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^BCOM vs. LYQ2.DE
Performance
Return for Risk
Drawdowns
Volatility

Performance

^BCOM vs. LYQ2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bloomberg Commodity Index (^BCOM) and Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^BCOM vs. LYQ2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^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

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

^BCOM
^BCOM Risk / Return Rank: 3737
Overall Rank
^BCOM Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
^BCOM Sortino Ratio Rank: 3232
Sortino Ratio Rank
^BCOM Omega Ratio Rank: 3737
Omega Ratio Rank
^BCOM Calmar Ratio Rank: 3939
Calmar Ratio Rank
^BCOM Martin Ratio Rank: 4141
Martin Ratio Rank

LYQ2.DE
LYQ2.DE Risk / Return Rank: 2222
Overall Rank
LYQ2.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LYQ2.DE Sortino Ratio Rank: 2222
Sortino Ratio Rank
LYQ2.DE Omega Ratio Rank: 2323
Omega Ratio Rank
LYQ2.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LYQ2.DE Martin Ratio Rank: 2222
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.

^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.


^BCOMLYQ2.DEDifference
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

^BCOM vs. LYQ2.DE - Sharpe Ratio Comparison

The current ^BCOM Sharpe Ratio is 1.04, which is higher than the LYQ2.DE Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of ^BCOM and LYQ2.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.


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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


^BCOMLYQ2.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-46.66%

-17.24%

-29.42%

Average Drawdown

Average peak-to-trough decline

-33.35%

-15.59%

-17.76%

Ulcer Index

Depth 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


^BCOMLYQ2.DEDifference

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.

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