LYQ2.DE vs. D5BB.DE
LYQ2.DE (Amundi Euro Government Bond 1-3Y UCITS ETF Acc) and D5BB.DE (Xtrackers II Germany Government Bond UCITS ETF) are both European Government Bonds funds - LYQ2.DE tracks the Bloomberg Euro Treasury 50bn 1-3 Year Bond while D5BB.DE tracks the iBoxx® EUR Germany. Both are passively managed. Over the past 10 years, LYQ2.DE returned 0.10%/yr vs -1.28%/yr for D5BB.DE. At a 0.46 correlation, their price movements are largely independent. LYQ2.DE charges 0.17%/yr vs 0.15%/yr for D5BB.DE.
Performance
LYQ2.DE vs. D5BB.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYQ2.DE achieves a 0.02% return, which is significantly higher than D5BB.DE's -0.06% return. Over the past 10 years, LYQ2.DE has outperformed D5BB.DE with an annualized return of 0.10%, while D5BB.DE has yielded a comparatively lower -1.28% annualized return.
LYQ2.DE
- 1D
- 0.02%
- 1M
- 0.00%
- YTD
- 0.02%
- 6M
- 0.14%
- 1Y
- 0.85%
- 3Y*
- 2.54%
- 5Y*
- 0.55%
- 10Y*
- 0.10%
D5BB.DE
- 1D
- 0.09%
- 1M
- -0.02%
- YTD
- -0.06%
- 6M
- -0.23%
- 1Y
- -0.99%
- 3Y*
- 0.85%
- 5Y*
- -3.03%
- 10Y*
- -1.28%
LYQ2.DE vs. D5BB.DE - 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 | 0.02% | 2.14% | 2.96% | 3.27% | -4.97% | -0.84% | -0.20% | -0.12% | -0.45% | -0.63% |
D5BB.DE Xtrackers II Germany Government Bond UCITS ETF | -0.06% | -1.48% | 0.17% | 5.19% | -17.79% | -2.56% | 2.70% | 2.83% | 2.38% | -1.64% |
Correlation
The correlation between LYQ2.DE and D5BB.DE is 0.79, 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 | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2010 | 0.46 |
Over the past year, LYQ2.DE and D5BB.DE have become more correlated (0.79) than their long-term average of 0.46, meaning their price movements have been converging.
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Return for Risk
LYQ2.DE vs. D5BB.DE — Risk / Return Rank
LYQ2.DE
D5BB.DE
LYQ2.DE vs. D5BB.DE - 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 Xtrackers II Germany Government Bond UCITS ETF (D5BB.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.
| LYQ2.DE | D5BB.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 0.94 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | -0.48 | +1.06 |
| Martin ratioReturn relative to average drawdown | 1.82 | -1.00 | +2.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYQ2.DE | D5BB.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | -0.37 | +0.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | -0.49 | +0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | -0.24 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.17 | +0.71 |
Drawdowns
LYQ2.DE vs. D5BB.DE - Drawdown Comparison
The maximum LYQ2.DE drawdown since its inception was -7.75%, smaller than the maximum D5BB.DE drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for LYQ2.DE and D5BB.DE.
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Drawdown Indicators
| LYQ2.DE | D5BB.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.75% | -23.86% | +16.11% |
Max Drawdown (1Y)Largest decline over 1 year | -1.22% | -2.88% | +1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -1.22% | -4.96% | +3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -6.02% | -21.18% | +15.16% |
Max Drawdown (10Y)Largest decline over 10 years | -7.75% | -23.86% | +16.11% |
Current DrawdownCurrent decline from peak | -0.55% | -19.30% | +18.75% |
Average DrawdownAverage peak-to-trough decline | -1.30% | -6.98% | +5.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 1.39% | -1.00% |
Volatility
LYQ2.DE vs. D5BB.DE - Volatility Comparison
The current volatility for Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) is 0.55%, while Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) has a volatility of 1.45%. This indicates that LYQ2.DE experiences smaller price fluctuations and is considered to be less risky than D5BB.DE 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 | D5BB.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.55% | 1.45% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 1.14% | 2.97% | -1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.26% | 3.70% | -2.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.65% | 6.10% | -4.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.31% | 5.26% | -3.95% |
LYQ2.DE vs. D5BB.DE - Expense Ratio Comparison
LYQ2.DE has a 0.17% expense ratio, which is higher than D5BB.DE's 0.15% 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
LYQ2.DE vs. D5BB.DE - Dividend Comparison
LYQ2.DE has not paid dividends to shareholders, while D5BB.DE's dividend yield for the trailing twelve months is around 1.70%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BB.DE Xtrackers II Germany Government Bond UCITS ETF | 1.70% | 1.58% | 1.36% | 1.13% | 1.79% | 1.15% | 0.00% | 0.00% | 0.00% | 0.56% | 0.00% | 0.77% |
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 D5BB.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BB.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BB.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYQ2.DE.
LYQ2.DE tracks Bloomberg Euro Treasury 50bn 1-3 Year Bond, while D5BB.DE tracks iBoxx® EUR Germany. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.17% for LYQ2.DE and 0.15% for D5BB.DE.
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