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LYS4.DE vs. IBCA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYS4.DE vs. IBCA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.DE) and iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.DE). The values are adjusted to include any dividend payments, if applicable.

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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 IBCA.DE's 0.16% return. Over the past 10 years, LYS4.DE has underperformed IBCA.DE with an annualized return of -0.21%, while IBCA.DE has yielded a comparatively higher 0.36% 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%

IBCA.DE

1D
0.06%
1M
0.09%
YTD
0.16%
6M
0.30%
1Y
1.12%
3Y*
2.71%
5Y*
0.81%
10Y*
0.36%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYS4.DE vs. IBCA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
0.16%2.31%3.05%3.50%-4.26%-0.84%-0.15%0.14%-0.27%0.02%

Correlation

The correlation between LYS4.DE and IBCA.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

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Mar 22, 2012

0.53

Over the past year, LYS4.DE and IBCA.DE have become more correlated (0.74) than their long-term average of 0.53, meaning their price movements have been converging.

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Return for Risk

LYS4.DE vs. IBCA.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYS4.DE
LYS4.DE Risk / Return Rank: 1515
Overall Rank
LYS4.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
LYS4.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
LYS4.DE Omega Ratio Rank: 1515
Omega Ratio Rank
LYS4.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
LYS4.DE Martin Ratio Rank: 1515
Martin Ratio Rank

IBCA.DE
IBCA.DE Risk / Return Rank: 2121
Overall Rank
IBCA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IBCA.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBCA.DE Omega Ratio Rank: 2323
Omega Ratio Rank
IBCA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBCA.DE Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LYS4.DE vs. IBCA.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 iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.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.DEIBCA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.09

1.15

-0.06

Calmar ratioReturn relative to maximum drawdown

0.44

0.84

-0.40

Martin ratioReturn relative to average drawdown

1.30

2.70

-1.40

LYS4.DE vs. IBCA.DE - Sharpe Ratio Comparison

The current LYS4.DE Sharpe Ratio is 0.43, which is lower than the IBCA.DE Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of LYS4.DE and IBCA.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


LYS4.DEIBCA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.71

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.52

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

0.09

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.25

-0.25

Drawdowns

LYS4.DE vs. IBCA.DE - Drawdown Comparison

The maximum LYS4.DE drawdown since its inception was -9.86%, which is greater than IBCA.DE's maximum drawdown of -8.31%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and IBCA.DE.


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Drawdown Indicators


LYS4.DEIBCA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.86%

-8.31%

-1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-1.14%

-0.18%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

-1.14%

-0.18%

Max Drawdown (5Y)

Largest decline over 5 years

-6.58%

-5.21%

-1.37%

Max Drawdown (10Y)

Largest decline over 10 years

-9.86%

-8.31%

-1.55%

Current Drawdown

Current decline from peak

-2.29%

-0.45%

-1.84%

Average Drawdown

Average peak-to-trough decline

-2.57%

-1.03%

-1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

0.36%

+0.09%

Volatility

LYS4.DE vs. IBCA.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 iShares Euro Government Bond 1-3yr UCITS ETF (Dist) (IBCA.DE) has a volatility of 0.64%. This indicates that LYS4.DE experiences smaller price fluctuations and is considered to be less risky than IBCA.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.DEIBCA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

0.64%

-0.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.24%

1.27%

-0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

1.35%

1.36%

-0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.72%

1.55%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.43%

3.81%

-2.38%

LYS4.DE vs. IBCA.DE - Expense Ratio Comparison

LYS4.DE has a 0.17% expense ratio, which is higher than IBCA.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. IBCA.DE - Dividend Comparison

LYS4.DE has not paid dividends to shareholders, while IBCA.DE's dividend yield for the trailing twelve months is around 2.18%.


PositionTTM20252024202320222021202020192018201720162015
IBCA.DE
iShares Euro Government Bond 1-3yr UCITS ETF (Dist)
2.18%2.45%2.47%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.04%0.29%
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 IBCA.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, IBCA.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBCA.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 IBCA.DE tracks Bloomberg Euro Government Bond 1-3. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.17% for LYS4.DE and 0.15% for IBCA.DE.

Portfolio Optimizer

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