LYQ3.DE vs. AUM5.DE
LYQ3.DE (Amundi Euro Government Bond 3-5Y UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYQ3.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 3-5 Year Bond, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYQ3.DE returned -0.05%/yr vs 15.11%/yr for AUM5.DE. At a 0.04 correlation, their price movements are largely independent. LYQ3.DE charges 0.17%/yr vs 0.15%/yr for AUM5.DE.
Performance
LYQ3.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYQ3.DE achieves a -0.32% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, LYQ3.DE has underperformed AUM5.DE with an annualized return of -0.05%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
LYQ3.DE
- 1D
- 0.05%
- 1M
- -0.07%
- YTD
- -0.32%
- 6M
- -0.08%
- 1Y
- 0.63%
- 3Y*
- 2.71%
- 5Y*
- -0.36%
- 10Y*
- -0.05%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
LYQ3.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYQ3.DE Amundi Euro Government Bond 3-5Y UCITS ETF Acc | -0.32% | 2.66% | 2.16% | 5.09% | -10.00% | -1.33% | 1.07% | 1.11% | -0.34% | -0.27% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between LYQ3.DE and AUM5.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | 0.04 |
The correlation between LYQ3.DE and AUM5.DE shifts across timeframes, from 0.03 (10 years) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LYQ3.DE vs. AUM5.DE — Risk / Return Rank
LYQ3.DE
AUM5.DE
LYQ3.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| LYQ3.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.41 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 3.57 | -3.42 |
| Martin ratioReturn relative to average drawdown | 0.43 | 12.74 | -12.31 |
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
| LYQ3.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 2.20 | -2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.10 | 0.97 | -1.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.93 | -0.95 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.96 | -0.30 |
Drawdowns
LYQ3.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYQ3.DE drawdown since its inception was -12.43%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LYQ3.DE and AUM5.DE.
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Drawdown Indicators
| LYQ3.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.43% | -33.66% | +21.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.38% | -7.15% | +4.77% |
Max Drawdown (3Y)Largest decline over 3 years | -2.38% | -23.30% | +20.92% |
Max Drawdown (5Y)Largest decline over 5 years | -12.02% | -23.30% | +11.28% |
Max Drawdown (10Y)Largest decline over 10 years | -12.43% | -33.66% | +21.23% |
Current DrawdownCurrent decline from peak | -2.86% | -0.46% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -2.20% | -4.00% | +1.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 2.01% | -1.16% |
Volatility
LYQ3.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.DE) is 0.99%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 2.63%. This indicates that LYQ3.DE experiences smaller price fluctuations and is considered to be less risky than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYQ3.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.99% | 2.63% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 2.23% | 7.61% | -5.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.51% | 11.64% | -9.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.56% | 15.19% | -11.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.80% | 16.07% | -13.27% |
LYQ3.DE vs. AUM5.DE - Expense Ratio Comparison
LYQ3.DE has a 0.17% expense ratio, which is higher than AUM5.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
LYQ3.DE vs. AUM5.DE - Dividend Comparison
Neither LYQ3.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LYQ3.DE and AUM5.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYQ3.DE.
LYQ3.DE is categorized as European Government Bonds, while AUM5.DE is S&P 500. LYQ3.DE tracks Bloomberg Euro Treasury 50bn 3-5 Year Bond, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.17% for LYQ3.DE and 0.15% for AUM5.DE.
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