LYS4.DE vs. LYXA.DE
LYS4.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc) and LYXA.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc) are both European Government Bonds funds from Amundi - LYS4.DE tracks the MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR) while LYXA.DE tracks the MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR). Both are passively managed. Over the past 10 years, LYS4.DE returned -0.21%/yr vs -1.26%/yr for LYXA.DE. A 0.61 correlation means they provide meaningful diversification when combined. Both charge a 0.17% expense ratio.
Performance
LYS4.DE vs. LYXA.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 LYXA.DE's 0.15% return. Over the past 10 years, LYS4.DE has outperformed LYXA.DE with an annualized return of -0.21%, while LYXA.DE has yielded a comparatively lower -1.26% 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%
LYXA.DE
- 1D
- 0.08%
- 1M
- -0.04%
- YTD
- 0.15%
- 6M
- 0.06%
- 1Y
- -0.65%
- 3Y*
- 1.11%
- 5Y*
- -3.21%
- 10Y*
- -1.26%
LYS4.DE vs. LYXA.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% |
LYXA.DE Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc | 0.15% | -1.00% | -0.16% | 5.59% | -18.93% | -3.40% | 3.47% | 3.82% | 1.76% | -0.93% |
Correlation
The correlation between LYS4.DE and LYXA.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 | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.79 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2012 | 0.61 |
The correlation between LYS4.DE and LYXA.DE shifts across timeframes, from 0.61 (all time) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYS4.DE vs. LYXA.DE — Risk / Return Rank
LYS4.DE
LYXA.DE
LYS4.DE vs. LYXA.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 Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.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 | LYXA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.96 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.44 | -0.33 | +0.78 |
| Martin ratioReturn relative to average drawdown | 1.30 | -0.71 | +2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYS4.DE | LYXA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.43 | -0.25 | +0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.16 | -0.50 | +0.66 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.14 | -0.25 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.25 | -0.26 |
Drawdowns
LYS4.DE vs. LYXA.DE - Drawdown Comparison
The maximum LYS4.DE drawdown since its inception was -9.86%, smaller than the maximum LYXA.DE drawdown of -25.02%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and LYXA.DE.
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Drawdown Indicators
| LYS4.DE | LYXA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.86% | -25.02% | +15.16% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -3.06% | +1.74% |
Max Drawdown (3Y)Largest decline over 3 years | -1.32% | -4.62% | +3.30% |
Max Drawdown (5Y)Largest decline over 5 years | -6.58% | -22.76% | +16.18% |
Max Drawdown (10Y)Largest decline over 10 years | -9.86% | -25.02% | +15.16% |
Current DrawdownCurrent decline from peak | -2.29% | -19.75% | +17.46% |
Average DrawdownAverage peak-to-trough decline | -2.57% | -8.80% | +6.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.45% | 1.42% | -0.97% |
Volatility
LYS4.DE vs. LYXA.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 Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) has a volatility of 1.61%. This indicates that LYS4.DE experiences smaller price fluctuations and is considered to be less risky than LYXA.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 | LYXA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 1.61% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.24% | 3.28% | -2.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.35% | 4.03% | -2.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.72% | 6.48% | -4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.43% | 5.78% | -4.35% |
LYS4.DE vs. LYXA.DE - Expense Ratio Comparison
Both LYS4.DE and LYXA.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. LYXA.DE - Dividend Comparison
Neither LYS4.DE nor LYXA.DE has paid dividends to shareholders.
Frequently Asked Questions
LYS4.DE and LYXA.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.
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 LYXA.DE have the same expense ratio: 0.17% per year.
LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR), while LYXA.DE tracks MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR).
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