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LYQ6.DE vs. PR1T.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYQ6.DE vs. PR1T.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) (LYQ6.DE) and Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.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, LYQ6.DE achieves a 1.10% return, which is significantly lower than PR1T.DE's 4.54% 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*

PR1T.DE

1D
0.00%
1M
1.75%
6M
4.40%
YTD
4.54%
1Y
6.80%
3Y*
2.92%
5Y*
4.02%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQ6.DE vs. PR1T.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LYQ6.DE
Amundi Euro Government Bond 10-15Y UCITS ETF (Acc)
1.10%0.53%1.10%10.34%-25.15%-4.33%3.26%
PR1T.DE
Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C)
4.54%-7.38%11.28%1.27%6.78%8.43%-6.80%

Correlation

The correlation between LYQ6.DE and PR1T.DE is -0.33, 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

-0.33

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

-0.22

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

-0.15

Correlation (All Time)
Calculated using the full available price history since Jul 21, 2020

-0.12

Over the past year, the inverse relationship between LYQ6.DE and PR1T.DE has strengthened: their correlation has moved from -0.12 to -0.33, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

LYQ6.DE vs. PR1T.DE — Risk / Return Rank

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

LYQ6.DE
LYQ6.DE Risk / Return Rank: 1111
Overall Rank
LYQ6.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LYQ6.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
LYQ6.DE Omega Ratio Rank: 1010
Omega Ratio Rank
LYQ6.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LYQ6.DE Martin Ratio Rank: 1111
Martin Ratio Rank

PR1T.DE
PR1T.DE Risk / Return Rank: 3838
Overall Rank
PR1T.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
PR1T.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
PR1T.DE Omega Ratio Rank: 3232
Omega Ratio Rank
PR1T.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
PR1T.DE Martin Ratio Rank: 3737
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.

LYQ6.DE vs. PR1T.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 Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.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.DEPR1T.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.37

Omega ratioGain probability vs. loss probability

1.03

1.20

-0.16

Calmar ratioReturn relative to maximum drawdown

0.20

2.01

-1.81

Martin ratioReturn relative to average drawdown

0.51

4.78

-4.27

LYQ6.DE vs. PR1T.DE - Sharpe Ratio Comparison

The current LYQ6.DE Sharpe Ratio is 0.16, which is lower than the PR1T.DE Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of LYQ6.DE and PR1T.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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Drawdowns

LYQ6.DE vs. PR1T.DE - Drawdown Comparison

The maximum LYQ6.DE drawdown since its inception was -30.03%, which is greater than PR1T.DE's maximum drawdown of -11.76%. Use the drawdown chart below to compare losses from any high point for LYQ6.DE and PR1T.DE.


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Drawdown Indicators


LYQ6.DEPR1T.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.03%

-11.76%

-18.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.19%

-3.39%

-1.80%

Max Drawdown (3Y)

Largest decline over 3 years

-6.78%

-11.71%

+4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-29.32%

-11.76%

-17.56%

Current Drawdown

Current decline from peak

-19.17%

-5.55%

-13.62%

Average Drawdown

Average peak-to-trough decline

-12.37%

-5.20%

-7.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.42%

+0.62%

Volatility

LYQ6.DE vs. PR1T.DE - Volatility Comparison

The current volatility for Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) (LYQ6.DE) is 1.36%, while Amundi Prime US Treasury Bond 0-1 Y UCITS ETF DR USD (C) (PR1T.DE) has a volatility of 1.65%. This indicates that LYQ6.DE experiences smaller price fluctuations and is considered to be less risky than PR1T.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.DEPR1T.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.65%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

5.38%

4.27%

+1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

6.52%

6.08%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.25%

7.44%

+1.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.04%

7.25%

+0.79%

LYQ6.DE vs. PR1T.DE - Expense Ratio Comparison

LYQ6.DE has a 0.15% expense ratio, which is higher than PR1T.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

LYQ6.DE vs. PR1T.DE - Dividend Comparison

Neither LYQ6.DE nor PR1T.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYQ6.DE and PR1T.DE have a correlation of -0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PR1T.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PR1T.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for LYQ6.DE.

LYQ6.DE tracks Bloomberg Euro Treasury 50bn 10-15 Year Bond Index, while PR1T.DE tracks Solactive US Treasury 0-1 Year Bond Index. Their fees differ too: 0.15% for LYQ6.DE and 0.05% for PR1T.DE.

Portfolio Optimizer

Find the right allocation for LYQ6.DE and PR1T.DE

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