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EUNM.DE vs. LYQ3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUNM.DE vs. LYQ3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.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, EUNM.DE achieves a 26.16% return, which is significantly higher than LYQ3.DE's -0.12% return. Over the past 10 years, EUNM.DE has outperformed LYQ3.DE with an annualized return of 10.07%, while LYQ3.DE has yielded a comparatively lower -0.03% annualized return.


EUNM.DE

1D
3.17%
1M
2.53%
YTD
26.16%
6M
28.73%
1Y
46.27%
3Y*
19.51%
5Y*
8.28%
10Y*
10.07%

LYQ3.DE

1D
0.20%
1M
0.64%
YTD
-0.12%
6M
0.33%
1Y
0.51%
3Y*
2.83%
5Y*
-0.36%
10Y*
-0.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUNM.DE vs. LYQ3.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
26.16%19.20%14.09%5.71%-14.48%4.68%6.81%20.92%-10.84%19.89%
LYQ3.DE
Amundi Euro Government Bond 3-5Y UCITS ETF Acc
-0.12%2.66%2.16%5.09%-10.00%-1.34%1.07%1.11%-0.34%-0.27%

Correlation

The correlation between EUNM.DE and LYQ3.DE is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.12

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

0.06

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2009

0.05

Over the past year, EUNM.DE and LYQ3.DE have become more correlated (0.32) than their long-term average of 0.05, meaning their price movements have been converging.

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Return for Risk

EUNM.DE vs. LYQ3.DE — Risk / Return Rank

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

EUNM.DE
EUNM.DE Risk / Return Rank: 8686
Overall Rank
EUNM.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EUNM.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
EUNM.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EUNM.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
EUNM.DE Martin Ratio Rank: 8585
Martin Ratio Rank

LYQ3.DE
LYQ3.DE Risk / Return Rank: 1212
Overall Rank
LYQ3.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
LYQ3.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
LYQ3.DE Omega Ratio Rank: 1111
Omega Ratio Rank
LYQ3.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
LYQ3.DE Martin Ratio Rank: 1212
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.

EUNM.DE vs. LYQ3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) and Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.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.


EUNM.DELYQ3.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.30

Sortino ratioReturn per unit of downside risk

+3.06

Omega ratioGain probability vs. loss probability

1.46

1.04

+0.42

Calmar ratioReturn relative to maximum drawdown

4.40

0.21

+4.18

Martin ratioReturn relative to average drawdown

15.27

0.58

+14.69

EUNM.DE vs. LYQ3.DE - Sharpe Ratio Comparison

The current EUNM.DE Sharpe Ratio is 2.50, which is higher than the LYQ3.DE Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of EUNM.DE and LYQ3.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

EUNM.DE vs. LYQ3.DE - Drawdown Comparison

The maximum EUNM.DE drawdown since its inception was -35.91%, which is greater than LYQ3.DE's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EUNM.DE and LYQ3.DE.


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Drawdown Indicators


EUNM.DELYQ3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.91%

-12.42%

-23.49%

Max Drawdown (1Y)

Largest decline over 1 year

-10.47%

-2.39%

-8.08%

Max Drawdown (3Y)

Largest decline over 3 years

-19.02%

-2.39%

-16.63%

Max Drawdown (5Y)

Largest decline over 5 years

-23.61%

-12.02%

-11.59%

Max Drawdown (10Y)

Largest decline over 10 years

-31.88%

-12.42%

-19.46%

Current Drawdown

Current decline from peak

-3.40%

-2.66%

-0.74%

Average Drawdown

Average peak-to-trough decline

-10.51%

-2.17%

-8.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

0.88%

+2.14%

Volatility

EUNM.DE vs. LYQ3.DE - Volatility Comparison

iShares MSCI EM UCITS ETF (Acc) (EUNM.DE) has a higher volatility of 7.44% compared to Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.DE) at 0.94%. This indicates that EUNM.DE's price experiences larger fluctuations and is considered to be riskier than LYQ3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUNM.DELYQ3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

0.94%

+6.50%

Volatility (6M)

Calculated over the trailing 6-month period

15.75%

2.23%

+13.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.43%

2.52%

+15.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

3.56%

+13.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

2.80%

+15.42%

EUNM.DE vs. LYQ3.DE - Expense Ratio Comparison

EUNM.DE has a 0.18% expense ratio, which is higher than LYQ3.DE's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EUNM.DE vs. LYQ3.DE - Dividend Comparison

Neither EUNM.DE nor LYQ3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUNM.DE and LYQ3.DE have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYQ3.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYQ3.DE is cheaper with a 0.17% expense ratio, compared with 0.18% for EUNM.DE.

EUNM.DE is categorized as Emerging Markets Equities, while LYQ3.DE is European Government Bonds. EUNM.DE tracks MSCI Emerging Markets, while LYQ3.DE tracks Bloomberg Euro Treasury 50bn 3-5 Year Bond. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.18% for EUNM.DE and 0.17% for LYQ3.DE.

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