PortfoliosLab logoPortfoliosLab logo
MWON.DE vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWON.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MWON.DE achieves a 12.91% return, which is significantly higher than LYP6.DE's 7.48% return.


MWON.DE

1D
0.91%
1M
2.20%
YTD
12.91%
6M
12.88%
1Y
23.39%
3Y*
10.44%
5Y*
10Y*

LYP6.DE

1D
0.57%
1M
0.92%
YTD
7.48%
6M
10.12%
1Y
16.32%
3Y*
13.98%
5Y*
9.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MWON.DE vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023
MWON.DE
Amundi S&P SmallCap 600 ESG UCITS ETF Dist
12.91%-7.43%13.55%11.44%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.48%20.82%8.25%9.24%

Correlation

The correlation between MWON.DE and LYP6.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.62

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

0.58

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2023

0.59

The correlation between MWON.DE and LYP6.DE has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

MWON.DE vs. LYP6.DE — Risk / Return Rank

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

MWON.DE
MWON.DE Risk / Return Rank: 4545
Overall Rank
MWON.DE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
MWON.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
MWON.DE Omega Ratio Rank: 3838
Omega Ratio Rank
MWON.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
MWON.DE Martin Ratio Rank: 5050
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 3838
Overall Rank
LYP6.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 4242
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.

MWON.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.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.


MWON.DELYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.25

1.24

0.00

Calmar ratioReturn relative to maximum drawdown

2.67

1.74

+0.92

Martin ratioReturn relative to average drawdown

8.28

6.63

+1.64

MWON.DE vs. LYP6.DE - Sharpe Ratio Comparison

The current MWON.DE Sharpe Ratio is 1.38, which is comparable to the LYP6.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of MWON.DE and LYP6.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.


Loading charts...

Sharpe Ratios by Period


MWON.DELYP6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.28

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.56

-0.12

Drawdowns

MWON.DE vs. LYP6.DE - Drawdown Comparison

The maximum MWON.DE drawdown since its inception was -32.42%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for MWON.DE and LYP6.DE.


Loading charts...

Drawdown Indicators


MWON.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-32.42%

-35.51%

+3.09%

Max Drawdown (1Y)

Largest decline over 1 year

-8.71%

-9.45%

+0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-32.42%

-16.26%

-16.16%

Max Drawdown (5Y)

Largest decline over 5 years

-20.71%

Current Drawdown

Current decline from peak

-4.82%

-1.62%

-3.20%

Average Drawdown

Average peak-to-trough decline

-9.99%

-4.84%

-5.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

2.49%

+0.32%

Volatility

MWON.DE vs. LYP6.DE - Volatility Comparison

Amundi S&P SmallCap 600 ESG UCITS ETF Dist (MWON.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) have volatilities of 4.21% and 4.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MWON.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.21%

4.35%

-0.14%

Volatility (6M)

Calculated over the trailing 6-month period

11.41%

10.65%

+0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

12.90%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

14.41%

+5.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

15.86%

+3.75%

MWON.DE vs. LYP6.DE - Expense Ratio Comparison

MWON.DE has a 0.35% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.


Dividends

MWON.DE vs. LYP6.DE - Dividend Comparison

MWON.DE's dividend yield for the trailing twelve months is around 0.78%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
0.00%0.00%0.00%
MWON.DE
Amundi S&P SmallCap 600 ESG UCITS ETF Dist
0.78%1.11%0.80%

Frequently Asked Questions


MWON.DE and LYP6.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for MWON.DE.

MWON.DE is categorized as Small Cap Blend Equities, while LYP6.DE is Europe Equities. MWON.DE tracks S&P SmallCap 600 ESG+, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.35% for MWON.DE and 0.07% for LYP6.DE.

Portfolio Optimizer

Find the right allocation for MWON.DE and LYP6.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer