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

Performance

LYQK.DE vs. LYPG.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 MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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 LYPG.DE's 20.93% return. Over the past 10 years, LYQK.DE has underperformed LYPG.DE with an annualized return of 1.97%, while LYPG.DE has yielded a comparatively higher 23.46% 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%

LYPG.DE

1D
0.55%
1M
-5.27%
6M
21.91%
YTD
20.93%
1Y
36.79%
3Y*
26.69%
5Y*
19.14%
10Y*
23.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQK.DE vs. LYPG.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%
LYPG.DE
Amundi MSCI World Information Technology UCITS ETF EUR Acc
20.93%9.20%41.03%49.19%-28.32%41.72%30.66%51.20%0.61%20.65%

Correlation

The correlation between LYQK.DE and LYPG.DE is -0.11, 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

-0.11

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

-0.00

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

-0.02

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

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2010

0.09

The correlation between LYQK.DE and LYPG.DE shifts across timeframes, from -0.11 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LYQK.DE vs. LYPG.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

LYPG.DE
LYPG.DE Risk / Return Rank: 5555
Overall Rank
LYPG.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LYPG.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
LYPG.DE Omega Ratio Rank: 5454
Omega Ratio Rank
LYPG.DE Calmar Ratio Rank: 5656
Calmar Ratio Rank
LYPG.DE Martin Ratio Rank: 4444
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. LYPG.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 MSCI World Information Technology UCITS ETF EUR Acc (LYPG.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.DELYPG.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.53

Omega ratioGain probability vs. loss probability

1.09

1.28

-0.19

Calmar ratioReturn relative to maximum drawdown

0.80

2.35

-1.55

Martin ratioReturn relative to average drawdown

2.12

5.97

-3.85

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

The current LYQK.DE Sharpe Ratio is 0.47, which is lower than the LYPG.DE Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of LYQK.DE and LYPG.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. LYPG.DE - Drawdown Comparison

The maximum LYQK.DE drawdown since its inception was -74.12%, which is greater than LYPG.DE's maximum drawdown of -31.83%. Use the drawdown chart below to compare losses from any high point for LYQK.DE and LYPG.DE.


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Drawdown Indicators


LYQK.DELYPG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-74.12%

-31.83%

-42.29%

Max Drawdown (1Y)

Largest decline over 1 year

-5.35%

-15.58%

+10.23%

Max Drawdown (3Y)

Largest decline over 3 years

-14.86%

-29.64%

+14.78%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-29.64%

+10.38%

Max Drawdown (10Y)

Largest decline over 10 years

-33.02%

-31.83%

-1.19%

Current Drawdown

Current decline from peak

-55.73%

-5.87%

-49.86%

Average Drawdown

Average peak-to-trough decline

-54.30%

-5.65%

-48.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

6.14%

-4.12%

Volatility

LYQK.DE vs. LYPG.DE - Volatility Comparison

The current volatility for Amundi German Bund Daily (-2x) Inverse UCITS ETF (Acc) (LYQK.DE) is 2.11%, while Amundi MSCI World Information Technology UCITS ETF EUR Acc (LYPG.DE) has a volatility of 8.14%. This indicates that LYQK.DE experiences smaller price fluctuations and is considered to be less risky than LYPG.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.DELYPG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.11%

8.14%

-6.03%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

16.53%

-9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

9.05%

21.74%

-12.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.97%

22.77%

-7.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.26%

21.52%

-9.26%

LYQK.DE vs. LYPG.DE - Expense Ratio Comparison

LYQK.DE has a 0.20% expense ratio, which is lower than LYPG.DE's 0.30% expense ratio.


Dividends

LYQK.DE vs. LYPG.DE - Dividend Comparison

Neither LYQK.DE nor LYPG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYQK.DE and LYPG.DE have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYQK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYQK.DE is cheaper with a 0.20% expense ratio, compared with 0.30% for LYPG.DE.

LYQK.DE is categorized as Inverse Bonds, while LYPG.DE is Technology Equities. LYQK.DE tracks Solactive Bund Daily (-2x) Inverse Index, while LYPG.DE tracks MSCI World Information Technology. Their fees differ too: 0.20% for LYQK.DE and 0.30% for LYPG.DE.

Portfolio Optimizer

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