LYS4.DE vs. DE5A.DE
LYS4.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc) and DE5A.DE (Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR) are both European Government Bonds funds from Amundi - LYS4.DE tracks the MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR) while DE5A.DE tracks the FTSE Highest-Rated Eurozone Government Bond. Both are passively managed. Over the past 10 years, LYS4.DE returned -0.21%/yr vs -1.18%/yr for DE5A.DE. A 0.72 correlation means they provide meaningful diversification when combined. LYS4.DE charges 0.17%/yr vs 0.14%/yr for DE5A.DE.
Performance
LYS4.DE vs. DE5A.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 lower than DE5A.DE's 0.27% return. Over the past 10 years, LYS4.DE has outperformed DE5A.DE with an annualized return of -0.21%, while DE5A.DE has yielded a comparatively lower -1.18% 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%
DE5A.DE
- 1D
- 0.08%
- 1M
- -0.09%
- YTD
- 0.27%
- 6M
- 0.19%
- 1Y
- -0.43%
- 3Y*
- 1.24%
- 5Y*
- -3.17%
- 10Y*
- -1.18%
LYS4.DE vs. DE5A.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% |
DE5A.DE Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR | 0.27% | -0.65% | -0.40% | 5.80% | -19.06% | -3.67% | 3.70% | 4.28% | 1.66% | -0.73% |
Correlation
The correlation between LYS4.DE and DE5A.DE is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2012 | 0.72 |
The correlation between LYS4.DE and DE5A.DE has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.
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Return for Risk
LYS4.DE vs. DE5A.DE — Risk / Return Rank
LYS4.DE
DE5A.DE
LYS4.DE vs. DE5A.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 Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.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 | DE5A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.97 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | -0.26 | +0.71 |
| Martin ratioReturn relative to average drawdown | 1.30 | -0.58 | +1.88 |
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 | DE5A.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | -0.20 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | -0.49 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | -0.22 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.22 | -0.23 |
Drawdowns
LYS4.DE vs. DE5A.DE - Drawdown Comparison
The maximum LYS4.DE drawdown since its inception was -9.86%, smaller than the maximum DE5A.DE drawdown of -24.92%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and DE5A.DE.
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Drawdown Indicators
| LYS4.DE | DE5A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.86% | -24.92% | +15.06% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -3.13% | +1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -4.45% | +3.13% |
Max Drawdown (5Y)Largest decline over 5 years | -6.58% | -22.78% | +16.20% |
Max Drawdown (10Y)Largest decline over 10 years | -9.86% | -24.92% | +15.06% |
Current DrawdownCurrent decline from peak | -2.29% | -19.43% | +17.14% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -7.30% | +4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 1.42% | -0.97% |
Volatility
LYS4.DE vs. DE5A.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 Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) has a volatility of 1.71%. This indicates that LYS4.DE experiences smaller price fluctuations and is considered to be less risky than DE5A.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 | DE5A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 1.71% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 1.24% | 3.44% | -2.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.35% | 4.19% | -2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.72% | 6.45% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.43% | 5.37% | -3.94% |
LYS4.DE vs. DE5A.DE - Expense Ratio Comparison
LYS4.DE has a 0.17% expense ratio, which is higher than DE5A.DE's 0.14% 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. DE5A.DE - Dividend Comparison
Neither LYS4.DE nor DE5A.DE has paid dividends to shareholders.
Frequently Asked Questions
LYS4.DE and DE5A.DE have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.17% for LYS4.DE.
LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR), while DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond. Their fees differ too: 0.17% for LYS4.DE and 0.14% for DE5A.DE.
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