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ISIN
LU1650489385
Issuer
Amundi
Inception Date
Sep 17, 2020
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Euro Treasury 50bn 10-15 Year Bond Index
Domicile
Luxembourg
Distribution Policy
Accumulating
Asset Class
Bond

Share Price Chart


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Performance

LYQ6.DE Performance Chart

Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) (LYQ6.DE) is up 1.1% since the beginning of the year. LYQ6.DE is currently trading at €203 per share. Investors who bought €1,000 worth of LYQ6.DE shares 5 years ago would now be looking at an investment worth €839.


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S&P 500 Index

Returns By Period

Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) (LYQ6.DE) has returned 1.10% so far this year and 1.04% over the past 12 months.


Amundi Euro Government Bond 10-15Y UCITS ETF (Acc)

1D
-0.23%
1M
1.13%
6M
1.70%
YTD
1.10%
1Y
1.04%
3Y*
3.01%
5Y*
-3.46%
10Y*

Benchmark (S&P 500 Index)

1D
-0.43%
1M
0.48%
6M
11.83%
YTD
12.30%
1Y
22.52%
3Y*
17.03%
5Y*
12.27%
10Y*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQ6.DE Monthly Returns History

Based on dividend-adjusted daily data since Nov 28, 2017, LYQ6.DE's average daily return is 0.00%, while the average monthly return is -0.02%.

Historically, 51% of months were positive and 49% were negative. The best month was Jul 2022 with a return of +5.7%, while the worst month was Aug 2022 at -7.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, LYQ6.DE closed higher 51% of trading days. The best single day was Mar 19, 2020 with a return of +3.2%, while the worst single day was Mar 13, 2020 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.93%2.21%-4.01%0.38%1.61%0.78%-0.67%1.10%
2025-0.27%0.92%-2.93%2.81%0.33%-0.49%-0.20%-0.83%0.83%1.58%-0.09%-1.02%0.53%
2024-1.00%-1.25%1.40%-1.96%-0.41%0.21%3.10%0.06%1.90%-1.51%3.37%-2.59%1.10%
20233.51%-3.04%3.47%-0.28%0.57%0.44%-0.76%0.25%-4.39%0.35%4.76%5.49%10.34%
2022-1.70%-2.76%-3.12%-5.65%-2.63%-2.67%5.69%-7.22%-5.53%0.48%3.66%-6.30%-25.15%
2021-0.63%-2.64%0.55%-1.54%-0.05%0.68%2.48%-0.79%-1.76%-1.18%2.31%-1.71%-4.33%

Benchmark Metrics

Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) has an annualized alpha of 0.23%, beta of 0.03, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since November 28, 2017.

  • This ETF participated in 33.37% of S&P 500 Index downside but only 14.11% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.03 may look defensive, but with R2 of 0.00 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
0.23%
Beta
0.03
0.00
Upside Capture
14.11%
Downside Capture
33.37%

Expense Ratio

LYQ6.DE has an expense ratio of 0.15%, which is considered low.


Return for Risk

Risk / Return Rank

LYQ6.DE ranks 11 for risk / return — in the bottom 11% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


LYQ6.DE Risk / Return Rank: 1111
Overall Rank
LYQ6.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LYQ6.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
LYQ6.DE Omega Ratio Rank: 1010
Omega Ratio Rank
LYQ6.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LYQ6.DE Martin Ratio Rank: 1111
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) (LYQ6.DE) and compare them to S&P 500 Index.

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.


LYQ6.DEBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-2.22

Omega ratioGain probability vs. loss probability

1.03

1.35

-0.32

Calmar ratioReturn relative to maximum drawdown

0.20

3.18

-2.99

Martin ratioReturn relative to average drawdown

0.51

11.76

-11.26

Dividends

Dividend History


Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Euro Government Bond 10-15Y UCITS ETF (Acc). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) was 30.03%, occurring on Oct 3, 2023. The portfolio has not yet recovered.

The current Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) drawdown is 19.17%.


Related event

Drawdown

Fall

Recovery

Underwater

2023 bear market2023
-30.03%Oct 2023
2y 9mo
5y 6moDec 2020 - now
COVID crash2020
-8.51%Mar 2020
14d6mo 7d
6mo 21dMar 2020 - Sep 2020
Rate-hike selloffLate 2018
-4.93%Oct 2018
6mo 16d4mo 19d
11mo 5dApr 2018 - Mar 2019
2020 pullback2020
-4.28%Jan 2020
4mo 11d1mo 20d
6mo 1dSep 2019 - Mar 2020
2018 pullback2018
-3.11%Feb 2018
2mo 3d1mo 14d
3mo 17dDec 2017 - Mar 2018

Drawdown Indicators


LYQ6.DEBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-30.03%

-51.62%

+21.59%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-7.57%

+2.38%

Max Drawdown (3Y)

Largest decline over 3 years

-6.78%

-23.99%

+17.21%

Max Drawdown (5Y)

Largest decline over 5 years

-29.32%

-23.99%

-5.33%

Max Drawdown (10Y)

Largest decline over 10 years

-33.42%

Current Drawdown

Current decline from peak

-19.17%

-0.43%

-18.74%

Average Drawdown

Average peak-to-trough decline

-12.37%

-9.08%

-3.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

2.04%

0.00%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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