LYS4.DE vs. D5BC.DE
LYS4.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc) and D5BC.DE (Xtrackers II Germany Government Bond 1-3 UCITS ETF) are both European Government Bonds funds - LYS4.DE tracks the MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR) while D5BC.DE tracks the iBoxx® EUR Germany 1-3. Both are passively managed. Over the past 10 years, LYS4.DE returned -0.21%/yr vs -0.22%/yr for D5BC.DE. Their correlation of 0.85 suggests significant overlap in exposure. LYS4.DE charges 0.17%/yr vs 0.15%/yr for D5BC.DE.
Performance
LYS4.DE vs. D5BC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYS4.DE achieves a 0.05% return, which is significantly higher than D5BC.DE's 0.01% return. Both investments have delivered pretty close results over the past 10 years, with LYS4.DE having a -0.21% annualized return and D5BC.DE not far behind at -0.22%.
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%
D5BC.DE
- 1D
- 0.03%
- 1M
- 0.03%
- YTD
- 0.01%
- 6M
- 0.07%
- 1Y
- 0.64%
- 3Y*
- 2.03%
- 5Y*
- 0.22%
- 10Y*
- -0.22%
LYS4.DE vs. D5BC.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% |
D5BC.DE Xtrackers II Germany Government Bond 1-3 UCITS ETF | 0.01% | 1.69% | 2.24% | 2.60% | -4.78% | -0.95% | -0.76% | -0.89% | -0.01% | -1.07% |
Correlation
The correlation between LYS4.DE and D5BC.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2012 | 0.85 |
The correlation between LYS4.DE and D5BC.DE has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
LYS4.DE vs. D5BC.DE — Risk / Return Rank
LYS4.DE
D5BC.DE
LYS4.DE vs. D5BC.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 Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.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 | D5BC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.09 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 0.46 | -0.02 |
| Martin ratioReturn relative to average drawdown | 1.30 | 1.39 | -0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYS4.DE | D5BC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.45 | -0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.14 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | -0.18 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.14 | -0.14 |
Drawdowns
LYS4.DE vs. D5BC.DE - Drawdown Comparison
The maximum LYS4.DE drawdown since its inception was -9.86%, which is greater than D5BC.DE's maximum drawdown of -9.22%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and D5BC.DE.
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Drawdown Indicators
| LYS4.DE | D5BC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.86% | -9.22% | -0.64% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -1.08% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -1.08% | -0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -6.58% | -6.12% | -0.46% |
Max Drawdown (10Y)Largest decline over 10 years | -9.86% | -9.22% | -0.64% |
Current DrawdownCurrent decline from peak | -2.29% | -2.33% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -2.32% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 0.36% | +0.09% |
Volatility
LYS4.DE vs. D5BC.DE - Volatility Comparison
Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.DE) has a higher volatility of 0.46% compared to Xtrackers II Germany Government Bond 1-3 UCITS ETF (D5BC.DE) at 0.42%. This indicates that LYS4.DE's price experiences larger fluctuations and is considered to be riskier than D5BC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYS4.DE | D5BC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 0.42% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 1.24% | 1.01% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.35% | 1.11% | +0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.72% | 1.57% | +0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.43% | 1.21% | +0.22% |
LYS4.DE vs. D5BC.DE - Expense Ratio Comparison
LYS4.DE has a 0.17% expense ratio, which is higher than D5BC.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. D5BC.DE - Dividend Comparison
LYS4.DE has not paid dividends to shareholders, while D5BC.DE's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
D5BC.DE Xtrackers II Germany Government Bond 1-3 UCITS ETF | 1.26% | 1.05% | 0.35% | 0.62% | 1.27% | 0.76% | 0.00% | 0.00% | 0.47% | 0.00% | 0.46% | 0.54% |
LYS4.DE Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LYS4.DE and D5BC.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, D5BC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
D5BC.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYS4.DE.
LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR), while D5BC.DE tracks iBoxx® EUR Germany 1-3. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.17% for LYS4.DE and 0.15% for D5BC.DE.
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