EL4M.DE vs. LYXD.DE
EL4M.DE (Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF) and LYXD.DE (Amundi Euro Government Bond 7-10Y UCITS ETF Acc) are both European Government Bonds funds - EL4M.DE tracks the iBoxx® EUR Liquid Sovereigns Diversified 3-5 while LYXD.DE tracks the Bloomberg Euro Treasury 50bn 7-10 Year Bond. Both are passively managed. Over the past 10 years, EL4M.DE returned -0.01%/yr vs -0.07%/yr for LYXD.DE. Their correlation of 0.88 suggests significant overlap in exposure. EL4M.DE charges 0.15%/yr vs 0.17%/yr for LYXD.DE.
Performance
EL4M.DE vs. LYXD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EL4M.DE achieves a 0.68% return, which is significantly lower than LYXD.DE's 1.49% return. Over the past 10 years, EL4M.DE has outperformed LYXD.DE with an annualized return of -0.01%, while LYXD.DE has yielded a comparatively lower -0.07% annualized return.
EL4M.DE
- 1D
- 0.08%
- 1M
- 0.59%
- YTD
- 0.68%
- 6M
- 0.82%
- 1Y
- 1.18%
- 3Y*
- 3.19%
- 5Y*
- -0.33%
- 10Y*
- -0.01%
LYXD.DE
- 1D
- 0.07%
- 1M
- 1.01%
- YTD
- 1.49%
- 6M
- 1.64%
- 1Y
- 1.68%
- 3Y*
- 3.09%
- 5Y*
- -1.81%
- 10Y*
- -0.07%
EL4M.DE vs. LYXD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EL4M.DE Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF | 0.68% | 2.42% | 2.21% | 5.36% | -11.09% | -1.41% | 1.14% | 1.77% | 0.09% | -0.21% |
LYXD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Acc | 1.49% | 1.72% | 1.17% | 8.47% | -19.27% | -2.85% | 4.18% | 6.46% | 1.20% | 0.97% |
Correlation
The correlation between EL4M.DE and LYXD.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2011 | 0.88 |
The correlation between EL4M.DE and LYXD.DE has been stable across timeframes, ranging from 0.86 to 0.92 - a consistent structural relationship.
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Return for Risk
EL4M.DE vs. LYXD.DE — Risk / Return Rank
EL4M.DE
LYXD.DE
EL4M.DE vs. LYXD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF (EL4M.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EL4M.DE | LYXD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.06 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.45 | 0.40 | +0.04 |
| Martin ratioReturn relative to average drawdown | 1.17 | 1.06 | +0.11 |
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Drawdowns
EL4M.DE vs. LYXD.DE - Drawdown Comparison
The maximum EL4M.DE drawdown since its inception was -13.56%, smaller than the maximum LYXD.DE drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for EL4M.DE and LYXD.DE.
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Drawdown Indicators
| EL4M.DE | LYXD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.56% | -22.48% | +8.92% |
Max Drawdown (1Y)Largest decline over 1 year | -2.63% | -4.13% | +1.50% |
Max Drawdown (3Y)Largest decline over 3 years | -2.63% | -4.31% | +1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -13.23% | -22.19% | +8.96% |
Max Drawdown (10Y)Largest decline over 10 years | -13.56% | -22.48% | +8.92% |
Current DrawdownCurrent decline from peak | -3.01% | -11.47% | +8.46% |
Average DrawdownAverage peak-to-trough decline | -2.51% | -5.62% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.01% | 1.59% | -0.58% |
Volatility
EL4M.DE vs. LYXD.DE - Volatility Comparison
The current volatility for Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF (EL4M.DE) is 0.71%, while Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.DE) has a volatility of 1.29%. This indicates that EL4M.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
| EL4M.DE | LYXD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.71% | 1.29% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 4.11% | -1.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.98% | 4.85% | -1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.04% | 7.14% | -3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 5.77% | -2.64% |
EL4M.DE vs. LYXD.DE - Expense Ratio Comparison
EL4M.DE has a 0.15% 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
EL4M.DE vs. LYXD.DE - Dividend Comparison
EL4M.DE's dividend yield for the trailing twelve months is around 2.15%, while LYXD.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4M.DE Deka iBoxx EUR Liquid Sovereign Diversified 3-5 UCITS ETF | 2.15% | 2.76% | 1.93% | 1.89% | 0.52% | 0.79% | 1.06% | 1.41% | 1.00% | 2.12% | 1.66% | 1.83% |
LYXD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EL4M.DE and LYXD.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4M.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4M.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYXD.DE.
EL4M.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 3-5, while LYXD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.15% for EL4M.DE and 0.17% for LYXD.DE.
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