SXRL.DE vs. LYP6.DE
SXRL.DE (iShares USD Treasury Bond 3-7yr UCITS ETF (Acc)) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - SXRL.DE is a Government Bonds fund tracking the ICE US Treasury 3-7 Year, while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 10 years, SXRL.DE returned 1.29%/yr vs 10.91%/yr for LYP6.DE. At a correlation of -0.06, they often move in opposite directions. Both charge a 0.07% expense ratio.
Performance
SXRL.DE vs. LYP6.DE - Performance Comparison
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Different Trading Currencies
SXRL.DE is traded in USD, while LYP6.DE is traded in EUR. To make them comparable, the LYP6.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXRL.DE achieves a 0.07% return, which is significantly lower than LYP6.DE's 6.56% return. Over the past 10 years, SXRL.DE has underperformed LYP6.DE with an annualized return of 1.29%, while LYP6.DE has yielded a comparatively higher 10.91% annualized return.
SXRL.DE
- 1D
- 0.21%
- 1M
- 0.65%
- YTD
- 0.07%
- 6M
- 0.32%
- 1Y
- 3.04%
- 3Y*
- 3.96%
- 5Y*
- 0.55%
- 10Y*
- 1.29%
LYP6.DE
- 1D
- 0.76%
- 1M
- -0.28%
- YTD
- 6.56%
- 6M
- 6.94%
- 1Y
- 19.45%
- 3Y*
- 17.10%
- 5Y*
- 8.94%
- 10Y*
- 10.91%
SXRL.DE vs. LYP6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRL.DE iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) | 0.07% | 7.42% | 1.92% | 4.32% | -9.33% | -2.32% | 6.98% | 6.13% | 1.04% | 1.28% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 6.56% | 36.40% | 2.06% | 19.63% | -15.34% | 14.96% | 7.89% | 25.87% | -15.46% | 27.06% |
Correlation
The correlation between SXRL.DE and LYP6.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2013 | -0.06 |
The correlation between SXRL.DE and LYP6.DE shifts across timeframes, from -0.06 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SXRL.DE vs. LYP6.DE — Risk / Return Rank
SXRL.DE
LYP6.DE
SXRL.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.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.
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.
| SXRL.DE | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.24 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.71 | -0.46 |
| Martin ratioReturn relative to average drawdown | 3.45 | 6.11 | -2.66 |
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Drawdowns
SXRL.DE vs. LYP6.DE - Drawdown Comparison
The maximum SXRL.DE drawdown since its inception was -14.09%, smaller than the maximum LYP6.DE drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for SXRL.DE and LYP6.DE.
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Drawdown Indicators
| SXRL.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -35.72% | +21.63% |
Max Drawdown (1Y)Largest decline over 1 year | -2.43% | -11.34% | +8.91% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -14.96% | +11.32% |
Max Drawdown (5Y)Largest decline over 5 years | -13.50% | -32.18% | +18.68% |
Max Drawdown (10Y)Largest decline over 10 years | -14.09% | -35.72% | +21.63% |
Current DrawdownCurrent decline from peak | -1.21% | -1.58% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -2.79% | -7.44% | +4.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 3.18% | -2.30% |
Volatility
SXRL.DE vs. LYP6.DE - Volatility Comparison
The current volatility for iShares USD Treasury Bond 3-7yr UCITS ETF (Acc) (SXRL.DE) is 0.89%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 3.51%. This indicates that SXRL.DE experiences smaller price fluctuations and is considered to be less risky than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRL.DE | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.89% | 3.51% | -2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 2.19% | 12.55% | -10.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.87% | 14.92% | -12.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.68% | 17.65% | -12.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.84% | 17.47% | -13.63% |
SXRL.DE vs. LYP6.DE - Expense Ratio Comparison
Both SXRL.DE and LYP6.DE have an expense ratio of 0.07%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
SXRL.DE vs. LYP6.DE - Dividend Comparison
Neither SXRL.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRL.DE and LYP6.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.07% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
SXRL.DE and LYP6.DE have the same expense ratio: 0.07% per year.
SXRL.DE is categorized as Government Bonds, while LYP6.DE is Europe Equities. SXRL.DE tracks ICE US Treasury 3-7 Year, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Amundi.
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