PortfoliosLab logoPortfoliosLab logo
CB3G.DE vs. LYXA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CB3G.DE vs. LYXA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government tilted Green Bond UCITS ETF Acc (CB3G.DE) and Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CB3G.DE achieves a 0.09% return, which is significantly lower than LYXA.DE's 0.15% return. Over the past 10 years, CB3G.DE has outperformed LYXA.DE with an annualized return of -0.45%, while LYXA.DE has yielded a comparatively lower -1.26% annualized return.


CB3G.DE

1D
0.08%
1M
0.53%
YTD
0.09%
6M
-0.05%
1Y
-0.26%
3Y*
2.19%
5Y*
-2.40%
10Y*
-0.45%

LYXA.DE

1D
0.08%
1M
0.42%
YTD
0.15%
6M
-0.10%
1Y
-1.02%
3Y*
1.11%
5Y*
-3.21%
10Y*
-1.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CB3G.DE vs. LYXA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CB3G.DE
Amundi Euro Government tilted Green Bond UCITS ETF Acc
0.09%0.32%1.42%6.80%-18.48%-3.50%4.73%6.69%0.83%-0.21%
LYXA.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc
0.15%-1.00%-0.16%5.59%-18.93%-3.40%3.47%3.82%1.76%-0.93%

Correlation

The correlation between CB3G.DE and LYXA.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.93

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

0.95

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

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 7, 2012

0.74

Over the past year, CB3G.DE and LYXA.DE have become more correlated (0.97) than their long-term average of 0.74, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CB3G.DE vs. LYXA.DE — Risk / Return Rank

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

CB3G.DE
CB3G.DE Risk / Return Rank: 88
Overall Rank
CB3G.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
CB3G.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
CB3G.DE Omega Ratio Rank: 77
Omega Ratio Rank
CB3G.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
CB3G.DE Martin Ratio Rank: 88
Martin Ratio Rank

LYXA.DE
LYXA.DE Risk / Return Rank: 66
Overall Rank
LYXA.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
LYXA.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
LYXA.DE Omega Ratio Rank: 66
Omega Ratio Rank
LYXA.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
LYXA.DE Martin Ratio Rank: 66
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.

CB3G.DE vs. LYXA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government tilted Green Bond UCITS ETF Acc (CB3G.DE) and Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.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.


CB3G.DELYXA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.27

Omega ratioGain probability vs. loss probability

0.99

0.96

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.08

-0.33

+0.25

Martin ratioReturn relative to average drawdown

-0.19

-0.71

+0.52

CB3G.DE vs. LYXA.DE - Sharpe Ratio Comparison

The current CB3G.DE Sharpe Ratio is -0.06, which is higher than the LYXA.DE Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of CB3G.DE and LYXA.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.


Loading charts...

Sharpe Ratios by Period


CB3G.DELYXA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

-0.25

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

-0.50

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.09

-0.25

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.25

+0.10

Drawdowns

CB3G.DE vs. LYXA.DE - Drawdown Comparison

The maximum CB3G.DE drawdown since its inception was -22.85%, smaller than the maximum LYXA.DE drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for CB3G.DE and LYXA.DE.


Loading charts...

Drawdown Indicators


CB3G.DELYXA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.85%

-25.02%

+2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.40%

-3.06%

-0.34%

Max Drawdown (3Y)

Largest decline over 3 years

-4.18%

-4.62%

+0.44%

Max Drawdown (5Y)

Largest decline over 5 years

-21.86%

-22.76%

+0.90%

Max Drawdown (10Y)

Largest decline over 10 years

-22.85%

-25.02%

+2.17%

Current Drawdown

Current decline from peak

-14.83%

-19.75%

+4.92%

Average Drawdown

Average peak-to-trough decline

-8.43%

-8.80%

+0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.38%

1.42%

-0.04%

Volatility

CB3G.DE vs. LYXA.DE - Volatility Comparison

Amundi Euro Government tilted Green Bond UCITS ETF Acc (CB3G.DE) has a higher volatility of 1.70% compared to Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) at 1.61%. This indicates that CB3G.DE's price experiences larger fluctuations and is considered to be riskier than LYXA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CB3G.DELYXA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

1.61%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.68%

3.28%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

4.39%

4.03%

+0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.47%

6.48%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.68%

5.78%

-0.10%

CB3G.DE vs. LYXA.DE - Expense Ratio Comparison

CB3G.DE has a 0.14% expense ratio, which is lower than LYXA.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

CB3G.DE vs. LYXA.DE - Dividend Comparison

Neither CB3G.DE nor LYXA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, CB3G.DE and LYXA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CB3G.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CB3G.DE is cheaper with a 0.14% expense ratio, compared with 0.17% for LYXA.DE.

CB3G.DE tracks Bloomberg Euro Treasury Green Bond Tilted, while LYXA.DE tracks MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR). Their fees differ too: 0.14% for CB3G.DE and 0.17% for LYXA.DE.

Portfolio Optimizer

Find the right allocation for CB3G.DE and LYXA.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer