA.DE vs. LYTR.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


M9SA.DE and LYTR.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.

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

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