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EIB3.DE vs. LYS4.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIB3.DE vs. LYS4.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) and Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.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, EIB3.DE achieves a 0.19% return, which is significantly higher than LYS4.DE's 0.05% return.


EIB3.DE

1D
0.93%
1M
0.27%
YTD
0.19%
6M
0.55%
1Y
0.81%
3Y*
2.63%
5Y*
0.63%
10Y*

LYS4.DE

1D
0.08%
1M
0.27%
YTD
0.05%
6M
0.09%
1Y
0.59%
3Y*
2.29%
5Y*
0.27%
10Y*
-0.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIB3.DE vs. LYS4.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
0.19%2.14%3.03%3.39%-4.93%-0.76%-0.13%-0.51%
LYS4.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc
0.05%1.96%2.50%2.85%-5.26%-0.98%-0.68%-0.87%

Correlation

The correlation between EIB3.DE and LYS4.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

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

0.82

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

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2019

0.81

Over the past year, the correlation between EIB3.DE and LYS4.DE has dropped to 0.58 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.

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Return for Risk

EIB3.DE vs. LYS4.DE — Risk / Return Rank

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

EIB3.DE
EIB3.DE Risk / Return Rank: 1414
Overall Rank
EIB3.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EIB3.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EIB3.DE Omega Ratio Rank: 1313
Omega Ratio Rank
EIB3.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EIB3.DE Martin Ratio Rank: 1616
Martin Ratio Rank

LYS4.DE
LYS4.DE Risk / Return Rank: 1515
Overall Rank
LYS4.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
LYS4.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
LYS4.DE Omega Ratio Rank: 1515
Omega Ratio Rank
LYS4.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
LYS4.DE Martin Ratio Rank: 1515
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.

EIB3.DE vs. LYS4.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) and Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.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.


EIB3.DELYS4.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.06

1.09

-0.03

Calmar ratioReturn relative to maximum drawdown

0.50

0.44

+0.06

Martin ratioReturn relative to average drawdown

1.50

1.30

+0.20

EIB3.DE vs. LYS4.DE - Sharpe Ratio Comparison

The current EIB3.DE Sharpe Ratio is 0.26, which is lower than the LYS4.DE Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of EIB3.DE and LYS4.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


EIB3.DELYS4.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.43

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.16

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.01

+0.18

Drawdowns

EIB3.DE vs. LYS4.DE - Drawdown Comparison

The maximum EIB3.DE drawdown since its inception was -6.78%, smaller than the maximum LYS4.DE drawdown of -9.86%. Use the drawdown chart below to compare losses from any high point for EIB3.DE and LYS4.DE.


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Drawdown Indicators


EIB3.DELYS4.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-9.86%

+3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-1.60%

-1.32%

-0.28%

Max Drawdown (3Y)

Largest decline over 3 years

-1.60%

-1.32%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-5.91%

-6.58%

+0.67%

Max Drawdown (10Y)

Largest decline over 10 years

-9.86%

Current Drawdown

Current decline from peak

-0.68%

-2.29%

+1.61%

Average Drawdown

Average peak-to-trough decline

-2.06%

-2.57%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

0.45%

+0.09%

Volatility

EIB3.DE vs. LYS4.DE - Volatility Comparison

Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) has a higher volatility of 1.50% compared to Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.DE) at 0.46%. This indicates that EIB3.DE's price experiences larger fluctuations and is considered to be riskier than LYS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIB3.DELYS4.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

0.46%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.75%

1.24%

+1.51%

Volatility (1Y)

Calculated over the trailing 1-year period

3.11%

1.35%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.11%

1.72%

+0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.89%

1.43%

+0.46%

EIB3.DE vs. LYS4.DE - Expense Ratio Comparison

EIB3.DE has a 0.10% expense ratio, which is lower than LYS4.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

EIB3.DE vs. LYS4.DE - Dividend Comparison

EIB3.DE's dividend yield for the trailing twelve months is around 2.41%, while LYS4.DE has not paid dividends to shareholders.


PositionTTM2025202420232022
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
2.41%2.51%2.80%2.24%0.23%
LYS4.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EIB3.DE and LYS4.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIB3.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIB3.DE is cheaper with a 0.10% expense ratio, compared with 0.17% for LYS4.DE.

EIB3.DE tracks Bloomberg Euro Government Select 1-3, while LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR). They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.10% for EIB3.DE and 0.17% for LYS4.DE.

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