LYS4.DE vs. EAH.DE
LYS4.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc) and EAH.DE (Amundi Euro Government Green Bond UCITS ETF Acc) are both European Government Bonds funds from Amundi - LYS4.DE tracks the MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR) while EAH.DE tracks the Solactive Euro Government Green Bond. Both are passively managed. Over the past 5 years, LYS4.DE returned 0.36%/yr vs -5.48%/yr for EAH.DE. A 0.75 correlation means they provide meaningful diversification when combined. LYS4.DE charges 0.17%/yr vs 0.20%/yr for EAH.DE.
Performance
LYS4.DE vs. EAH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYS4.DE achieves a 0.42% return, which is significantly lower than EAH.DE's 1.55% return.
LYS4.DE
- 1D
- 0.02%
- 1M
- 0.31%
- YTD
- 0.42%
- 6M
- 0.50%
- 1Y
- 0.99%
- 3Y*
- 2.47%
- 5Y*
- 0.36%
- 10Y*
- -0.18%
EAH.DE
- 1D
- 0.00%
- 1M
- 1.09%
- YTD
- 1.55%
- 6M
- 1.73%
- 1Y
- 0.28%
- 3Y*
- 1.13%
- 5Y*
- -5.48%
- 10Y*
- —
LYS4.DE vs. EAH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
LYS4.DE Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc | 0.42% | 1.96% | 2.50% | 2.85% | -5.26% | -0.43% |
EAH.DE Amundi Euro Government Green Bond UCITS ETF Acc | 1.55% | -2.11% | -0.57% | 8.84% | -30.65% | 1.11% |
Correlation
The correlation between LYS4.DE and EAH.DE is 0.70, 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 | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jun 25, 2021 | 0.75 |
The correlation between LYS4.DE and EAH.DE has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.
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Return for Risk
LYS4.DE vs. EAH.DE — Risk / Return Rank
LYS4.DE
EAH.DE
LYS4.DE vs. EAH.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 Euro Government Green Bond UCITS ETF Acc (EAH.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.
| LYS4.DE | EAH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.01 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.75 | 0.06 | +0.69 |
| Martin ratioReturn relative to average drawdown | 2.09 | 0.13 | +1.96 |
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Drawdowns
LYS4.DE vs. EAH.DE - Drawdown Comparison
The maximum LYS4.DE drawdown since its inception was -9.86%, smaller than the maximum EAH.DE drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and EAH.DE.
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Drawdown Indicators
| LYS4.DE | EAH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.86% | -36.30% | +26.44% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -4.72% | +3.40% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -7.80% | +6.48% |
Max Drawdown (5Y)Largest decline over 5 years | -6.58% | -36.30% | +29.72% |
Max Drawdown (10Y)Largest decline over 10 years | -9.86% | — | — |
Current DrawdownCurrent decline from peak | -1.93% | -28.52% | +26.59% |
Average DrawdownAverage peak-to-trough decline | -2.51% | -25.33% | +22.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.47% | 2.11% | -1.64% |
Volatility
LYS4.DE vs. EAH.DE - Volatility Comparison
The current volatility for Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.DE) is 0.30%, while Amundi Euro Government Green Bond UCITS ETF Acc (EAH.DE) has a volatility of 1.69%. This indicates that LYS4.DE experiences smaller price fluctuations and is considered to be less risky than EAH.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 | EAH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.30% | 1.69% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 1.25% | 5.31% | -4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.37% | 6.50% | -5.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.73% | 10.79% | -9.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.43% | 10.79% | -9.36% |
LYS4.DE vs. EAH.DE - Expense Ratio Comparison
LYS4.DE has a 0.17% expense ratio, which is lower than EAH.DE's 0.20% expense ratio. Despite the difference, 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. EAH.DE - Dividend Comparison
Neither LYS4.DE nor EAH.DE has paid dividends to shareholders.
Frequently Asked Questions
LYS4.DE and EAH.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYS4.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYS4.DE is cheaper with a 0.17% expense ratio, compared with 0.20% for EAH.DE.
LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR), while EAH.DE tracks Solactive Euro Government Green Bond. Their fees differ too: 0.17% for LYS4.DE and 0.20% for EAH.DE.
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