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LYQ7.DE vs. IQQ0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYQ7.DE vs. IQQ0.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 Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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, LYQ7.DE achieves a 3.12% return, which is significantly higher than IQQ0.DE's 1.59% return. Over the past 10 years, LYQ7.DE has underperformed IQQ0.DE with an annualized return of 1.60%, while IQQ0.DE has yielded a comparatively higher 6.81% annualized return.


LYQ7.DE

1D
-0.08%
1M
-0.07%
YTD
3.12%
6M
2.80%
1Y
3.39%
3Y*
1.98%
5Y*
0.72%
10Y*
1.60%

IQQ0.DE

1D
-0.02%
1M
1.81%
YTD
1.59%
6M
1.63%
1Y
0.25%
3Y*
6.35%
5Y*
6.14%
10Y*
6.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQ7.DE vs. IQQ0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYQ7.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc
3.12%0.95%-0.33%5.62%-9.46%6.28%2.86%6.52%-1.49%1.03%
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)
1.59%-1.26%17.64%3.73%-4.34%24.26%-6.77%26.17%2.03%3.11%

Correlation

The correlation between LYQ7.DE and IQQ0.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.17

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

0.18

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2013

0.15

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Return for Risk

LYQ7.DE vs. IQQ0.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: 2727
Overall Rank
LYQ7.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LYQ7.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
LYQ7.DE Omega Ratio Rank: 2323
Omega Ratio Rank
LYQ7.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
LYQ7.DE Martin Ratio Rank: 2929
Martin Ratio Rank

IQQ0.DE
IQQ0.DE Risk / Return Rank: 88
Overall Rank
IQQ0.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
IQQ0.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
IQQ0.DE Omega Ratio Rank: 88
Omega Ratio Rank
IQQ0.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
IQQ0.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.

LYQ7.DE vs. IQQ0.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 Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.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.DEIQQ0.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.88

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.15

1.00

+0.15

Calmar ratioReturn relative to maximum drawdown

1.56

-0.05

+1.61

Martin ratioReturn relative to average drawdown

4.16

-0.12

+4.27

LYQ7.DE vs. IQQ0.DE - Sharpe Ratio Comparison

The current LYQ7.DE Sharpe Ratio is 0.84, which is higher than the IQQ0.DE Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of LYQ7.DE and IQQ0.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


LYQ7.DEIQQ0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.84

-0.04

+0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.60

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

0.58

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.76

-0.29

Drawdowns

LYQ7.DE vs. IQQ0.DE - Drawdown Comparison

The maximum LYQ7.DE drawdown since its inception was -16.09%, smaller than the maximum IQQ0.DE drawdown of -28.65%. Use the drawdown chart below to compare losses from any high point for LYQ7.DE and IQQ0.DE.


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Drawdown Indicators


LYQ7.DEIQQ0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.09%

-28.65%

+12.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-5.22%

+3.18%

Max Drawdown (3Y)

Largest decline over 3 years

-5.53%

-12.82%

+7.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.09%

-12.82%

-3.27%

Max Drawdown (10Y)

Largest decline over 10 years

-16.09%

-28.65%

+12.56%

Current Drawdown

Current decline from peak

-5.60%

-6.65%

+1.05%

Average Drawdown

Average peak-to-trough decline

-3.72%

-4.54%

+0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

2.44%

-1.67%

Volatility

LYQ7.DE vs. IQQ0.DE - Volatility Comparison

The current volatility for Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) is 1.19%, while iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) (IQQ0.DE) has a volatility of 2.53%. This indicates that LYQ7.DE experiences smaller price fluctuations and is considered to be less risky than IQQ0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYQ7.DEIQQ0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.19%

2.53%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.97%

5.36%

-2.39%

Volatility (1Y)

Calculated over the trailing 1-year period

3.77%

7.78%

-4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.69%

10.08%

-3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.82%

11.62%

-5.80%

LYQ7.DE vs. IQQ0.DE - Expense Ratio Comparison

LYQ7.DE has a 0.09% expense ratio, which is lower than IQQ0.DE's 0.30% expense ratio.


Dividends

LYQ7.DE vs. IQQ0.DE - Dividend Comparison

Neither LYQ7.DE nor IQQ0.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYQ7.DE and IQQ0.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYQ7.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYQ7.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for IQQ0.DE.

LYQ7.DE is categorized as Inflation-Protected Bonds, while IQQ0.DE is Global Equities. LYQ7.DE tracks Bloomberg Euro Government Inflation-Linked Bond Index, while IQQ0.DE tracks MSCI World Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.09% for LYQ7.DE and 0.30% for IQQ0.DE.

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