XCO2.DE vs. LYP6.DE
XCO2.DE (Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc) and LYP6.DE (Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc) are both exchange-traded funds - XCO2.DE is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD, while LYP6.DE is a Europe Equities fund tracking the STOXX® Europe 600. Both are passively managed. Over the past 5 years, XCO2.DE returned -0.67%/yr vs 9.75%/yr for LYP6.DE. At a 0.12 correlation, their price movements are largely independent. XCO2.DE charges 0.15%/yr vs 0.07%/yr for LYP6.DE.
Performance
XCO2.DE vs. LYP6.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XCO2.DE achieves a 0.67% return, which is significantly lower than LYP6.DE's 7.48% return.
XCO2.DE
- 1D
- 0.16%
- 1M
- 0.43%
- YTD
- 0.67%
- 6M
- 0.74%
- 1Y
- 1.74%
- 3Y*
- 3.31%
- 5Y*
- -0.67%
- 10Y*
- —
LYP6.DE
- 1D
- 0.57%
- 1M
- 0.92%
- YTD
- 7.48%
- 6M
- 10.12%
- 1Y
- 16.32%
- 3Y*
- 13.98%
- 5Y*
- 9.75%
- 10Y*
- —
XCO2.DE vs. LYP6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XCO2.DE Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc | 0.67% | 1.13% | 4.41% | 5.82% | -15.31% | -2.31% | 3.85% | -2.24% |
LYP6.DE Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc | 7.48% | 20.82% | 8.25% | 15.97% | -10.40% | 24.81% | -1.72% | 8.17% |
Correlation
The correlation between XCO2.DE and LYP6.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019 | 0.12 |
Over the past year, XCO2.DE and LYP6.DE have become more correlated (0.48) than their long-term average of 0.12, meaning their price movements have been converging.
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
XCO2.DE vs. LYP6.DE — Risk / Return Rank
XCO2.DE
LYP6.DE
XCO2.DE vs. LYP6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.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.
| XCO2.DE | LYP6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.24 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.74 | -1.04 |
| Martin ratioReturn relative to average drawdown | 2.22 | 6.63 | -4.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XCO2.DE | LYP6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.28 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.67 | -0.80 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.56 | -0.72 |
Drawdowns
XCO2.DE vs. LYP6.DE - Drawdown Comparison
The maximum XCO2.DE drawdown since its inception was -17.90%, smaller than the maximum LYP6.DE drawdown of -35.51%. Use the drawdown chart below to compare losses from any high point for XCO2.DE and LYP6.DE.
Loading charts...
Drawdown Indicators
| XCO2.DE | LYP6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.90% | -35.51% | +17.61% |
Max Drawdown (1Y)Largest decline over 1 year | -2.36% | -9.45% | +7.09% |
Max Drawdown (3Y)Largest decline over 3 years | -2.45% | -16.26% | +13.81% |
Max Drawdown (5Y)Largest decline over 5 years | -17.26% | -20.71% | +3.45% |
Current DrawdownCurrent decline from peak | -7.63% | -1.62% | -6.01% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -4.84% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 2.49% | -1.74% |
Volatility
XCO2.DE vs. LYP6.DE - Volatility Comparison
The current volatility for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) is 0.81%, while Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) has a volatility of 4.35%. This indicates that XCO2.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.
Loading charts...
Volatility by Period
| XCO2.DE | LYP6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 4.35% | -3.54% |
Volatility (6M)Calculated over the trailing 6-month period | 2.01% | 10.65% | -8.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.55% | 12.90% | -10.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 14.41% | -9.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 15.86% | -10.61% |
XCO2.DE vs. LYP6.DE - Expense Ratio Comparison
XCO2.DE has a 0.15% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XCO2.DE vs. LYP6.DE - Dividend Comparison
Neither XCO2.DE nor LYP6.DE has paid dividends to shareholders.
Frequently Asked Questions
XCO2.DE and LYP6.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.15% for XCO2.DE.
XCO2.DE is categorized as Global Corporate Bonds, while LYP6.DE is Europe Equities. XCO2.DE tracks Bloomberg Gbl Agg Corp TR USD, while LYP6.DE tracks STOXX® Europe 600. Their fees differ too: 0.15% for XCO2.DE and 0.07% for LYP6.DE.
Find the right allocation for XCO2.DE and LYP6.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