DE5A.DE vs. LYBK.DE
DE5A.DE (Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - DE5A.DE is a European Government Bonds fund tracking the FTSE Highest-Rated Eurozone Government Bond, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, DE5A.DE returned -3.17%/yr vs 29.06%/yr for LYBK.DE. At a correlation of -0.21, they often move in opposite directions. DE5A.DE charges 0.14%/yr vs 0.30%/yr for LYBK.DE.
Performance
DE5A.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DE5A.DE achieves a 0.27% return, which is significantly lower than LYBK.DE's 5.35% return.
DE5A.DE
- 1D
- 0.08%
- 1M
- -0.09%
- YTD
- 0.27%
- 6M
- 0.19%
- 1Y
- -0.43%
- 3Y*
- 1.24%
- 5Y*
- -3.17%
- 10Y*
- -1.18%
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
DE5A.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DE5A.DE Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR | 0.27% | -0.65% | -0.40% | 5.80% | -19.06% | -3.67% | 3.70% | 4.28% | 2.07% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
Correlation
The correlation between DE5A.DE and LYBK.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | -0.21 |
The correlation between DE5A.DE and LYBK.DE shifts across timeframes, from -0.21 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DE5A.DE vs. LYBK.DE — Risk / Return Rank
DE5A.DE
LYBK.DE
DE5A.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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.
| DE5A.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.92 | ||
| Sortino ratioReturn per unit of downside risk | -2.67 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.29 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 2.41 | -2.67 |
| Martin ratioReturn relative to average drawdown | -0.58 | 7.56 | -8.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DE5A.DE | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | 1.72 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.49 | 1.13 | -1.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.22 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 0.46 | -0.24 |
Drawdowns
DE5A.DE vs. LYBK.DE - Drawdown Comparison
The maximum DE5A.DE drawdown since its inception was -24.92%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DE5A.DE and LYBK.DE.
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Drawdown Indicators
| DE5A.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.92% | -62.22% | +37.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.13% | -17.12% | +13.99% |
Max Drawdown (3Y)Largest decline over 3 years | -4.45% | -19.90% | +15.45% |
Max Drawdown (5Y)Largest decline over 5 years | -22.78% | -34.32% | +11.54% |
Max Drawdown (10Y)Largest decline over 10 years | -24.92% | — | — |
Current DrawdownCurrent decline from peak | -19.43% | -1.83% | -17.60% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -19.62% | +12.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 5.47% | -4.05% |
Volatility
DE5A.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) is 1.71%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that DE5A.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DE5A.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 5.84% | -4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 3.44% | 19.19% | -15.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.19% | 23.95% | -19.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.45% | 25.45% | -19.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.37% | 28.55% | -23.18% |
DE5A.DE vs. LYBK.DE - Expense Ratio Comparison
DE5A.DE has a 0.14% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
DE5A.DE vs. LYBK.DE - Dividend Comparison
Neither DE5A.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
DE5A.DE and LYBK.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.30% for LYBK.DE.
DE5A.DE is categorized as European Government Bonds, while LYBK.DE is Financials Equities. DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.14% for DE5A.DE and 0.30% for LYBK.DE.
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