IS0M.DE vs. LYQ2.DE
IS0M.DE (iShares Italy Government Bond UCITS ETF EUR Dist) and LYQ2.DE (Amundi Euro Government Bond 1-3Y UCITS ETF Acc) are both European Government Bonds funds - IS0M.DE tracks the Bloomberg Italy Treasury Bond while LYQ2.DE tracks the Bloomberg Euro Treasury 50bn 1-3 Year Bond. Both are passively managed. Over the past 10 years, IS0M.DE returned 0.92%/yr vs 0.10%/yr for LYQ2.DE. A 0.75 correlation means they provide meaningful diversification when combined. IS0M.DE charges 0.20%/yr vs 0.17%/yr for LYQ2.DE.
Performance
IS0M.DE vs. LYQ2.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IS0M.DE achieves a -0.32% return, which is significantly lower than LYQ2.DE's 0.02% return. Over the past 10 years, IS0M.DE has outperformed LYQ2.DE with an annualized return of 0.92%, while LYQ2.DE has yielded a comparatively lower 0.10% annualized return.
IS0M.DE
- 1D
- 0.01%
- 1M
- 0.82%
- YTD
- -0.32%
- 6M
- -0.34%
- 1Y
- 0.84%
- 3Y*
- 4.15%
- 5Y*
- -0.79%
- 10Y*
- 0.92%
LYQ2.DE
- 1D
- 0.02%
- 1M
- 0.21%
- YTD
- 0.02%
- 6M
- 0.09%
- 1Y
- 0.71%
- 3Y*
- 2.54%
- 5Y*
- 0.55%
- 10Y*
- 0.10%
IS0M.DE vs. LYQ2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IS0M.DE iShares Italy Government Bond UCITS ETF EUR Dist | -0.32% | 3.07% | 4.66% | 9.14% | -17.24% | -2.99% | 7.54% | 10.45% | -1.48% | 0.31% |
LYQ2.DE Amundi Euro Government Bond 1-3Y UCITS ETF Acc | 0.02% | 2.14% | 2.96% | 3.27% | -4.97% | -0.84% | -0.20% | -0.12% | -0.45% | -0.63% |
Correlation
The correlation between IS0M.DE and LYQ2.DE is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jul 24, 2012 | 0.75 |
The correlation between IS0M.DE and LYQ2.DE has been stable across timeframes, ranging from 0.75 to 0.82 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IS0M.DE vs. LYQ2.DE — Risk / Return Rank
IS0M.DE
LYQ2.DE
IS0M.DE vs. LYQ2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.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.
| IS0M.DE | LYQ2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.11 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.58 | -0.38 |
| Martin ratioReturn relative to average drawdown | 0.58 | 1.82 | -1.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IS0M.DE | LYQ2.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | 0.56 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 0.33 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.14 | 0.07 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.88 | -0.39 |
Drawdowns
IS0M.DE vs. LYQ2.DE - Drawdown Comparison
The maximum IS0M.DE drawdown since its inception was -21.08%, which is greater than LYQ2.DE's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for IS0M.DE and LYQ2.DE.
Loading charts...
Drawdown Indicators
| IS0M.DE | LYQ2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.08% | -7.75% | -13.33% |
Max Drawdown (1Y)Largest decline over 1 year | -4.28% | -1.22% | -3.06% |
Max Drawdown (3Y)Largest decline over 3 years | -4.42% | -1.22% | -3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -20.85% | -6.02% | -14.83% |
Max Drawdown (10Y)Largest decline over 10 years | -21.08% | -7.75% | -13.33% |
Current DrawdownCurrent decline from peak | -6.33% | -0.55% | -5.78% |
Average DrawdownAverage peak-to-trough decline | -5.53% | -1.30% | -4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 0.39% | +1.04% |
Volatility
IS0M.DE vs. LYQ2.DE - Volatility Comparison
iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) has a higher volatility of 1.99% compared to Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) at 0.55%. This indicates that IS0M.DE's price experiences larger fluctuations and is considered to be riskier than LYQ2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IS0M.DE | LYQ2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.99% | 0.55% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 4.25% | 1.14% | +3.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.84% | 1.26% | +3.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.80% | 1.65% | +5.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 1.31% | +5.42% |
IS0M.DE vs. LYQ2.DE - Expense Ratio Comparison
IS0M.DE has a 0.20% expense ratio, which is higher than LYQ2.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
IS0M.DE vs. LYQ2.DE - Dividend Comparison
IS0M.DE's dividend yield for the trailing twelve months is around 2.83%, while LYQ2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS0M.DE iShares Italy Government Bond UCITS ETF EUR Dist | 2.83% | 2.82% | 2.66% | 2.10% | 1.05% | 0.74% | 0.98% | 1.45% | 1.37% | 1.37% | 1.47% | 1.83% |
LYQ2.DE Amundi Euro Government Bond 1-3Y 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
IS0M.DE and LYQ2.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYQ2.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYQ2.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for IS0M.DE.
IS0M.DE tracks Bloomberg Italy Treasury Bond, while LYQ2.DE tracks Bloomberg Euro Treasury 50bn 1-3 Year Bond. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IS0M.DE and 0.17% for LYQ2.DE.
Find the right allocation for IS0M.DE and LYQ2.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer