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IS0P.DE vs. LYXA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0P.DE vs. LYXA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Spain Government Bond UCITS ETF Dist (IS0P.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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Returns By Period

In the year-to-date period, IS0P.DE achieves a -0.28% return, which is significantly lower than LYXA.DE's -0.19% return. Over the past 10 years, IS0P.DE has outperformed LYXA.DE with an annualized return of 0.26%, while LYXA.DE has yielded a comparatively lower -1.44% annualized return.


IS0P.DE

1D
-0.01%
1M
-0.70%
6M
-0.53%
YTD
-0.28%
1Y
1.28%
3Y*
3.21%
5Y*
-1.97%
10Y*
0.26%

LYXA.DE

1D
-0.06%
1M
-0.80%
6M
-0.70%
YTD
-0.19%
1Y
-0.31%
3Y*
1.14%
5Y*
-3.56%
10Y*
-1.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0P.DE vs. LYXA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0P.DE
iShares Spain Government Bond UCITS ETF Dist
-0.28%1.84%2.83%6.58%-17.73%-3.10%3.98%8.51%2.38%0.56%
LYXA.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc
-0.19%-1.00%-0.16%5.59%-18.96%-3.36%3.47%3.82%1.90%-1.08%

Correlation

The correlation between IS0P.DE and LYXA.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

0.82

Correlation (All Time)
Calculated using the full available price history since May 8, 2012

0.65

Over the past year, IS0P.DE and LYXA.DE have become more correlated (0.93) than their long-term average of 0.65, meaning their price movements have been converging.

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Return for Risk

IS0P.DE vs. LYXA.DE — Risk / Return Rank

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

IS0P.DE
IS0P.DE Risk / Return Rank: 1313
Overall Rank
IS0P.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IS0P.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
IS0P.DE Omega Ratio Rank: 1212
Omega Ratio Rank
IS0P.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
IS0P.DE Martin Ratio Rank: 1414
Martin Ratio Rank

LYXA.DE
LYXA.DE Risk / Return Rank: 88
Overall Rank
LYXA.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
LYXA.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
LYXA.DE Omega Ratio Rank: 77
Omega Ratio Rank
LYXA.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
LYXA.DE Martin Ratio Rank: 88
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.

IS0P.DE vs. LYXA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Spain Government Bond UCITS ETF Dist (IS0P.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.

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.


IS0P.DELYXA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.51

Omega ratioGain probability vs. loss probability

1.05

0.99

+0.06

Calmar ratioReturn relative to maximum drawdown

0.37

-0.10

+0.47

Martin ratioReturn relative to average drawdown

0.95

-0.22

+1.17

IS0P.DE vs. LYXA.DE - Sharpe Ratio Comparison

The current IS0P.DE Sharpe Ratio is 0.29, which is higher than the LYXA.DE Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of IS0P.DE and LYXA.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

IS0P.DE vs. LYXA.DE - Drawdown Comparison

The maximum IS0P.DE drawdown since its inception was -21.93%, smaller than the maximum LYXA.DE drawdown of -25.01%. Use the drawdown chart below to compare losses from any high point for IS0P.DE and LYXA.DE.


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Drawdown Indicators


IS0P.DELYXA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.93%

-25.01%

+3.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.42%

-3.06%

-0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-3.98%

-4.63%

+0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-22.76%

+1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-21.93%

-25.01%

+3.08%

Current Drawdown

Current decline from peak

-11.78%

-20.02%

+8.24%

Average Drawdown

Average peak-to-trough decline

-5.99%

-6.70%

+0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.34%

1.43%

-0.09%

Volatility

IS0P.DE vs. LYXA.DE - Volatility Comparison

iShares Spain Government Bond UCITS ETF Dist (IS0P.DE) and Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) have volatilities of 1.16% and 1.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0P.DELYXA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.20%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.71%

3.37%

+0.34%

Volatility (1Y)

Calculated over the trailing 1-year period

4.41%

4.07%

+0.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.24%

6.42%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.49%

5.33%

+0.16%

IS0P.DE vs. LYXA.DE - Expense Ratio Comparison

IS0P.DE has a 0.20% expense ratio, which is higher than LYXA.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

IS0P.DE vs. LYXA.DE - Dividend Comparison

IS0P.DE's dividend yield for the trailing twelve months is around 2.51%, while LYXA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS0P.DE
iShares Spain Government Bond UCITS ETF Dist
2.51%2.38%1.96%1.22%0.63%0.46%0.45%0.75%1.08%1.29%1.38%1.67%
LYXA.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond 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, IS0P.DE and LYXA.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, LYXA.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYXA.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for IS0P.DE.

IS0P.DE tracks Bloomberg Spain Treasury Bond, while LYXA.DE tracks MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR). They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IS0P.DE and 0.17% for LYXA.DE.

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