LYQ6.DE vs. XT01.DE
LYQ6.DE (Amundi Euro Government Bond 10-15Y UCITS ETF (Acc)) and XT01.DE (Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C) are both Government Bonds funds - LYQ6.DE tracks the Bloomberg Euro Treasury 50bn 10-15 Year Bond Index while XT01.DE tracks the FTSE US Treasury Short Duration Index. Both are passively managed. Over the past 5 years, LYQ6.DE returned -4.00%/yr vs 4.09%/yr for XT01.DE. At a correlation of -0.12, they often move in opposite directions. LYQ6.DE charges 0.15%/yr vs 0.06%/yr for XT01.DE.
Performance
LYQ6.DE vs. XT01.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYQ6.DE achieves a -0.57% return, which is significantly lower than XT01.DE's 4.62% return.
LYQ6.DE
- 1D
- 0.04%
- 1M
- -1.88%
- 6M
- -1.32%
- YTD
- -0.57%
- 1Y
- 0.17%
- 3Y*
- 2.04%
- 5Y*
- -4.00%
- 10Y*
- —
XT01.DE
- 1D
- 0.00%
- 1M
- 1.56%
- 6M
- 3.04%
- YTD
- 4.62%
- 1Y
- 5.20%
- 3Y*
- 3.95%
- 5Y*
- 4.09%
- 10Y*
- —
LYQ6.DE vs. XT01.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LYQ6.DE Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) | -0.57% | 0.53% | 1.10% | 10.34% | -25.15% | -4.33% | 3.01% |
XT01.DE Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C | 4.62% | -7.30% | 11.24% | 1.44% | 7.11% | 8.43% | -3.74% |
Correlation
The correlation between LYQ6.DE and XT01.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 | -0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | -0.12 |
Over the past year, the inverse relationship between LYQ6.DE and XT01.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. XT01.DE — Risk / Return Rank
LYQ6.DE
XT01.DE
LYQ6.DE vs. XT01.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 Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.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 | XT01.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.23 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.16 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.54 | -1.51 |
| Martin ratioReturn relative to average drawdown | 0.08 | 3.67 | -3.59 |
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Drawdowns
LYQ6.DE vs. XT01.DE - Drawdown Comparison
The maximum LYQ6.DE drawdown since its inception was -30.03%, which is greater than XT01.DE's maximum drawdown of -11.68%. Use the drawdown chart below to compare losses from any high point for LYQ6.DE and XT01.DE.
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Drawdown Indicators
| LYQ6.DE | XT01.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.03% | -11.68% | -18.35% |
Max Drawdown (1Y)Largest decline over 1 year | -5.19% | -3.40% | -1.79% |
Max Drawdown (3Y)Largest decline over 3 years | -6.78% | -11.68% | +4.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.32% | -11.68% | -17.64% |
Current DrawdownCurrent decline from peak | -20.50% | -5.37% | -15.13% |
Average DrawdownAverage peak-to-trough decline | -12.40% | -4.91% | -7.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 1.43% | +0.70% |
Volatility
LYQ6.DE vs. XT01.DE - Volatility Comparison
Amundi Euro Government Bond 10-15Y UCITS ETF (Acc) (LYQ6.DE) has a higher volatility of 1.65% compared to Xtrackers US Treasuries Ultrashort Bond UCITS ETF 1C (XT01.DE) at 1.26%. This indicates that LYQ6.DE's price experiences larger fluctuations and is considered to be riskier than XT01.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 | XT01.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.65% | 1.26% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 5.50% | 4.20% | +1.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.60% | 5.92% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.26% | 7.44% | +1.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.03% | 7.27% | +0.76% |
LYQ6.DE vs. XT01.DE - Expense Ratio Comparison
LYQ6.DE has a 0.15% expense ratio, which is higher than XT01.DE's 0.06% 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. XT01.DE - Dividend Comparison
Neither LYQ6.DE nor XT01.DE has paid dividends to shareholders.
Frequently Asked Questions
LYQ6.DE and XT01.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, XT01.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XT01.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for LYQ6.DE.
LYQ6.DE tracks Bloomberg Euro Treasury 50bn 10-15 Year Bond Index, while XT01.DE tracks FTSE US Treasury Short Duration Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for LYQ6.DE and 0.06% for XT01.DE.
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