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EL4R.DE vs. LYXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EL4R.DE vs. LYXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka Deutsche Boerse EUROGOV Germany UCITS ETF (EL4R.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, EL4R.DE achieves a 0.83% return, which is significantly lower than LYXD.DE's 1.42% return. Over the past 10 years, EL4R.DE has underperformed LYXD.DE with an annualized return of -0.81%, while LYXD.DE has yielded a comparatively higher -0.02% annualized return.


EL4R.DE

1D
0.09%
1M
0.72%
YTD
0.83%
6M
0.92%
1Y
0.72%
3Y*
1.97%
5Y*
-1.55%
10Y*
-0.81%

LYXD.DE

1D
0.02%
1M
1.02%
YTD
1.42%
6M
1.57%
1Y
1.69%
3Y*
2.92%
5Y*
-1.82%
10Y*
-0.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EL4R.DE vs. LYXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EL4R.DE
Deka Deutsche Boerse EUROGOV Germany UCITS ETF
0.83%0.60%1.24%4.55%-13.49%-1.97%0.95%0.91%1.09%-1.06%
LYXD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Acc
1.42%1.72%1.17%8.47%-19.27%-2.85%4.18%6.46%1.20%0.97%

Correlation

The correlation between EL4R.DE and LYXD.DE is 0.93, 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

0.93

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

0.94

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

0.95

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

0.72

Over the past year, EL4R.DE and LYXD.DE have become more correlated (0.93) than their long-term average of 0.72, meaning their price movements have been converging.

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Return for Risk

EL4R.DE vs. LYXD.DE — Risk / Return Rank

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

EL4R.DE
EL4R.DE Risk / Return Rank: 1111
Overall Rank
EL4R.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
EL4R.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EL4R.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EL4R.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
EL4R.DE Martin Ratio Rank: 1212
Martin Ratio Rank

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

EL4R.DE vs. LYXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka Deutsche Boerse EUROGOV Germany UCITS ETF (EL4R.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.


EL4R.DELYXD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.05

1.07

-0.02

Calmar ratioReturn relative to maximum drawdown

0.30

0.41

-0.11

Martin ratioReturn relative to average drawdown

0.69

1.07

-0.38

EL4R.DE vs. LYXD.DE - Sharpe Ratio Comparison

The current EL4R.DE Sharpe Ratio is 0.24, which is comparable to the LYXD.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of EL4R.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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Drawdowns

EL4R.DE vs. LYXD.DE - Drawdown Comparison

The maximum EL4R.DE drawdown since its inception was -18.12%, smaller than the maximum LYXD.DE drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for EL4R.DE and LYXD.DE.


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Drawdown Indicators


EL4R.DELYXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.12%

-22.48%

+4.36%

Max Drawdown (1Y)

Largest decline over 1 year

-2.40%

-4.13%

+1.73%

Max Drawdown (3Y)

Largest decline over 3 years

-2.76%

-4.31%

+1.55%

Max Drawdown (5Y)

Largest decline over 5 years

-16.17%

-22.19%

+6.02%

Max Drawdown (10Y)

Largest decline over 10 years

-18.12%

-22.48%

+4.36%

Current Drawdown

Current decline from peak

-10.87%

-11.53%

+0.66%

Average Drawdown

Average peak-to-trough decline

-4.20%

-5.61%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

1.58%

-0.54%

Volatility

EL4R.DE vs. LYXD.DE - Volatility Comparison

The current volatility for Deka Deutsche Boerse EUROGOV Germany UCITS ETF (EL4R.DE) is 0.83%, while Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.DE) has a volatility of 1.30%. This indicates that EL4R.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


EL4R.DELYXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

1.30%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

2.53%

4.11%

-1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

2.93%

4.85%

-1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.53%

7.14%

-2.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.57%

5.77%

-2.20%

EL4R.DE vs. LYXD.DE - Expense Ratio Comparison

EL4R.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

EL4R.DE vs. LYXD.DE - Dividend Comparison

EL4R.DE's dividend yield for the trailing twelve months is around 1.19%, while LYXD.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EL4R.DE
Deka Deutsche Boerse EUROGOV Germany UCITS ETF
1.19%1.12%0.66%0.26%0.16%0.25%0.35%0.62%0.74%1.62%2.14%2.60%
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


With a correlation of 0.93, EL4R.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, EL4R.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4R.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYXD.DE.

EL4R.DE tracks Deutsche Börse EUROGOV® Germany 1-10, 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 EL4R.DE and 0.17% for LYXD.DE.

Portfolio Optimizer

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