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

Performance

LYQ3.DE vs. PRAR.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 Prime Euro Govies UCITS ETF (PRAR.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 PRAR.DE's 0.07% return.


LYQ3.DE

1D
0.05%
1M
0.33%
YTD
-0.32%
6M
-0.14%
1Y
0.37%
3Y*
2.71%
5Y*
-0.36%
10Y*
-0.05%

PRAR.DE

1D
0.09%
1M
0.61%
YTD
0.07%
6M
-0.03%
1Y
-0.06%
3Y*
2.33%
5Y*
-2.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
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%
PRAR.DE
Amundi Prime Euro Govies UCITS ETF
0.07%0.65%1.42%6.88%-18.24%-3.08%4.14%

Correlation

The correlation between LYQ3.DE and PRAR.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2020

0.87

The correlation between LYQ3.DE and PRAR.DE has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

LYQ3.DE vs. PRAR.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

PRAR.DE
PRAR.DE Risk / Return Rank: 99
Overall Rank
PRAR.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
PRAR.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
PRAR.DE Omega Ratio Rank: 88
Omega Ratio Rank
PRAR.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
PRAR.DE Martin Ratio Rank: 99
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. PRAR.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 Prime Euro Govies UCITS ETF (PRAR.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.DEPRAR.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.03

1.00

+0.03

Calmar ratioReturn relative to maximum drawdown

0.15

-0.02

+0.17

Martin ratioReturn relative to average drawdown

0.43

-0.05

+0.48

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

The current LYQ3.DE Sharpe Ratio is 0.15, which is higher than the PRAR.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of LYQ3.DE and PRAR.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.DEPRAR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

-0.01

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.36

+0.26

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

-0.28

+0.94

Drawdowns

LYQ3.DE vs. PRAR.DE - Drawdown Comparison

The maximum LYQ3.DE drawdown since its inception was -12.43%, smaller than the maximum PRAR.DE drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for LYQ3.DE and PRAR.DE.


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Drawdown Indicators


LYQ3.DEPRAR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.43%

-22.34%

+9.91%

Max Drawdown (1Y)

Largest decline over 1 year

-2.38%

-3.48%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-2.38%

-4.05%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

-21.49%

+9.47%

Max Drawdown (10Y)

Largest decline over 10 years

-12.43%

Current Drawdown

Current decline from peak

-2.86%

-13.95%

+11.09%

Average Drawdown

Average peak-to-trough decline

-2.20%

-11.58%

+9.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

1.37%

-0.52%

Volatility

LYQ3.DE vs. PRAR.DE - Volatility Comparison

The current volatility for Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.DE) is 0.99%, while Amundi Prime Euro Govies UCITS ETF (PRAR.DE) has a volatility of 1.75%. This indicates that LYQ3.DE experiences smaller price fluctuations and is considered to be less risky than PRAR.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.DEPRAR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.75%

-0.76%

Volatility (6M)

Calculated over the trailing 6-month period

2.23%

3.67%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

2.51%

4.40%

-1.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.56%

6.22%

-2.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.80%

5.80%

-3.00%

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

LYQ3.DE has a 0.17% expense ratio, which is higher than PRAR.DE's 0.05% 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. PRAR.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


LYQ3.DE and PRAR.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAR.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAR.DE is cheaper with a 0.05% expense ratio, compared with 0.17% for LYQ3.DE.

LYQ3.DE tracks Bloomberg Euro Treasury 50bn 3-5 Year Bond, while PRAR.DE tracks Solactive Eurozone Government Bond. Their fees differ too: 0.17% for LYQ3.DE and 0.05% for PRAR.DE.

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