LYS4.DE vs. LYBK.DE
LYS4.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - LYS4.DE is a European Government Bonds fund tracking the MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR), while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, LYS4.DE returned 0.27%/yr vs 29.06%/yr for LYBK.DE. At a correlation of -0.17, they often move in opposite directions. LYS4.DE charges 0.17%/yr vs 0.30%/yr for LYBK.DE.
Performance
LYS4.DE vs. LYBK.DE - Performance Comparison
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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 LYBK.DE's 5.35% 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%
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
LYS4.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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% | -0.35% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
Correlation
The correlation between LYS4.DE and LYBK.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | -0.17 |
The correlation between LYS4.DE and LYBK.DE shifts across timeframes, from -0.17 (all time) to 0.17 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LYS4.DE vs. LYBK.DE — Risk / Return Rank
LYS4.DE
LYBK.DE
LYS4.DE vs. LYBK.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 Stoxx Banks UCITS ETF Acc (LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.29 | ||
| Sortino ratioReturn per unit of downside risk | -1.79 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.29 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | 2.41 | -1.97 |
| Martin ratioReturn relative to average drawdown | 1.30 | 7.56 | -6.26 |
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 | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | 1.72 | -1.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | 1.13 | -0.97 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.46 | -0.47 |
Drawdowns
LYS4.DE vs. LYBK.DE - Drawdown Comparison
The maximum LYS4.DE drawdown since its inception was -9.86%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and LYBK.DE.
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Drawdown Indicators
| LYS4.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.86% | -62.22% | +52.36% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -17.12% | +15.80% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -19.90% | +18.58% |
Max Drawdown (5Y)Largest decline over 5 years | -6.58% | -34.32% | +27.74% |
Max Drawdown (10Y)Largest decline over 10 years | -9.86% | — | — |
Current DrawdownCurrent decline from peak | -2.29% | -1.83% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -19.62% | +17.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 5.47% | -5.02% |
Volatility
LYS4.DE vs. LYBK.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 Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that LYS4.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.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 | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 5.84% | -5.38% |
Volatility (6M)Calculated over the trailing 6-month period | 1.24% | 19.19% | -17.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.35% | 23.95% | -22.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.72% | 25.45% | -23.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.43% | 28.55% | -27.12% |
LYS4.DE vs. LYBK.DE - Expense Ratio Comparison
LYS4.DE has a 0.17% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.
Dividends
LYS4.DE vs. LYBK.DE - Dividend Comparison
Neither LYS4.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
LYS4.DE and LYBK.DE have a correlation of 0.17, 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 0.30% for LYBK.DE.
LYS4.DE is categorized as European Government Bonds, while LYBK.DE is Financials Equities. LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR), while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.17% for LYS4.DE and 0.30% for LYBK.DE.
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