LYS4.DE vs. EL4N.DE
LYS4.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc) and EL4N.DE (Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF) are both European Government Bonds funds - LYS4.DE tracks the MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR) while EL4N.DE tracks the iBoxx® EUR Liquid Sovereigns Diversified 5-7. Both are passively managed. Over the past 10 years, LYS4.DE returned -0.21%/yr vs 0.01%/yr for EL4N.DE. A 0.67 correlation means they provide meaningful diversification when combined. LYS4.DE charges 0.17%/yr vs 0.15%/yr for EL4N.DE.
Performance
LYS4.DE vs. EL4N.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYS4.DE achieves a 0.05% return, which is significantly higher than EL4N.DE's 0.04% return. Over the past 10 years, LYS4.DE has underperformed EL4N.DE with an annualized return of -0.21%, while EL4N.DE has yielded a comparatively higher 0.01% 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%
EL4N.DE
- 1D
- 0.08%
- 1M
- -0.02%
- YTD
- 0.04%
- 6M
- 0.09%
- 1Y
- 0.81%
- 3Y*
- 2.88%
- 5Y*
- -1.36%
- 10Y*
- 0.01%
LYS4.DE vs. EL4N.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% |
EL4N.DE Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF | 0.04% | 2.08% | 1.72% | 7.32% | -15.78% | -2.17% | 3.22% | 4.28% | 0.72% | 0.43% |
Correlation
The correlation between LYS4.DE and EL4N.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2012 | 0.67 |
The correlation between LYS4.DE and EL4N.DE shifts across timeframes, from 0.67 (all time) to 0.84 (5 years), 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. EL4N.DE — Risk / Return Rank
LYS4.DE
EL4N.DE
LYS4.DE vs. EL4N.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 Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF (EL4N.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 | EL4N.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.02 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 0.11 | +0.34 |
| Martin ratioReturn relative to average drawdown | 1.30 | 0.29 | +1.01 |
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 | EL4N.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 0.09 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | -0.23 | +0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | 0.00 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.51 | -0.52 |
Drawdowns
LYS4.DE vs. EL4N.DE - Drawdown Comparison
The maximum LYS4.DE drawdown since its inception was -9.86%, smaller than the maximum EL4N.DE drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and EL4N.DE.
Loading charts...
Drawdown Indicators
| LYS4.DE | EL4N.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.86% | -18.58% | +8.72% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -3.49% | +2.17% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -3.49% | +2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -6.58% | -18.42% | +11.84% |
Max Drawdown (10Y)Largest decline over 10 years | -9.86% | -18.58% | +8.72% |
Current DrawdownCurrent decline from peak | -2.29% | -8.38% | +6.09% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -4.06% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 1.29% | -0.84% |
Volatility
LYS4.DE vs. EL4N.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 Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF (EL4N.DE) has a volatility of 1.74%. This indicates that LYS4.DE experiences smaller price fluctuations and is considered to be less risky than EL4N.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LYS4.DE | EL4N.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 1.74% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 1.24% | 3.54% | -2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.35% | 4.11% | -2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.72% | 5.94% | -4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.43% | 4.76% | -3.33% |
LYS4.DE vs. EL4N.DE - Expense Ratio Comparison
LYS4.DE has a 0.17% expense ratio, which is higher than EL4N.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. EL4N.DE - Dividend Comparison
LYS4.DE has not paid dividends to shareholders, while EL4N.DE's dividend yield for the trailing twelve months is around 1.34%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EL4N.DE Deka iBoxx EUR Liquid Sovereign Diversified 5-7 UCITS ETF | 1.34% | 0.92% | 0.82% | 2.15% | 0.77% | 0.72% | 0.97% | 1.16% | 1.32% | 2.60% | 2.65% | 2.77% |
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 EL4N.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EL4N.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EL4N.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 EL4N.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 5-7. They also come from different issuers: Amundi and Deka. Their fees differ too: 0.17% for LYS4.DE and 0.15% for EL4N.DE.
Find the right allocation for LYS4.DE and EL4N.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