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LYQ3.DE vs. LYY0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYQ3.DE vs. LYY0.DE - 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 Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE). The values are adjusted to include any dividend payments, if applicable.

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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 LYY0.DE's 12.53% return. Over the past 10 years, LYQ3.DE has underperformed LYY0.DE with an annualized return of -0.05%, while LYY0.DE has yielded a comparatively higher 12.25% 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%

LYY0.DE

1D
-0.25%
1M
3.72%
YTD
12.53%
6M
12.76%
1Y
26.11%
3Y*
17.75%
5Y*
12.16%
10Y*
12.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQ3.DE vs. LYY0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
LYY0.DE
Amundi MSCI All Country World UCITS ETF EUR Acc
12.53%8.83%24.54%18.29%-14.00%28.74%5.38%29.90%-5.99%8.81%

Correlation

The correlation between LYQ3.DE and LYY0.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.14

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

0.09

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

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 16, 2012

0.07

Over the past year, LYQ3.DE and LYY0.DE have become more correlated (0.29) than their long-term average of 0.07, meaning their price movements have been converging.

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Return for Risk

LYQ3.DE vs. LYY0.DE — 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

LYY0.DE
LYY0.DE Risk / Return Rank: 7575
Overall Rank
LYY0.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LYY0.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
LYY0.DE Omega Ratio Rank: 7474
Omega Ratio Rank
LYY0.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
LYY0.DE Martin Ratio Rank: 8282
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. LYY0.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 MSCI All Country World UCITS ETF EUR Acc (LYY0.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.DELYY0.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.15

Sortino ratioReturn per unit of downside risk

-2.97

Omega ratioGain probability vs. loss probability

1.03

1.43

-0.40

Calmar ratioReturn relative to maximum drawdown

0.15

4.01

-3.86

Martin ratioReturn relative to average drawdown

0.43

16.14

-15.71

LYQ3.DE vs. LYY0.DE - Sharpe Ratio Comparison

The current LYQ3.DE Sharpe Ratio is 0.15, which is lower than the LYY0.DE Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of LYQ3.DE and LYY0.DE, 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.DELYY0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

2.29

-2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.86

-0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

0.81

-0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.84

-0.17

Drawdowns

LYQ3.DE vs. LYY0.DE - Drawdown Comparison

The maximum LYQ3.DE drawdown since its inception was -12.43%, smaller than the maximum LYY0.DE drawdown of -33.27%. Use the drawdown chart below to compare losses from any high point for LYQ3.DE and LYY0.DE.


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Drawdown Indicators


LYQ3.DELYY0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.43%

-33.27%

+20.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

-6.54%

+4.16%

Max Drawdown (3Y)

Largest decline over 3 years

-2.38%

-21.28%

+18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

-21.28%

+9.26%

Max Drawdown (10Y)

Largest decline over 10 years

-12.43%

-33.27%

+20.84%

Current Drawdown

Current decline from peak

-2.86%

-0.65%

-2.21%

Average Drawdown

Average peak-to-trough decline

-2.20%

-4.50%

+2.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.63%

-0.78%

Volatility

LYQ3.DE vs. LYY0.DE - Volatility Comparison

The current volatility for Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.DE) is 0.99%, while Amundi MSCI All Country World UCITS ETF EUR Acc (LYY0.DE) has a volatility of 3.10%. This indicates that LYQ3.DE experiences smaller price fluctuations and is considered to be less risky than LYY0.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.DELYY0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

3.10%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

8.23%

-6.00%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

11.45%

-8.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.56%

13.93%

-10.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.80%

15.00%

-12.20%

LYQ3.DE vs. LYY0.DE - Expense Ratio Comparison

LYQ3.DE has a 0.17% expense ratio, which is lower than LYY0.DE's 0.45% expense ratio.


Dividends

LYQ3.DE vs. LYY0.DE - Dividend Comparison

Neither LYQ3.DE nor LYY0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYQ3.DE and LYY0.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYQ3.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYQ3.DE is cheaper with a 0.17% expense ratio, compared with 0.45% for LYY0.DE.

LYQ3.DE is categorized as European Government Bonds, while LYY0.DE is Global Equities. LYQ3.DE tracks Bloomberg Euro Treasury 50bn 3-5 Year Bond, while LYY0.DE tracks MSCI All Country World (ACWI). Their fees differ too: 0.17% for LYQ3.DE and 0.45% for LYY0.DE.

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