LYQK.DE vs. AUM5.DE
LYQK.DE (Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYQK.DE is a Inverse Bonds fund tracking the Solactive Bund Daily (-2x) Inverse Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYQK.DE returned 1.97%/yr vs 15.03%/yr for AUM5.DE. At a 0.10 correlation, their price movements are largely independent. LYQK.DE charges 0.20%/yr vs 0.15%/yr for AUM5.DE.
Performance
LYQK.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYQK.DE achieves a 0.41% return, which is significantly lower than AUM5.DE's 12.24% return. Over the past 10 years, LYQK.DE has underperformed AUM5.DE with an annualized return of 1.97%, while AUM5.DE has yielded a comparatively higher 15.03% annualized return.
LYQK.DE
- 1D
- 0.61%
- 1M
- -1.58%
- 6M
- -0.25%
- YTD
- 0.41%
- 1Y
- 4.29%
- 3Y*
- 4.23%
- 5Y*
- 10.16%
- 10Y*
- 1.97%
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%
LYQK.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYQK.DE Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc) | 0.41% | 7.07% | 11.42% | -7.90% | 47.81% | 2.41% | -9.43% | -10.38% | -9.05% | -3.18% |
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% | 6.83% |
Correlation
The correlation between LYQK.DE and AUM5.DE is -0.16, 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2010 | 0.10 |
The correlation between LYQK.DE and AUM5.DE shifts across timeframes, from -0.16 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LYQK.DE vs. AUM5.DE — Risk / Return Rank
LYQK.DE
AUM5.DE
LYQK.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc) (LYQK.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.
| LYQK.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.37 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.80 | 3.35 | -2.55 |
| Martin ratioReturn relative to average drawdown | 2.12 | 11.77 | -9.65 |
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Drawdowns
LYQK.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYQK.DE drawdown since its inception was -74.12%, which is greater than AUM5.DE's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for LYQK.DE and AUM5.DE.
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Drawdown Indicators
| LYQK.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.12% | -33.65% | -40.47% |
Max Drawdown (1Y)Largest decline over 1 year | -5.35% | -7.18% | +1.83% |
Max Drawdown (3Y)Largest decline over 3 years | -14.86% | -23.30% | +8.44% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -23.30% | +4.04% |
Max Drawdown (10Y)Largest decline over 10 years | -33.02% | -33.65% | +0.63% |
Current DrawdownCurrent decline from peak | -55.73% | -0.65% | -55.08% |
Average DrawdownAverage peak-to-trough decline | -54.30% | -3.98% | -50.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.02% | 2.04% | -0.02% |
Volatility
LYQK.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc) (LYQK.DE) is 2.11%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.66%. This indicates that LYQK.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
| LYQK.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.11% | 3.66% | -1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 7.34% | 7.97% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.05% | 11.89% | -2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.97% | 15.22% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.26% | 16.08% | -3.82% |
LYQK.DE vs. AUM5.DE - Expense Ratio Comparison
LYQK.DE has a 0.20% expense ratio, which is higher than AUM5.DE's 0.15% 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
LYQK.DE vs. AUM5.DE - Dividend Comparison
Neither LYQK.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LYQK.DE and AUM5.DE have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for LYQK.DE.
LYQK.DE is categorized as Inverse Bonds, while AUM5.DE is S&P 500. LYQK.DE tracks Solactive Bund Daily (-2x) Inverse Index, while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.20% for LYQK.DE and 0.15% for AUM5.DE.
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