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DBXD.DE vs. LYQ7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBXD.DE vs. LYQ7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers DAX UCITS ETF 1C (DBXD.DE) and Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.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, DBXD.DE achieves a 0.89% return, which is significantly lower than LYQ7.DE's 2.82% return. Over the past 10 years, DBXD.DE has outperformed LYQ7.DE with an annualized return of 9.03%, while LYQ7.DE has yielded a comparatively lower 1.43% annualized return.


DBXD.DE

1D
-0.34%
1M
-0.73%
6M
-2.21%
YTD
0.89%
1Y
1.76%
3Y*
14.95%
5Y*
9.27%
10Y*
9.03%

LYQ7.DE

1D
0.16%
1M
-0.29%
6M
1.82%
YTD
2.82%
1Y
3.03%
3Y*
1.87%
5Y*
0.47%
10Y*
1.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBXD.DE vs. LYQ7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBXD.DE
Xtrackers DAX UCITS ETF 1C
0.89%22.65%18.18%19.60%-12.74%15.26%3.11%24.69%-18.52%12.12%
LYQ7.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc
2.82%0.95%-0.33%5.62%-9.46%6.28%2.86%6.51%-1.49%1.03%

Correlation

The correlation between DBXD.DE and LYQ7.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.20

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

0.16

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2007

0.09

Over the past year, DBXD.DE and LYQ7.DE have become more correlated (0.33) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

DBXD.DE vs. LYQ7.DE — Risk / Return Rank

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

DBXD.DE
DBXD.DE Risk / Return Rank: 1111
Overall Rank
DBXD.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
DBXD.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
DBXD.DE Omega Ratio Rank: 1111
Omega Ratio Rank
DBXD.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
DBXD.DE Martin Ratio Rank: 1212
Martin Ratio Rank

LYQ7.DE
LYQ7.DE Risk / Return Rank: 3030
Overall Rank
LYQ7.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
LYQ7.DE Sortino Ratio Rank: 2626
Sortino Ratio Rank
LYQ7.DE Omega Ratio Rank: 2626
Omega Ratio Rank
LYQ7.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
LYQ7.DE Martin Ratio Rank: 3636
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.

DBXD.DE vs. LYQ7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers DAX UCITS ETF 1C (DBXD.DE) and Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.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.


DBXD.DELYQ7.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.03

1.14

-0.11

Calmar ratioReturn relative to maximum drawdown

0.12

1.42

-1.31

Martin ratioReturn relative to average drawdown

0.36

4.25

-3.89

DBXD.DE vs. LYQ7.DE - Sharpe Ratio Comparison

The current DBXD.DE Sharpe Ratio is 0.09, which is lower than the LYQ7.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of DBXD.DE and LYQ7.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

DBXD.DE vs. LYQ7.DE - Drawdown Comparison

The maximum DBXD.DE drawdown since its inception was -54.83%, which is greater than LYQ7.DE's maximum drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for DBXD.DE and LYQ7.DE.


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Drawdown Indicators


DBXD.DELYQ7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-54.83%

-16.09%

-38.74%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-2.04%

-10.28%

Max Drawdown (3Y)

Largest decline over 3 years

-15.92%

-5.31%

-10.61%

Max Drawdown (5Y)

Largest decline over 5 years

-26.70%

-16.09%

-10.61%

Max Drawdown (10Y)

Largest decline over 10 years

-38.83%

-16.09%

-22.74%

Current Drawdown

Current decline from peak

-3.84%

-5.88%

+2.04%

Average Drawdown

Average peak-to-trough decline

-11.27%

-3.71%

-7.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.95%

0.68%

+3.27%

Volatility

DBXD.DE vs. LYQ7.DE - Volatility Comparison

Xtrackers DAX UCITS ETF 1C (DBXD.DE) has a higher volatility of 4.65% compared to Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) at 0.73%. This indicates that DBXD.DE's price experiences larger fluctuations and is considered to be riskier than LYQ7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBXD.DELYQ7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.65%

0.73%

+3.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.55%

2.82%

+10.73%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

3.73%

+12.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.19%

6.68%

+10.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.09%

5.81%

+12.28%

DBXD.DE vs. LYQ7.DE - Expense Ratio Comparison

Both DBXD.DE and LYQ7.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

DBXD.DE vs. LYQ7.DE - Dividend Comparison

Neither DBXD.DE nor LYQ7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DBXD.DE and LYQ7.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.09% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DBXD.DE and LYQ7.DE have the same expense ratio: 0.09% per year.

DBXD.DE is categorized as Europe Equities, while LYQ7.DE is Inflation-Protected Bonds. DBXD.DE tracks DAX®, while LYQ7.DE tracks Bloomberg Euro Government Inflation-Linked Bond Index. They also come from different issuers: Xtrackers and Amundi.

Portfolio Optimizer

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