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LYQ3.DE vs. IB01.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYQ3.DE vs. IB01.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.DE) and iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYQ3.DE is traded in EUR, while IB01.L is traded in USD. To make them comparable, the IB01.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYQ3.DE achieves a -0.32% return, which is significantly lower than IB01.L's 2.61% 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%

IB01.L

1D
-0.09%
1M
1.43%
YTD
2.61%
6M
2.00%
1Y
2.44%
3Y*
1.95%
5Y*
4.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQ3.DE vs. IB01.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
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%1.04%
IB01.L
iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
2.61%-8.05%12.19%1.78%7.34%7.48%-7.43%3.14%

Correlation

The correlation between LYQ3.DE and IB01.L is -0.27, 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

-0.27

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

-0.07

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2019

-0.01

Over the past year, the inverse relationship between LYQ3.DE and IB01.L has strengthened: their correlation has moved from -0.01 to -0.27, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

LYQ3.DE vs. IB01.L — Risk / Return Rank

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

LYQ3.DE
LYQ3.DE Risk / Return Rank: 1111
Overall Rank
LYQ3.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LYQ3.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
LYQ3.DE Omega Ratio Rank: 1010
Omega Ratio Rank
LYQ3.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LYQ3.DE Martin Ratio Rank: 1111
Martin Ratio Rank

IB01.L
IB01.L Risk / Return Rank: 100100
Overall Rank
IB01.L Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
IB01.L Sortino Ratio Rank: 100100
Sortino Ratio Rank
IB01.L Omega Ratio Rank: 100100
Omega Ratio Rank
IB01.L Calmar Ratio Rank: 100100
Calmar Ratio Rank
IB01.L Martin Ratio Rank: 100100
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.

LYQ3.DE vs. IB01.L - 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 iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L). 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.DEIB01.LDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

1.03

1.07

-0.04

Calmar ratioReturn relative to maximum drawdown

0.15

0.59

-0.43

Martin ratioReturn relative to average drawdown

0.43

1.35

-0.92

LYQ3.DE vs. IB01.L - Sharpe Ratio Comparison

The current LYQ3.DE Sharpe Ratio is 0.15, which is lower than the IB01.L Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of LYQ3.DE and IB01.L, 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


LYQ3.DEIB01.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

0.36

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.57

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.32

+0.34

Drawdowns

LYQ3.DE vs. IB01.L - Drawdown Comparison

The maximum LYQ3.DE drawdown since its inception was -12.43%, smaller than the maximum IB01.L drawdown of -13.53%. Use the drawdown chart below to compare losses from any high point for LYQ3.DE and IB01.L.


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Drawdown Indicators


LYQ3.DEIB01.LDifference

Max Drawdown

Largest peak-to-trough decline

-12.43%

-13.53%

+1.10%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

-3.83%

+1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-2.38%

-11.53%

+9.15%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

-11.76%

-0.26%

Max Drawdown (10Y)

Largest decline over 10 years

-12.43%

Current Drawdown

Current decline from peak

-2.86%

-6.78%

+3.92%

Average Drawdown

Average peak-to-trough decline

-2.20%

-5.91%

+3.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.66%

-0.81%

Volatility

LYQ3.DE vs. IB01.L - Volatility Comparison

The current volatility for Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.DE) is 0.99%, while iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) (IB01.L) has a volatility of 1.27%. This indicates that LYQ3.DE experiences smaller price fluctuations and is considered to be less risky than IB01.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYQ3.DEIB01.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.27%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

4.25%

-2.02%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

6.20%

-3.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.56%

7.57%

-4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.80%

7.37%

-4.57%

LYQ3.DE vs. IB01.L - Expense Ratio Comparison

LYQ3.DE has a 0.17% expense ratio, which is higher than IB01.L's 0.07% 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. IB01.L - Dividend Comparison

Neither LYQ3.DE nor IB01.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYQ3.DE and IB01.L have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IB01.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IB01.L is cheaper with a 0.07% expense ratio, compared with 0.17% for LYQ3.DE.

LYQ3.DE is categorized as European Government Bonds, while IB01.L is Government Bonds. LYQ3.DE tracks Bloomberg Euro Treasury 50bn 3-5 Year Bond, while IB01.L tracks ICE U.S. Treasury Short Bond Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.17% for LYQ3.DE and 0.07% for IB01.L.

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