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LYQ2.DE vs. ^BCOM
Performance
Return for Risk
Drawdowns
Volatility

Performance

LYQ2.DE vs. ^BCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) and Bloomberg Commodity Index (^BCOM). The values are adjusted to include any dividend payments, if applicable.

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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 0.42% return, which is significantly lower than ^BCOM's 18.58% return. Over the past 10 years, LYQ2.DE has underperformed ^BCOM with an annualized return of 0.14%, while ^BCOM has yielded a comparatively higher 3.42% annualized return.


LYQ2.DE

1D
0.05%
1M
0.32%
YTD
0.42%
6M
0.53%
1Y
1.10%
3Y*
2.73%
5Y*
0.65%
10Y*
0.14%

^BCOM

1D
-0.66%
1M
-5.94%
YTD
18.58%
6M
17.10%
1Y
26.27%
3Y*
4.82%
5Y*
7.65%
10Y*
3.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQ2.DE vs. ^BCOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYQ2.DE
Amundi Euro Government Bond 1-3Y UCITS ETF Acc
0.42%2.14%2.97%3.27%-4.97%-0.84%-0.20%-0.13%-0.45%-0.63%
^BCOM
Bloomberg Commodity Index
18.58%-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

-0.16

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 Sep 20, 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

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

LYQ2.DE
LYQ2.DE Risk / Return Rank: 2424
Overall Rank
LYQ2.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
LYQ2.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
LYQ2.DE Omega Ratio Rank: 2525
Omega Ratio Rank
LYQ2.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
LYQ2.DE Martin Ratio Rank: 2323
Martin Ratio Rank

^BCOM
^BCOM Risk / Return Rank: 3838
Overall Rank
^BCOM Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
^BCOM Sortino Ratio Rank: 3333
Sortino Ratio Rank
^BCOM Omega Ratio Rank: 3939
Omega Ratio Rank
^BCOM Calmar Ratio Rank: 4040
Calmar Ratio Rank
^BCOM Martin Ratio Rank: 4141
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.

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^BCOMDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.10

Omega ratioGain probability vs. loss probability

1.17

1.18

-0.01

Calmar ratioReturn relative to maximum drawdown

0.90

1.74

-0.84

Martin ratioReturn relative to average drawdown

2.73

4.66

-1.93

LYQ2.DE vs. ^BCOM - Sharpe Ratio Comparison

The current LYQ2.DE Sharpe Ratio is 0.86, which is comparable to the ^BCOM Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of LYQ2.DE and ^BCOM, 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

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^BCOMDifference

Max Drawdown

Largest peak-to-trough decline

-7.75%

-64.02%

+56.27%

Max Drawdown (1Y)

Largest decline over 1 year

-1.22%

-10.62%

+9.40%

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

-7.75%

-35.33%

+27.58%

Current Drawdown

Current decline from peak

-0.16%

-26.91%

+26.75%

Average Drawdown

Average peak-to-trough decline

-1.28%

-38.61%

+37.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

4.33%

-3.93%

Volatility

LYQ2.DE vs. ^BCOM - Volatility Comparison

The current volatility for Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) is 0.31%, while Bloomberg Commodity Index (^BCOM) has a volatility of 4.45%. 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^BCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

4.45%

-4.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.17%

16.23%

-15.06%

Volatility (1Y)

Calculated over the trailing 1-year period

1.28%

18.80%

-17.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.66%

17.25%

-15.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.32%

15.54%

-14.22%

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.

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