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

Performance

LYS4.DE vs. MTDD.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 Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.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 MTDD.DE's 0.11% return. Over the past 10 years, LYS4.DE has underperformed MTDD.DE with an annualized return of -0.21%, while MTDD.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%

MTDD.DE

1D
0.04%
1M
-0.00%
YTD
0.11%
6M
0.13%
1Y
0.75%
3Y*
2.73%
5Y*
-2.13%
10Y*
-0.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYS4.DE vs. MTDD.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%
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
0.11%1.75%1.15%8.48%-19.28%-2.83%3.93%6.98%1.40%0.91%

Correlation

The correlation between LYS4.DE and MTDD.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

0.80

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

0.81

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

0.69

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

0.65

The correlation between LYS4.DE and MTDD.DE shifts across timeframes, from 0.65 (all time) to 0.81 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

LYS4.DE vs. MTDD.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

MTDD.DE
MTDD.DE Risk / Return Rank: 99
Overall Rank
MTDD.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MTDD.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
MTDD.DE Omega Ratio Rank: 99
Omega Ratio Rank
MTDD.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
MTDD.DE Martin Ratio Rank: 1010
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. MTDD.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 Government Bond 7-10Y UCITS ETF Dist (MTDD.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.DEMTDD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.53

Omega ratioGain probability vs. loss probability

1.09

1.01

+0.07

Calmar ratioReturn relative to maximum drawdown

0.44

0.06

+0.39

Martin ratioReturn relative to average drawdown

1.30

0.16

+1.14

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

The current LYS4.DE Sharpe Ratio is 0.43, which is higher than the MTDD.DE Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of LYS4.DE and MTDD.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.DEMTDD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

0.05

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

-0.30

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

-0.00

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.44

-0.44

Drawdowns

LYS4.DE vs. MTDD.DE - Drawdown Comparison

The maximum LYS4.DE drawdown since its inception was -9.86%, smaller than the maximum MTDD.DE drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for LYS4.DE and MTDD.DE.


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Drawdown Indicators


LYS4.DEMTDD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.86%

-22.48%

+12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-4.13%

+2.81%

Max Drawdown (3Y)

Largest decline over 3 years

-1.32%

-4.42%

+3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-6.58%

-22.18%

+15.60%

Max Drawdown (10Y)

Largest decline over 10 years

-9.86%

-22.48%

+12.62%

Current Drawdown

Current decline from peak

-2.29%

-12.65%

+10.36%

Average Drawdown

Average peak-to-trough decline

-2.57%

-5.55%

+2.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

1.53%

-1.08%

Volatility

LYS4.DE vs. MTDD.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 Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) has a volatility of 2.06%. This indicates that LYS4.DE experiences smaller price fluctuations and is considered to be less risky than MTDD.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.DEMTDD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

2.06%

-1.60%

Volatility (6M)

Calculated over the trailing 6-month period

1.24%

4.19%

-2.95%

Volatility (1Y)

Calculated over the trailing 1-year period

1.35%

4.96%

-3.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.72%

7.09%

-5.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.43%

6.07%

-4.64%

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

Both LYS4.DE and MTDD.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. MTDD.DE - Dividend Comparison

LYS4.DE has not paid dividends to shareholders, while MTDD.DE's dividend yield for the trailing twelve months is around 2.68%.


PositionTTM20252024202320222021202020192018
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%
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
2.68%2.68%1.85%1.25%1.45%1.74%1.68%0.83%0.77%

Frequently Asked Questions


LYS4.DE and MTDD.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.

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 MTDD.DE have the same expense ratio: 0.17% per year.

LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR), while MTDD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond.

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