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DE5A.DE vs. LYXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DE5A.DE vs. LYXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) and Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.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, DE5A.DE achieves a 0.27% return, which is significantly higher than LYXD.DE's 0.14% return. Over the past 10 years, DE5A.DE has underperformed LYXD.DE with an annualized return of -1.18%, while LYXD.DE has yielded a comparatively higher -0.11% annualized 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%

LYXD.DE

1D
0.09%
1M
0.03%
YTD
0.14%
6M
0.11%
1Y
0.74%
3Y*
2.73%
5Y*
-2.13%
10Y*
-0.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DE5A.DE vs. LYXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%1.66%-0.73%
LYXD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Acc
0.14%1.71%1.17%8.47%-19.30%-2.81%4.17%6.46%1.20%0.97%

Correlation

The correlation between DE5A.DE and LYXD.DE is 0.98 - 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

0.98

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

0.98

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

0.97

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

0.87

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2011

0.71

Over the past year, DE5A.DE and LYXD.DE have become more correlated (0.98) than their long-term average of 0.71, meaning their price movements have been converging.

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Return for Risk

DE5A.DE vs. LYXD.DE — Risk / Return Rank

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

DE5A.DE
DE5A.DE Risk / Return Rank: 77
Overall Rank
DE5A.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DE5A.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
DE5A.DE Omega Ratio Rank: 66
Omega Ratio Rank
DE5A.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DE5A.DE Martin Ratio Rank: 66
Martin Ratio Rank

LYXD.DE
LYXD.DE Risk / Return Rank: 1010
Overall Rank
LYXD.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
LYXD.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
LYXD.DE Omega Ratio Rank: 99
Omega Ratio Rank
LYXD.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
LYXD.DE Martin Ratio Rank: 1010
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.

DE5A.DE vs. LYXD.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 Government Bond 7-10Y UCITS ETF Acc (LYXD.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.DELYXD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

0.97

1.02

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.26

0.07

-0.34

Martin ratioReturn relative to average drawdown

-0.58

0.20

-0.78

DE5A.DE vs. LYXD.DE - Sharpe Ratio Comparison

The current DE5A.DE Sharpe Ratio is -0.20, which is lower than the LYXD.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of DE5A.DE and LYXD.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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Sharpe Ratios by Period


DE5A.DELYXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

0.06

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

-0.30

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

-0.02

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.64

-0.42

Drawdowns

DE5A.DE vs. LYXD.DE - Drawdown Comparison

The maximum DE5A.DE drawdown since its inception was -24.92%, which is greater than LYXD.DE's maximum drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for DE5A.DE and LYXD.DE.


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Drawdown Indicators


DE5A.DELYXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.92%

-22.49%

-2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-4.13%

+1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-4.45%

-4.41%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-22.19%

-0.59%

Max Drawdown (10Y)

Largest decline over 10 years

-24.92%

-22.49%

-2.43%

Current Drawdown

Current decline from peak

-19.43%

-12.65%

-6.78%

Average Drawdown

Average peak-to-trough decline

-7.30%

-6.28%

-1.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.53%

-0.11%

Volatility

DE5A.DE vs. LYXD.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 Government Bond 7-10Y UCITS ETF Acc (LYXD.DE) has a volatility of 1.96%. This indicates that DE5A.DE experiences smaller price fluctuations and is considered to be less risky than LYXD.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.DELYXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.96%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

4.10%

-0.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

4.87%

-0.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.45%

7.19%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

6.12%

-0.75%

DE5A.DE vs. LYXD.DE - Expense Ratio Comparison

DE5A.DE has a 0.14% expense ratio, which is lower than LYXD.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

DE5A.DE vs. LYXD.DE - Dividend Comparison

Neither DE5A.DE nor LYXD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, DE5A.DE and LYXD.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, 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 0.17% for LYXD.DE.

DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond, while LYXD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond. Their fees differ too: 0.14% for DE5A.DE and 0.17% for LYXD.DE.

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