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

Performance

VUAA.DE vs. LYP6.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) 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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Returns By Period

In the year-to-date period, VUAA.DE achieves a 11.52% return, which is significantly higher than LYP6.DE's 9.21% return.


VUAA.DE

1D
1.42%
1M
2.00%
YTD
11.52%
6M
12.86%
1Y
26.67%
3Y*
18.58%
5Y*
14.61%
10Y*

LYP6.DE

1D
0.21%
1M
5.12%
YTD
9.21%
6M
11.16%
1Y
19.76%
3Y*
14.03%
5Y*
9.74%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
11.52%4.69%32.69%22.51%-14.29%40.75%5.89%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
9.21%20.82%8.25%15.97%-10.40%24.81%0.01%

Correlation

The correlation between VUAA.DE and LYP6.DE is 0.61, 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

0.61

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

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2020

0.69

The correlation between VUAA.DE and LYP6.DE shifts across timeframes, from 0.56 (3 years) to 0.69 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

VUAA.DE
VUAA.DE Risk / Return Rank: 7979
Overall Rank
VUAA.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 7777
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 8080
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 7878
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 4848
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 4949
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.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.


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

+0.75

Sortino ratioReturn per unit of downside risk

+0.87

Omega ratioGain probability vs. loss probability

1.42

1.28

+0.14

Calmar ratioReturn relative to maximum drawdown

3.79

2.08

+1.71

Martin ratioReturn relative to average drawdown

13.55

8.03

+5.51

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

The current VUAA.DE Sharpe Ratio is 2.26, which is higher than the LYP6.DE Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of VUAA.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.


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Drawdowns

VUAA.DE vs. LYP6.DE - Drawdown Comparison

The maximum VUAA.DE drawdown since its inception was -33.67%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and LYP6.DE.


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Drawdown Indicators


VUAA.DELYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-35.51%

+1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-9.45%

+2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-16.26%

-7.07%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

-20.71%

-2.62%

Max Drawdown (10Y)

Largest decline over 10 years

-35.51%

Current Drawdown

Current decline from peak

-0.35%

-0.03%

-0.32%

Average Drawdown

Average peak-to-trough decline

-4.88%

-5.23%

+0.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

2.44%

-0.48%

Volatility

VUAA.DE vs. LYP6.DE - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 3.33%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 3.76%. This indicates that VUAA.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


VUAA.DELYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

3.76%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

10.85%

-2.93%

Volatility (1Y)

Calculated over the trailing 1-year period

11.76%

13.05%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.15%

14.44%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

15.56%

+2.05%

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

Both VUAA.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

VUAA.DE vs. LYP6.DE - Dividend Comparison

Neither VUAA.DE nor LYP6.DE has paid dividends to shareholders.


PositionTTM202520242023202220212020
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%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
0.00%0.00%0.27%0.00%0.00%0.00%1.09%

Frequently Asked Questions


VUAA.DE and LYP6.DE have a correlation of 0.61, 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.

VUAA.DE and LYP6.DE have the same expense ratio: 0.07% per year.

VUAA.DE is categorized as S&P 500, while LYP6.DE is Europe Equities. VUAA.DE tracks S&P 500 Index, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: Vanguard and Amundi.

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