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LYQK.DE vs. AUM5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYQK.DE vs. AUM5.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc) (LYQK.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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, 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQK.DE vs. AUM5.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

LYQK.DE
LYQK.DE Risk / Return Rank: 1818
Overall Rank
LYQK.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LYQK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
LYQK.DE Omega Ratio Rank: 1515
Omega Ratio Rank
LYQK.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
LYQK.DE Martin Ratio Rank: 2020
Martin Ratio Rank

AUM5.DE
AUM5.DE Risk / Return Rank: 7777
Overall Rank
AUM5.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
AUM5.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
AUM5.DE Omega Ratio Rank: 7777
Omega Ratio Rank
AUM5.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
AUM5.DE Martin Ratio Rank: 7777
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.

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.DEAUM5.DEDifference
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

LYQK.DE vs. AUM5.DE - Sharpe Ratio Comparison

The current LYQK.DE Sharpe Ratio is 0.47, which is lower than the AUM5.DE Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of LYQK.DE and AUM5.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

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.DEAUM5.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-55.73%

-0.65%

-55.08%

Average Drawdown

Average peak-to-trough decline

-54.30%

-3.98%

-50.32%

Ulcer Index

Depth 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.DEAUM5.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

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