PortfoliosLab logoPortfoliosLab logo
XAAG.DE vs. LYTR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAAG.DE vs. LYTR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XAAG.DE achieves a 27.69% return, which is significantly lower than LYTR.DE's 31.68% return.


XAAG.DE

1D
-0.56%
1M
2.26%
YTD
27.69%
6M
27.75%
1Y
46.69%
3Y*
17.71%
5Y*
14.95%
10Y*

LYTR.DE

1D
-0.51%
1M
1.45%
YTD
31.68%
6M
37.89%
1Y
63.68%
3Y*
20.31%
5Y*
17.81%
10Y*
9.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAAG.DE vs. LYTR.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAAG.DE
Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc
27.69%12.13%14.84%-14.76%23.35%39.76%-19.46%12.99%-5.11%4.28%
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
31.68%17.61%13.31%-15.11%27.05%52.41%-19.51%14.38%-6.19%-0.13%

Correlation

The correlation between XAAG.DE and LYTR.DE is 0.94, 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

0.94

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

0.94

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

0.91

Correlation (All Time)
Calculated using the full available price history since May 31, 2017

0.88

The correlation between XAAG.DE and LYTR.DE has been stable across timeframes, ranging from 0.88 to 0.94 - 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

XAAG.DE vs. LYTR.DE — Risk / Return Rank

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

XAAG.DE
XAAG.DE Risk / Return Rank: 6565
Overall Rank
XAAG.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XAAG.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
XAAG.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XAAG.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
XAAG.DE Martin Ratio Rank: 5656
Martin Ratio Rank

LYTR.DE
LYTR.DE Risk / Return Rank: 8383
Overall Rank
LYTR.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LYTR.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
LYTR.DE Omega Ratio Rank: 8181
Omega Ratio Rank
LYTR.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
LYTR.DE Martin Ratio Rank: 8484
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.

XAAG.DE vs. LYTR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.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.


XAAG.DELYTR.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.66

Sortino ratioReturn per unit of downside risk

-0.70

Omega ratioGain probability vs. loss probability

1.39

1.48

-0.09

Calmar ratioReturn relative to maximum drawdown

4.08

5.47

-1.39

Martin ratioReturn relative to average drawdown

9.65

16.93

-7.27

XAAG.DE vs. LYTR.DE - Sharpe Ratio Comparison

The current XAAG.DE Sharpe Ratio is 2.17, which is comparable to the LYTR.DE Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of XAAG.DE and LYTR.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


XAAG.DELYTR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

2.83

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.91

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.12

+0.37

Drawdowns

XAAG.DE vs. LYTR.DE - Drawdown Comparison

The maximum XAAG.DE drawdown since its inception was -33.85%, smaller than the maximum LYTR.DE drawdown of -67.69%. Use the drawdown chart below to compare losses from any high point for XAAG.DE and LYTR.DE.


Loading charts...

Drawdown Indicators


XAAG.DELYTR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-67.69%

+33.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-11.84%

+0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-17.04%

+0.78%

Max Drawdown (5Y)

Largest decline over 5 years

-33.85%

-30.29%

-3.56%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

Current Drawdown

Current decline from peak

-2.54%

-3.72%

+1.18%

Average Drawdown

Average peak-to-trough decline

-13.88%

-31.29%

+17.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

3.83%

+1.06%

Volatility

XAAG.DE vs. LYTR.DE - Volatility Comparison

The current volatility for Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) is 4.71%, while Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) has a volatility of 5.20%. This indicates that XAAG.DE experiences smaller price fluctuations and is considered to be less risky than LYTR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XAAG.DELYTR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

5.20%

-0.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.81%

20.33%

-1.52%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

22.94%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

19.40%

+0.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

18.20%

+0.20%

XAAG.DE vs. LYTR.DE - Expense Ratio Comparison

XAAG.DE has a 0.19% expense ratio, which is lower than LYTR.DE's 0.30% expense ratio.


Dividends

XAAG.DE vs. LYTR.DE - Dividend Comparison

Neither XAAG.DE nor LYTR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, XAAG.DE and LYTR.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XAAG.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAAG.DE is cheaper with a 0.19% expense ratio, compared with 0.30% for LYTR.DE.

XAAG.DE tracks Bloomberg Commodity ex-Agriculture and Livestock, while LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.19% for XAAG.DE and 0.30% for LYTR.DE.

Portfolio Optimizer

Find the right allocation for XAAG.DE and LYTR.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