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LYS4.DE vs. KX1G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYS4.DE vs. KX1G.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 Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.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 KX1G.DE's 0.22% return. Over the past 10 years, LYS4.DE has underperformed KX1G.DE with an annualized return of -0.21%, while KX1G.DE has yielded a comparatively higher 0.22% 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%

KX1G.DE

1D
0.13%
1M
0.03%
YTD
0.22%
6M
0.15%
1Y
0.78%
3Y*
3.02%
5Y*
-1.81%
10Y*
0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYS4.DE vs. KX1G.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%
KX1G.DE
Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR
0.22%1.21%2.65%7.57%-18.42%-3.38%5.42%8.82%0.15%0.54%

Correlation

The correlation between LYS4.DE and KX1G.DE is 0.76, 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

0.76

Correlation (3Y)
Calculated over the trailing 3-year period

0.76

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

0.77

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

0.60

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

0.52

Over the past year, LYS4.DE and KX1G.DE have become more correlated (0.76) than their long-term average of 0.52, meaning their price movements have been converging.

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Return for Risk

LYS4.DE vs. KX1G.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

KX1G.DE
KX1G.DE Risk / Return Rank: 1010
Overall Rank
KX1G.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KX1G.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
KX1G.DE Omega Ratio Rank: 99
Omega Ratio Rank
KX1G.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
KX1G.DE Martin Ratio Rank: 1111
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. KX1G.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 Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.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.DEKX1G.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.34

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.09

1.02

+0.07

Calmar ratioReturn relative to maximum drawdown

0.44

0.13

+0.32

Martin ratioReturn relative to average drawdown

1.30

0.34

+0.96

LYS4.DE vs. KX1G.DE - Sharpe Ratio Comparison

The current LYS4.DE Sharpe Ratio is 0.43, which is higher than the KX1G.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of LYS4.DE and KX1G.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.DEKX1G.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.10

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.27

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

0.04

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.41

-0.41

Drawdowns

LYS4.DE vs. KX1G.DE - Drawdown Comparison

The maximum LYS4.DE drawdown since its inception was -9.86%, smaller than the maximum KX1G.DE drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and KX1G.DE.


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Drawdown Indicators


LYS4.DEKX1G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.86%

-22.43%

+12.57%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-3.54%

+2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

-4.22%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-6.58%

-21.59%

+15.01%

Max Drawdown (10Y)

Largest decline over 10 years

-9.86%

-22.43%

+12.57%

Current Drawdown

Current decline from peak

-2.29%

-12.10%

+9.81%

Average Drawdown

Average peak-to-trough decline

-2.57%

-6.69%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

1.34%

-0.89%

Volatility

LYS4.DE vs. KX1G.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 Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.DE) has a volatility of 1.76%. This indicates that LYS4.DE experiences smaller price fluctuations and is considered to be less risky than KX1G.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.DEKX1G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

1.76%

-1.30%

Volatility (6M)

Calculated over the trailing 6-month period

1.24%

3.80%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

1.35%

4.57%

-3.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.72%

6.66%

-4.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.43%

5.94%

-4.51%

LYS4.DE vs. KX1G.DE - Expense Ratio Comparison

LYS4.DE has a 0.17% expense ratio, which is higher than KX1G.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. KX1G.DE - Dividend Comparison

Neither LYS4.DE nor KX1G.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYS4.DE and KX1G.DE have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, KX1G.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KX1G.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 KX1G.DE tracks FTSE Lowest-Rated Eurozone Government Bond Investment Grade. Their fees differ too: 0.17% for LYS4.DE and 0.14% for KX1G.DE.

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