LYQ2.DE vs. XDW0.DE
LYQ2.DE (Amundi Euro Government Bond 1-3Y UCITS ETF Acc) and XDW0.DE (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - LYQ2.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 1-3 Year Bond, while XDW0.DE is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, LYQ2.DE returned 0.10%/yr vs 9.20%/yr for XDW0.DE. At a correlation of -0.09, they often move in opposite directions. LYQ2.DE charges 0.17%/yr vs 0.25%/yr for XDW0.DE.
Performance
LYQ2.DE vs. XDW0.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 lower than XDW0.DE's 32.75% return. Over the past 10 years, LYQ2.DE has underperformed XDW0.DE with an annualized return of 0.10%, while XDW0.DE has yielded a comparatively higher 9.20% 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%
XDW0.DE
- 1D
- -0.47%
- 1M
- 3.29%
- YTD
- 32.75%
- 6M
- 28.86%
- 1Y
- 45.88%
- 3Y*
- 15.71%
- 5Y*
- 20.33%
- 10Y*
- 9.20%
LYQ2.DE vs. XDW0.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% |
XDW0.DE Xtrackers MSCI World Energy UCITS ETF 1C | 32.75% | 2.24% | 7.48% | 0.18% | 53.95% | 52.18% | -36.97% | 14.05% | -12.13% | -7.68% |
Correlation
The correlation between LYQ2.DE and XDW0.DE 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 | -0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | -0.09 |
Over the past year, the inverse relationship between LYQ2.DE and XDW0.DE has strengthened: their correlation has moved from -0.09 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. XDW0.DE — Risk / Return Rank
LYQ2.DE
XDW0.DE
LYQ2.DE vs. XDW0.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 MSCI World Energy UCITS ETF 1C (XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.37 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.98 | -2.40 |
| Martin ratioReturn relative to average drawdown | 1.82 | 9.92 | -8.10 |
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 | XDW0.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.56 | 2.10 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.84 | -0.51 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.07 | 0.35 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.88 | 0.37 | +0.51 |
Drawdowns
LYQ2.DE vs. XDW0.DE - Drawdown Comparison
The maximum LYQ2.DE drawdown since its inception was -7.75%, smaller than the maximum XDW0.DE drawdown of -61.44%. Use the drawdown chart below to compare losses from any high point for LYQ2.DE and XDW0.DE.
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Drawdown Indicators
| LYQ2.DE | XDW0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.75% | -61.44% | +53.69% |
Max Drawdown (1Y)Largest decline over 1 year | -1.22% | -15.05% | +13.83% |
Max Drawdown (3Y)Largest decline over 3 years | -1.22% | -23.71% | +22.49% |
Max Drawdown (5Y)Largest decline over 5 years | -6.02% | -23.71% | +17.69% |
Max Drawdown (10Y)Largest decline over 10 years | -7.75% | -61.44% | +53.69% |
Current DrawdownCurrent decline from peak | -0.55% | -7.38% | +6.83% |
Average DrawdownAverage peak-to-trough decline | -1.30% | -13.84% | +12.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 4.53% | -4.14% |
Volatility
LYQ2.DE vs. XDW0.DE - Volatility Comparison
The current volatility for Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) is 0.55%, while Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) has a volatility of 6.96%. This indicates that LYQ2.DE experiences smaller price fluctuations and is considered to be less risky than XDW0.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 | XDW0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.55% | 6.96% | -6.41% |
Volatility (6M)Calculated over the trailing 6-month period | 1.14% | 18.42% | -17.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.26% | 21.48% | -20.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.65% | 24.04% | -22.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.31% | 26.02% | -24.71% |
LYQ2.DE vs. XDW0.DE - Expense Ratio Comparison
LYQ2.DE has a 0.17% expense ratio, which is lower than XDW0.DE's 0.25% expense ratio. Despite the difference, 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. XDW0.DE - Dividend Comparison
Neither LYQ2.DE nor XDW0.DE has paid dividends to shareholders.
Frequently Asked Questions
LYQ2.DE and XDW0.DE 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.
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 0.25% for XDW0.DE.
LYQ2.DE is categorized as European Government Bonds, while XDW0.DE is Energy Equities. LYQ2.DE tracks Bloomberg Euro Treasury 50bn 1-3 Year Bond, while XDW0.DE tracks MSCI World/Energy NR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.17% for LYQ2.DE and 0.25% for XDW0.DE.
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