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AUM5.DE vs. LYS4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AUM5.DE vs. LYS4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 UCITS ETF EUR (AUM5.DE) and Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AUM5.DE achieves a 10.86% return, which is significantly higher than LYS4.DE's 0.42% return. Over the past 10 years, AUM5.DE has outperformed LYS4.DE with an annualized return of 15.29%, while LYS4.DE has yielded a comparatively lower -0.18% annualized return.


AUM5.DE

1D
-0.93%
1M
0.26%
YTD
10.86%
6M
11.03%
1Y
24.90%
3Y*
19.00%
5Y*
14.02%
10Y*
15.29%

LYS4.DE

1D
0.02%
1M
0.31%
YTD
0.42%
6M
0.50%
1Y
0.99%
3Y*
2.47%
5Y*
0.36%
10Y*
-0.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AUM5.DE vs. LYS4.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AUM5.DE
Amundi S&P 500 UCITS ETF EUR
10.86%4.80%32.40%22.65%-14.14%40.97%7.09%34.94%-1.01%6.83%
LYS4.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc
0.42%1.96%2.50%2.85%-5.26%-0.99%-0.68%-0.79%-0.48%-1.00%

Correlation

The correlation between AUM5.DE and LYS4.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (10Y)
Calculated over the trailing 10-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2011

-0.03

The correlation between AUM5.DE and LYS4.DE shifts across timeframes, from -0.03 (10 years) to 0.13 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

AUM5.DE vs. LYS4.DE — Risk / Return Rank

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

AUM5.DE
AUM5.DE Risk / Return Rank: 7575
Overall Rank
AUM5.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7575
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 7474
Martin Ratio Rank

LYS4.DE
LYS4.DE Risk / Return Rank: 2020
Overall Rank
LYS4.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LYS4.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
LYS4.DE Omega Ratio Rank: 2222
Omega Ratio Rank
LYS4.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
LYS4.DE Martin Ratio Rank: 1919
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.

AUM5.DE vs. LYS4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 UCITS ETF EUR (AUM5.DE) and Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.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.


AUM5.DELYS4.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.37

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.39

1.15

+0.24

Calmar ratioReturn relative to maximum drawdown

3.45

0.75

+2.70

Martin ratioReturn relative to average drawdown

12.16

2.09

+10.07

AUM5.DE vs. LYS4.DE - Sharpe Ratio Comparison

The current AUM5.DE Sharpe Ratio is 2.10, which is higher than the LYS4.DE Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of AUM5.DE and LYS4.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

AUM5.DE vs. LYS4.DE - Drawdown Comparison

The maximum AUM5.DE drawdown since its inception was -33.65%, which is greater than LYS4.DE's maximum drawdown of -9.86%. Use the drawdown chart below to compare losses from any high point for AUM5.DE and LYS4.DE.


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Drawdown Indicators


AUM5.DELYS4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.65%

-9.86%

-23.79%

Max Drawdown (1Y)

Largest decline over 1 year

-7.18%

-1.32%

-5.86%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-1.32%

-21.98%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

-6.58%

-16.72%

Max Drawdown (10Y)

Largest decline over 10 years

-33.65%

-9.86%

-23.79%

Current Drawdown

Current decline from peak

-0.93%

-1.93%

+1.00%

Average Drawdown

Average peak-to-trough decline

-3.99%

-2.51%

-1.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

0.47%

+1.57%

Volatility

AUM5.DE vs. LYS4.DE - Volatility Comparison

Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a higher volatility of 3.38% compared to Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.DE) at 0.30%. This indicates that AUM5.DE's price experiences larger fluctuations and is considered to be riskier than LYS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUM5.DELYS4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.38%

0.30%

+3.08%

Volatility (6M)

Calculated over the trailing 6-month period

7.95%

1.25%

+6.70%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

1.37%

+10.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

1.73%

+13.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.10%

1.43%

+14.67%

AUM5.DE vs. LYS4.DE - Expense Ratio Comparison

AUM5.DE has a 0.15% expense ratio, which is lower than LYS4.DE's 0.17% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AUM5.DE vs. LYS4.DE - Dividend Comparison

Neither AUM5.DE nor LYS4.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AUM5.DE and LYS4.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYS4.DE.

AUM5.DE is categorized as S&P 500, while LYS4.DE is European Government Bonds. AUM5.DE tracks S&P 500 Index, while LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR). Their fees differ too: 0.15% for AUM5.DE and 0.17% for LYS4.DE.

Portfolio Optimizer

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