PortfoliosLab logoPortfoliosLab logo
LYQ7.DE vs. IBCI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYQ7.DE vs. IBCI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) and iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LYQ7.DE vs. IBCI.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYQ7.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc
1.71%0.95%-0.33%5.62%-9.46%6.28%2.86%6.52%-1.49%1.03%
IBCI.DE
iShares € Inflation Linked Govt Bond UCITS ETF
1.77%0.81%-0.17%5.41%-9.30%6.19%2.83%6.31%-1.54%1.05%

Returns By Period

The year-to-date returns for both investments are quite close, with LYQ7.DE having a 1.71% return and IBCI.DE slightly higher at 1.77%. Both investments have delivered pretty close results over the past 10 years, with LYQ7.DE having a 1.53% annualized return and IBCI.DE not far behind at 1.48%.


LYQ7.DE

1D
0.17%
1M
-0.58%
YTD
1.71%
6M
1.81%
1Y
2.87%
3Y*
1.71%
5Y*
0.48%
10Y*
1.53%

IBCI.DE

1D
0.22%
1M
-0.75%
YTD
1.77%
6M
1.89%
1Y
2.91%
3Y*
1.71%
5Y*
0.48%
10Y*
1.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LYQ7.DE vs. IBCI.DE - Expense Ratio Comparison

Both LYQ7.DE and IBCI.DE have an expense ratio of 0.09%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

LYQ7.DE vs. IBCI.DE — Risk / Return Rank

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

LYQ7.DE
LYQ7.DE Risk / Return Rank: 3939
Overall Rank
LYQ7.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
LYQ7.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
LYQ7.DE Omega Ratio Rank: 3131
Omega Ratio Rank
LYQ7.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
LYQ7.DE Martin Ratio Rank: 3838
Martin Ratio Rank

IBCI.DE
IBCI.DE Risk / Return Rank: 4242
Overall Rank
IBCI.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IBCI.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
IBCI.DE Omega Ratio Rank: 3131
Omega Ratio Rank
IBCI.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
IBCI.DE Martin Ratio Rank: 4141
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.

LYQ7.DE vs. IBCI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) and iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.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.


LYQ7.DEIBCI.DEDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.78

+0.01

Sortino ratio

Return per unit of downside risk

1.17

1.12

+0.05

Omega ratio

Gain probability vs. loss probability

1.14

1.14

+0.01

Calmar ratio

Return relative to maximum drawdown

1.56

1.79

-0.23

Martin ratio

Return relative to average drawdown

4.25

4.35

-0.10

LYQ7.DE vs. IBCI.DE - Sharpe Ratio Comparison

The current LYQ7.DE Sharpe Ratio is 0.79, which is comparable to the IBCI.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of LYQ7.DE and IBCI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LYQ7.DEIBCI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.78

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.07

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.24

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.24

+0.22

Correlation

The correlation between LYQ7.DE and IBCI.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LYQ7.DE vs. IBCI.DE - Dividend Comparison

Neither LYQ7.DE nor IBCI.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LYQ7.DE vs. IBCI.DE - Drawdown Comparison

The maximum LYQ7.DE drawdown since its inception was -16.09%, roughly equal to the maximum IBCI.DE drawdown of -16.37%. Use the drawdown chart below to compare losses from any high point for LYQ7.DE and IBCI.DE.


Loading graphics...

Drawdown Indicators


LYQ7.DEIBCI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.09%

-16.37%

+0.28%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-1.87%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-16.37%

+0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-16.09%

-16.37%

+0.28%

Current Drawdown

Current decline from peak

-6.89%

-6.81%

-0.08%

Average Drawdown

Average peak-to-trough decline

-3.70%

-4.93%

+1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.75%

0.77%

-0.02%

Volatility

LYQ7.DE vs. IBCI.DE - Volatility Comparison

Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) and iShares € Inflation Linked Govt Bond UCITS ETF (IBCI.DE) have volatilities of 1.71% and 1.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LYQ7.DEIBCI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.78%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

2.50%

+0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

3.70%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

6.83%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.80%

6.14%

-0.34%