LYQ2.DE vs. ^BCOM
LYQ2.DE (Amundi Euro Government Bond 1-3Y UCITS ETF Acc) is European Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 1-3 Year Bond, while ^BCOM (Bloomberg Commodity Index) is an index. Over the past 10 years, LYQ2.DE returned 0.11%/yr vs 3.46%/yr for ^BCOM. At a correlation of -0.03, they often move in opposite directions.
Performance
LYQ2.DE vs. ^BCOM - Performance Comparison
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Different Trading Currencies
LYQ2.DE is traded in EUR, while ^BCOM is traded in USD. To make them comparable, the ^BCOM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, LYQ2.DE achieves a 0.18% return, which is significantly lower than ^BCOM's 18.98% return. Over the past 10 years, LYQ2.DE has underperformed ^BCOM with an annualized return of 0.11%, while ^BCOM has yielded a comparatively higher 3.46% annualized return.
LYQ2.DE
- 1D
- 0.05%
- 1M
- -0.03%
- 6M
- 0.01%
- YTD
- 0.18%
- 1Y
- 0.80%
- 3Y*
- 2.69%
- 5Y*
- 0.58%
- 10Y*
- 0.11%
^BCOM
- 1D
- -0.28%
- 1M
- 0.23%
- 6M
- 12.42%
- YTD
- 18.98%
- 1Y
- 24.33%
- 3Y*
- 5.85%
- 5Y*
- 7.13%
- 10Y*
- 3.46%
LYQ2.DE vs. ^BCOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYQ2.DE Amundi Euro Government Bond 1-3Y UCITS ETF Acc | 0.18% | 2.14% | 2.97% | 3.27% | -4.97% | -0.84% | -0.20% | -0.13% | -0.45% | -0.63% |
^BCOM Bloomberg Commodity Index | 18.98% | -2.11% | 6.72% | -15.17% | 20.80% | 36.56% | -11.46% | 7.82% | -8.90% | -11.63% |
Correlation
The correlation between LYQ2.DE and ^BCOM is -0.33, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 2007 | -0.03 |
Over the past year, the inverse relationship between LYQ2.DE and ^BCOM has strengthened: their correlation has moved from -0.03 to -0.33, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
LYQ2.DE vs. ^BCOM — Risk / Return Rank
LYQ2.DE
^BCOM
LYQ2.DE vs. ^BCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) and Bloomberg Commodity Index (^BCOM). 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.
| LYQ2.DE | ^BCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 2.04 | -1.39 |
| Martin ratioReturn relative to average drawdown | 1.96 | 6.31 | -4.35 |
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Drawdowns
LYQ2.DE vs. ^BCOM - Drawdown Comparison
The maximum LYQ2.DE drawdown since its inception was -7.75%, smaller than the maximum ^BCOM drawdown of -64.02%. Use the drawdown chart below to compare losses from any high point for LYQ2.DE and ^BCOM.
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Drawdown Indicators
| LYQ2.DE | ^BCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.75% | -64.02% | +56.27% |
Max Drawdown (1Y)Largest decline over 1 year | -1.22% | -12.81% | +11.59% |
Max Drawdown (3Y)Largest decline over 3 years | -1.22% | -17.19% | +15.97% |
Max Drawdown (5Y)Largest decline over 5 years | -6.02% | -34.30% | +28.28% |
Max Drawdown (10Y)Largest decline over 10 years | -7.69% | -35.33% | +27.64% |
Current DrawdownCurrent decline from peak | -0.40% | -26.66% | +26.26% |
Average DrawdownAverage peak-to-trough decline | -1.28% | -38.71% | +37.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 4.14% | -3.73% |
Volatility
LYQ2.DE vs. ^BCOM - Volatility Comparison
The current volatility for Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) is 0.34%, while Bloomberg Commodity Index (^BCOM) has a volatility of 4.41%. This indicates that LYQ2.DE experiences smaller price fluctuations and is considered to be less risky than ^BCOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYQ2.DE | ^BCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.34% | 4.41% | -4.07% |
Volatility (6M)Calculated over the trailing 6-month period | 1.17% | 16.01% | -14.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.30% | 18.63% | -17.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.66% | 17.27% | -15.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.32% | 15.53% | -14.21% |
Frequently Asked Questions
LYQ2.DE and ^BCOM have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for LYQ2.DE and ^BCOM
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