Amundi Stoxx Europe 600 UCITS ETF C EUR

10-Year Study

LYP6.XETRA · · DE · ETF

Executive Summary: Amundi Stoxx Europe 600 UCITS ETF C EUR has compounded at 8.5% annually over the last 10 years, with a maximum drawdown of 23.3% and an annualized volatility of 15.5%.

1Y CAGR
+15.4%
3Y CAGR
+14.1%
5Y CAGR
+9.7%
10Y CAGR
+8.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.36
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.51
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +28.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -11.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
67%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.33.7-7.55.8————————4.8%
20256.83.5-3.9-0.65.1-1.31.01.01.52.61.02.920.8%
20241.11.94.2-1.13.6-1.21.51.4-0.2-3.41.1-0.78.2%
20236.51.6-0.12.6-2.52.42.1-2.5-1.6-3.86.74.216.0%
2022-4.0-3.41.1-0.7-0.8-8.37.9-5.0-6.76.37.2-3.0-10.4%
2021-1.62.66.62.12.91.62.02.3-3.34.7-2.55.724.8%
2020-1.9-8.4-14.66.93.23.2-0.83.0-1.4-5.114.03.2-1.7%
20196.64.22.24.0-4.94.40.4-1.23.61.12.82.828.6%
20181.3-3.8-1.94.30.2-0.53.3-2.30.4-5.7-0.9-5.7-11.3%
2017—————————1.8-1.30.61.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.5%. The dominant macroeconomic risk driver is VEA.US, accounting for 73.2% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2017-09-0110000
2017-10-0110179.628632938644
2017-11-0110043.057050592035
2017-12-0110100.91496232508
2018-01-0110236.813778256192
2018-02-019849.30032292788
2018-03-019662.27125941873
2018-04-0110080.731969860066
2018-05-0110104.951560818085
2018-06-0110051.803013993542
2018-07-0110379.440258342305
2018-08-0110142.626480086114
2018-09-0110180.301399354146
2018-10-019596.340150699678
2018-11-019507.534983853606
2018-12-018961.248654467168
2019-01-019554.628632938646
2019-02-019952.906350914964
2019-03-0110176.264800861141
2019-04-0110582.615715823467
2019-05-0110063.240043057054
2019-06-0110504.574811625405
2019-07-0110542.249730893434
2019-08-0110413.078579117331
2019-09-0110785.79117330463
2019-10-0110909.580193756728
2019-11-0111212.325080731971
2019-12-0111523.14316469322
2020-01-0111309.20344456405
2020-02-0110356.566200215288
2020-03-018842.841765339075
2020-04-019449.677072120561
2020-05-019749.7308934338
2020-06-0110059.20344456405
2020-07-019975.780409041981
2020-08-0110278.525296017224
2020-09-0110134.553283100107
2020-10-019620.559741657697
2020-11-0110971.47470398278
2020-12-0111325.34983853606
2021-01-0111139.666307857913
2021-02-0111426.264800861143
2021-03-0112179.763186221744
2021-04-0112434.068891280947
2021-05-0112791.980624327234
2021-06-0112997.847147470398
2021-07-0113253.498385360605
2021-08-0113556.243272335847
2021-09-0113102.798708288483
2021-10-0113714.343379978473
2021-11-0113375.941872981703
2021-12-0114134.822389666308
2022-01-0113576.426264800863
2022-02-0113117.599569429494
2022-03-0113261.571582346613
2022-04-0113168.729817007536
2022-05-0113057.050592034448
2022-06-0111979.278794402584
2022-07-0112929.224973089345
2022-08-0112288.751345532832
2022-09-0111465.285252960173
2022-10-0112185.14531754575
2022-11-0113058.396124865449
2022-12-0112664.155005382134
2023-01-0113485.602798708289
2023-02-0113700.888051668462
2023-03-0113690.796555435953
2023-04-0114040.635091496235
2023-05-0113694.160387513457
2023-06-0114017.088266953715
2023-07-0114313.105489773952
2023-08-0113949.811625403661
2023-09-0113731.162540365987
2023-10-0113203.713670613564
2023-11-0114091.092572658774
2023-12-0114686.490850376753
2024-01-0114851.318622174384
2024-02-0115137.244348762111
2024-03-0115773.00861141012
2024-04-0115594.725511302478
2024-05-0116149.75780409042
2024-06-0115961.38320775027
2024-07-0116203.579117330464
2024-08-0116428.955866523145
2024-09-0116395.317545748116
2024-10-0115836.92142088267
2024-11-0116015.204520990314
2024-12-0115897.47039827772
2025-01-0116973.89666307858
2025-02-0117569.294940796557
2025-03-0116886.43702906351
2025-04-0116792.249730893436
2025-05-0117650.026910656623
2025-06-0117417.922497308937
2025-07-0117586.11410118407
2025-08-0117757.669537136706
2025-09-0118016.684607104417
2025-10-0118490.984930032297
2025-11-0118669.268030139938
2025-12-0119207.481162540367
2026-01-0119843.245425188376
2026-02-0120573.196986006464
2026-03-0119022.47039827772
2026-04-0120132.534983853606
Annual Return Matrix
YearAnnual Return
2018-0.11282802717463702
20190.2858858858858859
2020-0.017164876226062553
20210.2480693833907568
2022-0.10404569252736784
20230.1596897577560561
20240.08245533669262484
20250.2082099026661024
20260.04816112084063051
Total Factor Risk
0.15456249933459765
VTI.US Exposure
-0.0947889665308251
VEA.US Exposure
0.7316954946757959
VWO.US Exposure
-0.02629762390329175
QQQ.US Exposure
-0.031542871826818135
VTV.US Exposure
-0.0014073348646120051
IJR.US Exposure
0.005177576530179283
QUAL.US Exposure
0.1258613950211954
SHV.US Exposure
0.2344430487176541
TLT.US Exposure
0.007585519412160122
LQD.US Exposure
-0.02029062461398194
HYG.US Exposure
0.020418379844181836
GLD.US Exposure
-0.014987651320766798
USO.US Exposure
0.004049382541071542
VNQ.US Exposure
0.0009748968237676467
BTC-USD.CC Exposure
-0.0009369699710338767
CPER.US Exposure
0.02768486898437815
VIX.INDX Exposure
0.002548153639472533
UUP.US Exposure
-0.008665007621120276
TIP.US Exposure
0.007173237093780991
Idiosyncratic Exposure
0.03130509736881243
Value Score
44.2
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →14.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$56.8B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amundi Stoxx Europe 600 UCITS ETF C EUR a high-risk investment?

Amundi Stoxx Europe 600 UCITS ETF C EUR (LYP6.XETRA) has an annualized volatility of 15.5% and experienced a maximum drawdown of 23.3% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of LYP6.XETRA?

Over the past 10 years, LYP6.XETRA has generated a Compound Annual Growth Rate (CAGR) of 8.5%. It has had a positive return in 67% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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