LYS4.DE vs. EGV3.DE
LYS4.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc) and EGV3.DE (Amundi Euro Government Bond 1-3Y UCITS ETF Dist) are both European Government Bonds funds from Amundi - LYS4.DE tracks the MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR) while EGV3.DE tracks the Bloomberg Euro Treasury 50bn 1-3 Year Bond. Both are passively managed. Over the past 10 years, LYS4.DE returned -0.21%/yr vs 0.19%/yr for EGV3.DE. A 0.67 correlation means they provide meaningful diversification when combined. Both charge a 0.17% expense ratio.
Performance
LYS4.DE vs. EGV3.DE - Performance Comparison
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Returns By Period
Over the past 10 years, LYS4.DE has underperformed EGV3.DE with an annualized return of -0.21%, while EGV3.DE has yielded a comparatively higher 0.19% 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%
EGV3.DE
- 1D
- 0.04%
- 1M
- 0.01%
- YTD
- 0.00%
- 6M
- 0.11%
- 1Y
- 0.81%
- 3Y*
- 2.53%
- 5Y*
- 0.55%
- 10Y*
- 0.19%
LYS4.DE vs. EGV3.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% |
EGV3.DE Amundi Euro Government Bond 1-3Y UCITS ETF Dist | -0.00% | 2.11% | 3.01% | 3.26% | -4.93% | -0.90% | -0.43% | 0.21% | 0.06% | -0.44% |
Correlation
The correlation between LYS4.DE and EGV3.DE is 0.83, 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 | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2012 | 0.67 |
The correlation between LYS4.DE and EGV3.DE shifts across timeframes, from 0.67 (all time) to 0.91 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYS4.DE vs. EGV3.DE — Risk / Return Rank
LYS4.DE
EGV3.DE
LYS4.DE vs. EGV3.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 Bond 1-3Y UCITS ETF Dist (EGV3.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 | EGV3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.10 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 0.54 | -0.10 |
| Martin ratioReturn relative to average drawdown | 1.30 | 1.68 | -0.39 |
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 | EGV3.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.49 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 0.32 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.09 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.41 | -0.42 |
Drawdowns
LYS4.DE vs. EGV3.DE - Drawdown Comparison
The maximum LYS4.DE drawdown since its inception was -9.86%, which is greater than EGV3.DE's maximum drawdown of -8.42%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and EGV3.DE.
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Drawdown Indicators
| LYS4.DE | EGV3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.86% | -8.42% | -1.44% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -1.20% | -0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -1.20% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -6.58% | -6.05% | -0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -9.86% | -8.42% | -1.44% |
Current DrawdownCurrent decline from peak | -2.29% | -0.56% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -1.56% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 0.39% | +0.06% |
Volatility
LYS4.DE vs. EGV3.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 Euro Government Bond 1-3Y UCITS ETF Dist (EGV3.DE) has a volatility of 0.53%. This indicates that LYS4.DE experiences smaller price fluctuations and is considered to be less risky than EGV3.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 | EGV3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 0.53% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 1.24% | 1.22% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.35% | 1.33% | +0.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.72% | 1.67% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.43% | 2.13% | -0.70% |
LYS4.DE vs. EGV3.DE - Expense Ratio Comparison
Both LYS4.DE and EGV3.DE have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
LYS4.DE vs. EGV3.DE - Dividend Comparison
LYS4.DE has not paid dividends to shareholders, while EGV3.DE's dividend yield for the trailing twelve months is around 1.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
EGV3.DE Amundi Euro Government Bond 1-3Y UCITS ETF Dist | 1.57% | 1.57% | 1.36% | 1.13% | 1.46% | 2.49% | 1.11% | 0.65% | 0.89% |
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% |
Frequently Asked Questions
LYS4.DE and EGV3.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LYS4.DE and EGV3.DE have the same expense ratio: 0.17% per year.
LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR), while EGV3.DE tracks Bloomberg Euro Treasury 50bn 1-3 Year Bond.
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