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

Performance

EIB3.DE vs. LYXA.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 UCITS ETF Acc (LYXA.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)2025202420232022202120202019
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
-0.30%2.14%3.03%3.39%-4.93%-0.76%-0.13%-0.51%
LYXA.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc
-0.07%-1.00%-0.16%5.59%-18.93%-3.40%3.47%-4.10%

Returns By Period

In the year-to-date period, EIB3.DE achieves a -0.30% return, which is significantly lower than LYXA.DE's -0.07% return.


EIB3.DE

1D
0.00%
1M
-0.64%
YTD
-0.30%
6M
-0.05%
1Y
1.07%
3Y*
2.47%
5Y*
0.51%
10Y*

LYXA.DE

1D
0.21%
1M
-1.27%
YTD
-0.07%
6M
-0.46%
1Y
0.42%
3Y*
0.85%
5Y*
-3.46%
10Y*
-1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

EIB3.DE vs. LYXA.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: 2222
Overall Rank
EIB3.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EIB3.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
EIB3.DE Omega Ratio Rank: 2222
Omega Ratio Rank
EIB3.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
EIB3.DE Martin Ratio Rank: 2424
Martin Ratio Rank

LYXA.DE
LYXA.DE Risk / Return Rank: 1212
Overall Rank
LYXA.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LYXA.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
LYXA.DE Omega Ratio Rank: 1010
Omega Ratio Rank
LYXA.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
LYXA.DE Martin Ratio Rank: 1313
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. LYXA.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 UCITS ETF Acc (LYXA.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.DELYXA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.41

0.04

+0.38

Sortino ratio

Return per unit of downside risk

0.60

0.08

+0.52

Omega ratio

Gain probability vs. loss probability

1.10

1.01

+0.09

Calmar ratio

Return relative to maximum drawdown

0.67

0.14

+0.53

Martin ratio

Return relative to average drawdown

2.29

0.36

+1.92

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

The current EIB3.DE Sharpe Ratio is 0.41, which is higher than the LYXA.DE Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of EIB3.DE and LYXA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EIB3.DELYXA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.41

0.04

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

-0.55

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.25

-0.11

Correlation

The correlation between EIB3.DE and LYXA.DE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EIB3.DE vs. LYXA.DE - Dividend Comparison

EIB3.DE's dividend yield for the trailing twelve months is around 2.42%, while LYXA.DE has not paid dividends to shareholders.


TTM2025202420232022
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
2.42%2.51%2.80%2.24%0.23%
LYXA.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%

Drawdowns

EIB3.DE vs. LYXA.DE - Drawdown Comparison

The maximum EIB3.DE drawdown since its inception was -6.78%, smaller than the maximum LYXA.DE drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for EIB3.DE and LYXA.DE.


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Drawdown Indicators


EIB3.DELYXA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-25.02%

+18.24%

Max Drawdown (1Y)

Largest decline over 1 year

-1.38%

-2.96%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-5.93%

-22.76%

+16.83%

Max Drawdown (10Y)

Largest decline over 10 years

-25.02%

Current Drawdown

Current decline from peak

-1.16%

-19.93%

+18.77%

Average Drawdown

Average peak-to-trough decline

-2.09%

-8.64%

+6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

1.16%

-0.76%

Volatility

EIB3.DE vs. LYXA.DE - Volatility Comparison

The current volatility for Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) is 0.70%, while Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) has a volatility of 1.68%. This indicates that EIB3.DE experiences smaller price fluctuations and is considered to be less risky than LYXA.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.DELYXA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

1.68%

-0.98%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

2.41%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

2.60%

3.75%

-1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.95%

6.40%

-4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.79%

5.78%

-3.99%