DJAD.DE vs. LYBK.DE
DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - DJAD.DE is a Government Bonds fund tracking the Bloomberg US Long Treasury Index, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, DJAD.DE returned -4.32%/yr vs 29.06%/yr for LYBK.DE. At a correlation of -0.32, they often move in opposite directions. DJAD.DE charges 0.06%/yr vs 0.30%/yr for LYBK.DE.
Performance
DJAD.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, DJAD.DE achieves a 0.70% return, which is significantly lower than LYBK.DE's 5.35% return.
DJAD.DE
- 1D
- 0.26%
- 1M
- 1.26%
- YTD
- 0.70%
- 6M
- -0.72%
- 1Y
- 2.28%
- 3Y*
- -3.33%
- 5Y*
- -4.32%
- 10Y*
- —
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
DJAD.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 0.70% | -6.15% | -0.86% | -0.74% | -24.23% | 3.18% | 6.09% | 17.33% | 3.33% |
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% | -11.86% |
Correlation
The correlation between DJAD.DE and LYBK.DE is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2018 | -0.32 |
The correlation between DJAD.DE and LYBK.DE shifts across timeframes, from -0.32 (all time) to 0.01 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
DJAD.DE vs. LYBK.DE — Risk / Return Rank
DJAD.DE
LYBK.DE
DJAD.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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.
| DJAD.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.47 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.29 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 2.41 | -2.05 |
| Martin ratioReturn relative to average drawdown | 0.78 | 7.56 | -6.78 |
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
| DJAD.DE | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | 1.72 | -1.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 1.13 | -1.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.46 | -0.52 |
Drawdowns
DJAD.DE vs. LYBK.DE - Drawdown Comparison
The maximum DJAD.DE drawdown since its inception was -44.43%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for DJAD.DE and LYBK.DE.
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Drawdown Indicators
| DJAD.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.43% | -62.22% | +17.79% |
Max Drawdown (1Y)Largest decline over 1 year | -6.37% | -17.12% | +10.75% |
Max Drawdown (3Y)Largest decline over 3 years | -16.67% | -19.90% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -36.54% | -34.32% | -2.22% |
Current DrawdownCurrent decline from peak | -40.73% | -1.83% | -38.90% |
Average DrawdownAverage peak-to-trough decline | -25.24% | -19.62% | -5.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 5.47% | -2.54% |
Volatility
DJAD.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) is 2.36%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that DJAD.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
| DJAD.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.36% | 5.84% | -3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 6.00% | 19.19% | -13.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.81% | 23.95% | -15.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.28% | 25.45% | -11.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.57% | 28.55% | -13.98% |
DJAD.DE vs. LYBK.DE - Expense Ratio Comparison
DJAD.DE has a 0.06% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
DJAD.DE vs. LYBK.DE - Dividend Comparison
DJAD.DE's dividend yield for the trailing twelve months is around 3.47%, while LYBK.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.47% | 3.50% | 3.53% | 2.89% | 3.36% | 2.22% | 2.38% | 2.87% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DJAD.DE and LYBK.DE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.30% for LYBK.DE.
DJAD.DE is categorized as Government Bonds, while LYBK.DE is Financials Equities. DJAD.DE tracks Bloomberg US Long Treasury Index, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.06% for DJAD.DE and 0.30% for LYBK.DE.
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