SXRW.DE vs. LYP6.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while LYP6.DE tracks the STOXX® Europe 600. Both are passively managed. Over the past 10 years, SXRW.DE returned 8.92%/yr vs 10.02%/yr for LYP6.DE. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 0.07% expense ratio.
Performance
SXRW.DE vs. LYP6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 8.05% return, which is significantly lower than LYP6.DE's 8.98% return. Over the past 10 years, SXRW.DE has underperformed LYP6.DE with an annualized return of 8.92%, while LYP6.DE has yielded a comparatively higher 10.02% annualized return.
SXRW.DE
- 1D
- 1.62%
- 1M
- 1.39%
- YTD
- 8.05%
- 6M
- 11.78%
- 1Y
- 20.42%
- 3Y*
- 14.95%
- 5Y*
- 11.64%
- 10Y*
- 8.92%
LYP6.DE
- 1D
- 1.90%
- 1M
- 2.96%
- YTD
- 8.98%
- 6M
- 11.60%
- 1Y
- 19.51%
- 3Y*
- 14.24%
- 5Y*
- 9.81%
- 10Y*
- 10.02%
SXRW.DE vs. LYP6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 8.05% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 8.98% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | -1.72% | 28.59% | -11.28% | 11.31% |
Correlation
The correlation between SXRW.DE and LYP6.DE is 0.81, 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2013 | 0.84 |
The correlation between SXRW.DE and LYP6.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. LYP6.DE — Risk / Return Rank
SXRW.DE
LYP6.DE
SXRW.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
| SXRW.DE | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.26 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 1.94 | +0.60 |
| Martin ratioReturn relative to average drawdown | 9.30 | 7.50 | +1.81 |
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Drawdowns
SXRW.DE vs. LYP6.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, which is greater than LYP6.DE's maximum drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and LYP6.DE.
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Drawdown Indicators
| SXRW.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -35.51% | -4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -9.45% | +1.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -16.26% | -0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -20.71% | +3.85% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -35.51% | -4.80% |
Current DrawdownCurrent decline from peak | -1.33% | -0.24% | -1.09% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -5.23% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.45% | -0.29% |
Volatility
SXRW.DE vs. LYP6.DE - Volatility Comparison
iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) have volatilities of 4.45% and 4.31%, 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.
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Volatility by Period
| SXRW.DE | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.45% | 4.31% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.23% | 10.85% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.22% | 13.06% | -0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.13% | 14.43% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 15.56% | +1.34% |
SXRW.DE vs. LYP6.DE - Expense Ratio Comparison
Both SXRW.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
SXRW.DE vs. LYP6.DE - Dividend Comparison
Neither SXRW.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and LYP6.DE have a correlation of 0.81, 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.
SXRW.DE and LYP6.DE have the same expense ratio: 0.07% per year.
SXRW.DE tracks FTSE 100, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: iShares and Amundi.
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