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VGK vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGK vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard FTSE Europe ETF (VGK) and Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VGK 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, VGK achieves a 7.69% return, which is significantly higher than LYP6.DE's 7.30% return. Both investments have delivered pretty close results over the past 10 years, with VGK having a 10.28% annualized return and LYP6.DE not far ahead at 10.37%.


VGK

1D
0.18%
1M
2.46%
YTD
7.69%
6M
9.92%
1Y
19.73%
3Y*
16.69%
5Y*
8.50%
10Y*
10.28%

LYP6.DE

1D
1.79%
1M
2.05%
YTD
7.30%
6M
9.95%
1Y
19.68%
3Y*
16.91%
5Y*
8.81%
10Y*
10.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGK vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VGK
Vanguard FTSE Europe ETF
7.69%35.83%1.88%20.19%-15.98%16.89%5.43%24.85%-14.89%26.98%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.30%36.40%2.06%19.63%-15.34%14.96%7.89%25.87%-15.46%27.06%

Correlation

The correlation between VGK 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

0.83

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

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 3, 2013

0.76

The correlation between VGK and LYP6.DE has been stable across timeframes, ranging from 0.76 to 0.83 - a consistent structural relationship.

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Return for Risk

VGK vs. LYP6.DE — Risk / Return Rank

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

VGK
VGK Risk / Return Rank: 3636
Overall Rank
VGK Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
VGK Sortino Ratio Rank: 3636
Sortino Ratio Rank
VGK Omega Ratio Rank: 3434
Omega Ratio Rank
VGK Calmar Ratio Rank: 3434
Calmar Ratio Rank
VGK Martin Ratio Rank: 3939
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 4747
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 4747
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5050
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) 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.


VGKLYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.20

1.22

-0.02

Calmar ratioReturn relative to maximum drawdown

1.49

1.61

-0.12

Martin ratioReturn relative to average drawdown

5.52

5.74

-0.22

VGK vs. LYP6.DE - Sharpe Ratio Comparison

The current VGK Sharpe Ratio is 1.13, which is comparable to the LYP6.DE Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of VGK 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.


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Drawdowns

VGK vs. LYP6.DE - Drawdown Comparison

The maximum VGK drawdown since its inception was -63.61%, which is greater than LYP6.DE's maximum drawdown of -35.72%. Use the drawdown chart below to compare losses from any high point for VGK and LYP6.DE.


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Drawdown Indicators


VGKLYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-63.61%

-35.72%

-27.89%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-11.34%

-0.75%

Max Drawdown (3Y)

Largest decline over 3 years

-14.31%

-14.96%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

-32.18%

-0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-37.24%

-35.72%

-1.52%

Current Drawdown

Current decline from peak

-0.50%

-0.90%

+0.40%

Average Drawdown

Average peak-to-trough decline

-13.33%

-7.46%

-5.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.18%

+0.09%

Volatility

VGK vs. LYP6.DE - Volatility Comparison

Vanguard FTSE Europe ETF (VGK) has a higher volatility of 5.82% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 5.05%. This indicates that VGK's price experiences larger fluctuations and is considered to be riskier 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


VGKLYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

5.05%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

12.57%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.92%

15.05%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.98%

17.68%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.95%

17.80%

+1.15%

VGK vs. LYP6.DE - Expense Ratio Comparison

VGK has a 0.06% expense ratio, which is lower than LYP6.DE's 0.07% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VGK vs. LYP6.DE - Dividend Comparison

VGK's dividend yield for the trailing twelve months is around 2.76%, while LYP6.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYP6.DE
Amundi Core STOXX Europe 600 (DR) 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%0.00%
VGK
Vanguard FTSE Europe ETF
2.76%2.86%3.61%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%

Frequently Asked Questions


VGK 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.

On fees, VGK is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGK is cheaper with a 0.06% expense ratio, compared with 0.07% for LYP6.DE.

VGK tracks FTSE Developed Europe All Cap Index, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: Vanguard and Amundi. Their fees differ too: 0.06% for VGK and 0.07% for LYP6.DE.

Portfolio Optimizer

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