^BCOM vs. LYQ2.DE
^BCOM (Bloomberg Commodity Index) is an index, while LYQ2.DE (Amundi Euro Government Bond 1-3Y UCITS ETF Acc) is European Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 1-3 Year Bond. Over the past 10 years, ^BCOM returned 3.56%/yr vs 0.39%/yr for LYQ2.DE. At a 0.26 correlation, their price movements are largely independent.
Performance
^BCOM vs. LYQ2.DE - Performance Comparison
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Different Trading Currencies
^BCOM is traded in USD, while LYQ2.DE is traded in EUR. To make them comparable, the LYQ2.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ^BCOM achieves a 15.71% return, which is significantly higher than LYQ2.DE's -2.87% return. Over the past 10 years, ^BCOM has outperformed LYQ2.DE with an annualized return of 3.56%, while LYQ2.DE has yielded a comparatively lower 0.39% annualized return.
^BCOM
- 1D
- -1.00%
- 1M
- -8.47%
- YTD
- 15.71%
- 6M
- 14.14%
- 1Y
- 20.80%
- 3Y*
- 6.48%
- 5Y*
- 6.90%
- 10Y*
- 3.56%
LYQ2.DE
- 1D
- -0.41%
- 1M
- -1.65%
- YTD
- -2.87%
- 6M
- -3.14%
- 1Y
- -0.73%
- 3Y*
- 4.21%
- 5Y*
- -0.33%
- 10Y*
- 0.39%
^BCOM vs. LYQ2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
^BCOM Bloomberg Commodity Index | 15.71% | 11.07% | 0.11% | -12.55% | 13.75% | 27.06% | -3.51% | 5.44% | -12.99% | 0.75% |
LYQ2.DE Amundi Euro Government Bond 1-3Y UCITS ETF Acc | -2.87% | 15.31% | -2.92% | 6.53% | -10.21% | -8.66% | 9.55% | -2.24% | -5.13% | 13.42% |
Correlation
The correlation between ^BCOM and LYQ2.DE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2007 | 0.26 |
The correlation between ^BCOM and LYQ2.DE shifts across timeframes, from -0.06 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
^BCOM vs. LYQ2.DE — Risk / Return Rank
^BCOM
LYQ2.DE
^BCOM vs. LYQ2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bloomberg Commodity Index (^BCOM) and Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.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.
| ^BCOM | LYQ2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.99 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | -0.13 | +1.74 |
| Martin ratioReturn relative to average drawdown | 5.16 | -0.30 | +5.46 |
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Drawdowns
^BCOM vs. LYQ2.DE - Drawdown Comparison
The maximum ^BCOM drawdown since its inception was -75.00%, which is greater than LYQ2.DE's maximum drawdown of -35.77%. Use the drawdown chart below to compare losses from any high point for ^BCOM and LYQ2.DE.
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Drawdown Indicators
| ^BCOM | LYQ2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.00% | -35.77% | -39.23% |
Max Drawdown (1Y)Largest decline over 1 year | -11.33% | -5.59% | -5.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.77% | -8.11% | -5.66% |
Max Drawdown (5Y)Largest decline over 5 years | -31.68% | -23.68% | -8.00% |
Max Drawdown (10Y)Largest decline over 10 years | -35.04% | -28.03% | -7.01% |
Current DrawdownCurrent decline from peak | -46.66% | -17.24% | -29.42% |
Average DrawdownAverage peak-to-trough decline | -33.35% | -15.59% | -17.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.72% | 2.47% | +1.25% |
Volatility
^BCOM vs. LYQ2.DE - Volatility Comparison
Bloomberg Commodity Index (^BCOM) has a higher volatility of 4.12% compared to Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) at 1.63%. This indicates that ^BCOM's price experiences larger fluctuations and is considered to be riskier than LYQ2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ^BCOM | LYQ2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.12% | 1.63% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.51% | 4.93% | +10.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 6.70% | +10.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.55% | 7.84% | +8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.77% | 7.38% | +7.39% |
Frequently Asked Questions
^BCOM and LYQ2.DE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for ^BCOM and LYQ2.DE
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