LYS4.DE vs. AUM5.DE
LYS4.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYS4.DE is a European Government Bonds fund tracking the MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR), while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYS4.DE returned -0.21%/yr vs 15.11%/yr for AUM5.DE. At a correlation of -0.03, they often move in opposite directions. LYS4.DE charges 0.17%/yr vs 0.15%/yr for AUM5.DE.
Performance
LYS4.DE vs. AUM5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYS4.DE achieves a 0.05% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, LYS4.DE has underperformed AUM5.DE with an annualized return of -0.21%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
LYS4.DE
- 1D
- 0.08%
- 1M
- 0.05%
- YTD
- 0.05%
- 6M
- 0.17%
- 1Y
- 0.78%
- 3Y*
- 2.29%
- 5Y*
- 0.27%
- 10Y*
- -0.21%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
LYS4.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYS4.DE Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc | 0.05% | 1.96% | 2.50% | 2.85% | -5.26% | -0.98% | -0.68% | -0.79% | -0.48% | -1.00% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between LYS4.DE and AUM5.DE is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.00 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.03 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2012 | -0.03 |
The correlation between LYS4.DE and AUM5.DE shifts across timeframes, from -0.03 (10 years) to 0.12 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LYS4.DE vs. AUM5.DE — Risk / Return Rank
LYS4.DE
AUM5.DE
LYS4.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.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.
| LYS4.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.37 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.41 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 3.57 | -3.13 |
| Martin ratioReturn relative to average drawdown | 1.30 | 12.74 | -11.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LYS4.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 2.20 | -1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.97 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.93 | -1.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.96 | -0.97 |
Drawdowns
LYS4.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYS4.DE drawdown since its inception was -9.86%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and AUM5.DE.
Loading charts...
Drawdown Indicators
| LYS4.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.86% | -33.66% | +23.80% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -7.15% | +5.83% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -23.30% | +21.98% |
Max Drawdown (5Y)Largest decline over 5 years | -6.58% | -23.30% | +16.72% |
Max Drawdown (10Y)Largest decline over 10 years | -9.86% | -33.66% | +23.80% |
Current DrawdownCurrent decline from peak | -2.29% | -0.46% | -1.83% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -4.00% | +1.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 2.01% | -1.56% |
Volatility
LYS4.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.DE) is 0.46%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 2.63%. This indicates that LYS4.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.
Loading charts...
Volatility by Period
| LYS4.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 2.63% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 1.24% | 7.61% | -6.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.35% | 11.64% | -10.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.72% | 15.19% | -13.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.43% | 16.07% | -14.64% |
LYS4.DE vs. AUM5.DE - Expense Ratio Comparison
LYS4.DE has a 0.17% 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
LYS4.DE vs. AUM5.DE - Dividend Comparison
Neither LYS4.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LYS4.DE and AUM5.DE have a correlation of 0.12, 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 0.17% for LYS4.DE.
LYS4.DE is categorized as European Government Bonds, while AUM5.DE is S&P 500. LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR), while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.17% for LYS4.DE and 0.15% for AUM5.DE.
Find the right allocation for LYS4.DE and AUM5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer