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LYQ2.DE vs. BOND
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYQ2.DE vs. BOND - 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 PIMCO Active Bond ETF (BOND). 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 BOND is traded in USD. To make them comparable, the BOND 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 0.02% return, which is significantly lower than BOND's 1.81% return. Over the past 10 years, LYQ2.DE has underperformed BOND with an annualized return of 0.10%, while BOND has yielded a comparatively higher 1.98% annualized return.


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%

BOND

1D
0.05%
1M
1.02%
YTD
1.81%
6M
1.11%
1Y
4.40%
3Y*
2.29%
5Y*
1.48%
10Y*
1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQ2.DE vs. BOND - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
BOND
PIMCO Active Bond ETF
1.81%-4.48%9.55%3.29%-9.27%6.65%-1.09%10.99%4.78%-8.12%

Correlation

The correlation between LYQ2.DE and BOND is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.05

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

0.31

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

0.33

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

0.25

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.20

The correlation between LYQ2.DE and BOND shifts across timeframes, from 0.05 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LYQ2.DE vs. BOND — 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: 1818
Overall Rank
LYQ2.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
LYQ2.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
LYQ2.DE Omega Ratio Rank: 1818
Omega Ratio Rank
LYQ2.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
LYQ2.DE Martin Ratio Rank: 1818
Martin Ratio Rank

BOND
BOND Risk / Return Rank: 4545
Overall Rank
BOND Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BOND Sortino Ratio Rank: 4848
Sortino Ratio Rank
BOND Omega Ratio Rank: 4646
Omega Ratio Rank
BOND Calmar Ratio Rank: 4242
Calmar Ratio Rank
BOND Martin Ratio Rank: 4242
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. BOND - 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 PIMCO Active Bond ETF (BOND). 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.


LYQ2.DEBONDDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

-0.28

Omega ratioGain probability vs. loss probability

1.11

1.14

-0.03

Calmar ratioReturn relative to maximum drawdown

0.58

1.21

-0.63

Martin ratioReturn relative to average drawdown

1.82

3.42

-1.60

LYQ2.DE vs. BOND - Sharpe Ratio Comparison

The current LYQ2.DE Sharpe Ratio is 0.56, which is comparable to the BOND Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of LYQ2.DE and BOND, 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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Sharpe Ratios by Period


LYQ2.DEBONDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.76

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.19

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.25

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.88

0.48

+0.40

Drawdowns

LYQ2.DE vs. BOND - Drawdown Comparison

The maximum LYQ2.DE drawdown since its inception was -7.75%, smaller than the maximum BOND drawdown of -15.13%. Use the drawdown chart below to compare losses from any high point for LYQ2.DE and BOND.


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Drawdown Indicators


LYQ2.DEBONDDifference

Max Drawdown

Largest peak-to-trough decline

-7.75%

-15.13%

+7.38%

Max Drawdown (1Y)

Largest decline over 1 year

-1.22%

-3.67%

+2.45%

Max Drawdown (3Y)

Largest decline over 3 years

-1.22%

-11.89%

+10.67%

Max Drawdown (5Y)

Largest decline over 5 years

-6.02%

-12.33%

+6.31%

Max Drawdown (10Y)

Largest decline over 10 years

-7.75%

-15.13%

+7.38%

Current Drawdown

Current decline from peak

-0.55%

-5.54%

+4.99%

Average Drawdown

Average peak-to-trough decline

-1.30%

-5.28%

+3.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

1.33%

-0.94%

Volatility

LYQ2.DE vs. BOND - Volatility Comparison

The current volatility for Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) is 0.55%, while PIMCO Active Bond ETF (BOND) has a volatility of 0.96%. This indicates that LYQ2.DE experiences smaller price fluctuations and is considered to be less risky than BOND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYQ2.DEBONDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

0.96%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

4.30%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

1.26%

5.85%

-4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.65%

7.87%

-6.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.31%

7.82%

-6.51%

LYQ2.DE vs. BOND - Expense Ratio Comparison

LYQ2.DE has a 0.17% expense ratio, which is lower than BOND's 0.54% expense ratio.


Dividends

LYQ2.DE vs. BOND - Dividend Comparison

LYQ2.DE has not paid dividends to shareholders, while BOND's dividend yield for the trailing twelve months is around 5.18%.


PositionTTM20252024202320222021202020192018201720162015
BOND
PIMCO Active Bond ETF
5.18%5.11%5.02%4.06%3.44%2.58%2.66%3.38%3.18%2.87%2.85%4.14%
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


LYQ2.DE and BOND have a correlation of 0.05, 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 0.54% for BOND.

LYQ2.DE is categorized as European Government Bonds, while BOND is Intermediate Core-Plus Bond. They also come from different issuers: Amundi and PIMCO. Their fees differ too: 0.17% for LYQ2.DE and 0.54% for BOND.

Portfolio Optimizer

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