LYXA.DE vs. AUM5.DE
LYXA.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYXA.DE is a European Government Bonds fund tracking the MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR), while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYXA.DE returned -1.26%/yr vs 15.11%/yr for AUM5.DE. At a correlation of -0.05, they often move in opposite directions. LYXA.DE charges 0.17%/yr vs 0.15%/yr for AUM5.DE.
Performance
LYXA.DE vs. AUM5.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYXA.DE achieves a 0.15% return, which is significantly lower than AUM5.DE's 11.38% return. Over the past 10 years, LYXA.DE has underperformed AUM5.DE with an annualized return of -1.26%, while AUM5.DE has yielded a comparatively higher 15.11% annualized return.
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%
AUM5.DE
- 1D
- -0.16%
- 1M
- 4.40%
- YTD
- 11.38%
- 6M
- 10.89%
- 1Y
- 25.63%
- 3Y*
- 18.95%
- 5Y*
- 14.88%
- 10Y*
- 15.11%
LYXA.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 11.38% | 4.80% | 32.39% | 22.64% | -14.14% | 40.96% | 7.10% | 34.94% | -1.01% | 6.82% |
Correlation
The correlation between LYXA.DE and AUM5.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2010 | -0.05 |
The correlation between LYXA.DE and AUM5.DE shifts across timeframes, from -0.05 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LYXA.DE vs. AUM5.DE — Risk / Return Rank
LYXA.DE
AUM5.DE
LYXA.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| LYXA.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.45 | ||
| Sortino ratioReturn per unit of downside risk | -3.33 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.41 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 3.57 | -3.90 |
| Martin ratioReturn relative to average drawdown | -0.71 | 12.74 | -13.46 |
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
| LYXA.DE | AUM5.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.25 | 2.20 | -2.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.97 | -1.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.25 | 0.93 | -1.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.96 | -0.71 |
Drawdowns
LYXA.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYXA.DE drawdown since its inception was -25.02%, smaller than the maximum AUM5.DE drawdown of -33.66%. Use the drawdown chart below to compare losses from any high point for LYXA.DE and AUM5.DE.
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Drawdown Indicators
| LYXA.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.02% | -33.66% | +8.64% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | -7.15% | +4.09% |
Max Drawdown (3Y)Largest decline over 3 years | -4.62% | -23.30% | +18.68% |
Max Drawdown (5Y)Largest decline over 5 years | -22.76% | -23.30% | +0.54% |
Max Drawdown (10Y)Largest decline over 10 years | -25.02% | -33.66% | +8.64% |
Current DrawdownCurrent decline from peak | -19.75% | -0.46% | -19.29% |
Average DrawdownAverage peak-to-trough decline | -8.80% | -4.00% | -4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 2.01% | -0.59% |
Volatility
LYXA.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) is 1.61%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 2.63%. This indicates that LYXA.DE experiences smaller price fluctuations and is considered to be less risky than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYXA.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.61% | 2.63% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 7.61% | -4.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.03% | 11.64% | -7.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.48% | 15.19% | -8.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.78% | 16.07% | -10.29% |
LYXA.DE vs. AUM5.DE - Expense Ratio Comparison
LYXA.DE has a 0.17% expense ratio, which is higher than AUM5.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
LYXA.DE vs. AUM5.DE - Dividend Comparison
Neither LYXA.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LYXA.DE and AUM5.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AUM5.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AUM5.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYXA.DE.
LYXA.DE is categorized as European Government Bonds, while AUM5.DE is S&P 500. LYXA.DE tracks MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR), while AUM5.DE tracks S&P 500 Index. Their fees differ too: 0.17% for LYXA.DE and 0.15% for AUM5.DE.
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