LYQ6.DE vs. AUM5.DE
LYQ6.DE (Amundi Euro Government Bond 10-15Y UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYQ6.DE is a Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 10-15 Year Bond Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 5 years, LYQ6.DE returned -3.46%/yr vs 13.81%/yr for AUM5.DE. At a 0.05 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
LYQ6.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYQ6.DE achieves a 1.10% return, which is significantly lower than AUM5.DE's 12.24% return.
LYQ6.DE
- 1D
- -0.23%
- 1M
- 1.13%
- 6M
- 1.70%
- YTD
- 1.10%
- 1Y
- 1.04%
- 3Y*
- 3.01%
- 5Y*
- -3.46%
- 10Y*
- —
AUM5.DE
- 1D
- 0.21%
- 1M
- 0.61%
- 6M
- 13.04%
- YTD
- 12.24%
- 1Y
- 24.13%
- 3Y*
- 18.43%
- 5Y*
- 13.81%
- 10Y*
- 15.03%
LYQ6.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYQ6.DE Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) | 1.10% | 0.53% | 1.10% | 10.34% | -25.15% | -4.33% | 6.52% | 10.81% | 0.77% | -1.35% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -1.01% | 3.21% |
Correlation
The correlation between LYQ6.DE and AUM5.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2017 | 0.05 |
The correlation between LYQ6.DE and AUM5.DE shifts across timeframes, from 0.05 (all time) to 0.24 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LYQ6.DE vs. AUM5.DE — Risk / Return Rank
LYQ6.DE
AUM5.DE
LYQ6.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) (LYQ6.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LYQ6.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.51 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.37 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | 3.35 | -3.15 |
| Martin ratioReturn relative to average drawdown | 0.51 | 11.77 | -11.26 |
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Drawdowns
LYQ6.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYQ6.DE drawdown since its inception was -30.03%, smaller than the maximum AUM5.DE drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for LYQ6.DE and AUM5.DE.
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Drawdown Indicators
| LYQ6.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.03% | -33.65% | +3.62% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -7.18% | +1.99% |
Max Drawdown (3Y)Largest decline over 3 years | -6.78% | -23.30% | +16.52% |
Max Drawdown (5Y)Largest decline over 5 years | -29.32% | -23.30% | -6.02% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -19.17% | -0.65% | -18.52% |
Average DrawdownAverage peak-to-trough decline | -12.37% | -3.98% | -8.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 2.04% | 0.00% |
Volatility
LYQ6.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) (LYQ6.DE) is 1.36%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.66%. This indicates that LYQ6.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
| LYQ6.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.36% | 3.66% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 5.38% | 7.97% | -2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.52% | 11.89% | -5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.25% | 15.22% | -5.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.04% | 16.08% | -8.04% |
LYQ6.DE vs. AUM5.DE - Expense Ratio Comparison
Both LYQ6.DE and AUM5.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
LYQ6.DE vs. AUM5.DE - Dividend Comparison
Neither LYQ6.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LYQ6.DE and AUM5.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LYQ6.DE and AUM5.DE have the same expense ratio: 0.15% per year.
LYQ6.DE is categorized as Government Bonds, while AUM5.DE is S&P 500. LYQ6.DE tracks Bloomberg Euro Treasury 50bn 10-15 Year Bond Index, while AUM5.DE tracks S&P 500 Index.
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