AUM5.DE vs. LYS4.DE
AUM5.DE (Amundi S&P 500 UCITS ETF EUR) and LYS4.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc) are both exchange-traded funds - AUM5.DE is a S&P 500 fund tracking the S&P 500 Index, while LYS4.DE is a European Government Bonds fund tracking the MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR). Both are passively managed. Over the past 10 years, AUM5.DE returned 15.29%/yr vs -0.18%/yr for LYS4.DE. At a correlation of -0.03, they often move in opposite directions. AUM5.DE charges 0.15%/yr vs 0.17%/yr for LYS4.DE.
Performance
AUM5.DE vs. LYS4.DE - Performance Comparison
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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%
AUM5.DE vs. LYS4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
AUM5.DE
LYS4.DE
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.DE | LYS4.DE | Difference | |
|---|---|---|---|
| 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 |
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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.DE | LYS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.93% | -1.93% | +1.00% |
Average DrawdownAverage peak-to-trough decline | -3.99% | -2.51% | -1.48% |
Ulcer IndexDepth 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.DE | LYS4.DE | Difference | |
|---|---|---|---|
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.
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.
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