PortfoliosLab logoPortfoliosLab logo
LYXA.DE vs. EIB3.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYXA.DE vs. EIB3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) and Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LYXA.DE vs. EIB3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
LYXA.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc
-0.11%-1.00%-0.16%5.59%-18.93%-3.40%3.47%-4.10%
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
-0.30%2.14%3.03%3.39%-4.93%-0.76%-0.13%-0.51%

Returns By Period

In the year-to-date period, LYXA.DE achieves a -0.11% return, which is significantly higher than EIB3.DE's -0.30% return.


LYXA.DE

1D
-0.04%
1M
-1.31%
YTD
-0.11%
6M
-0.50%
1Y
0.38%
3Y*
0.71%
5Y*
-3.47%
10Y*
-1.24%

EIB3.DE

1D
0.00%
1M
-0.64%
YTD
-0.30%
6M
-0.05%
1Y
1.07%
3Y*
2.47%
5Y*
0.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LYXA.DE vs. EIB3.DE - Expense Ratio Comparison

LYXA.DE has a 0.17% expense ratio, which is higher than EIB3.DE's 0.10% 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%.


Return for Risk

LYXA.DE vs. EIB3.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYXA.DE
LYXA.DE Risk / Return Rank: 1111
Overall Rank
LYXA.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
LYXA.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
LYXA.DE Omega Ratio Rank: 1111
Omega Ratio Rank
LYXA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
LYXA.DE Martin Ratio Rank: 99
Martin Ratio Rank

EIB3.DE
EIB3.DE Risk / Return Rank: 2222
Overall Rank
EIB3.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
EIB3.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
EIB3.DE Omega Ratio Rank: 2222
Omega Ratio Rank
EIB3.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
EIB3.DE Martin Ratio Rank: 2424
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.

LYXA.DE vs. EIB3.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 Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.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.DEEIB3.DEDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.41

-0.31

Sortino ratio

Return per unit of downside risk

0.16

0.60

-0.43

Omega ratio

Gain probability vs. loss probability

1.02

1.10

-0.08

Calmar ratio

Return relative to maximum drawdown

-0.04

0.67

-0.71

Martin ratio

Return relative to average drawdown

-0.10

2.29

-2.38

LYXA.DE vs. EIB3.DE - Sharpe Ratio Comparison

The current LYXA.DE Sharpe Ratio is 0.10, which is lower than the EIB3.DE Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of LYXA.DE and EIB3.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LYXA.DEEIB3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.41

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

0.26

-0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.14

+0.11

Correlation

The correlation between LYXA.DE and EIB3.DE is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LYXA.DE vs. EIB3.DE - Dividend Comparison

LYXA.DE has not paid dividends to shareholders, while EIB3.DE's dividend yield for the trailing twelve months is around 2.42%.


TTM2025202420232022
LYXA.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%
EIB3.DE
Invesco Euro Government Bond 1-3 Year UCITS ETF Dist
2.42%2.51%2.80%2.24%0.23%

Drawdowns

LYXA.DE vs. EIB3.DE - Drawdown Comparison

The maximum LYXA.DE drawdown since its inception was -25.02%, which is greater than EIB3.DE's maximum drawdown of -6.78%. Use the drawdown chart below to compare losses from any high point for LYXA.DE and EIB3.DE.


Loading graphics...

Drawdown Indicators


LYXA.DEEIB3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.02%

-6.78%

-18.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-1.38%

-1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-5.93%

-16.83%

Max Drawdown (10Y)

Largest decline over 10 years

-25.02%

Current Drawdown

Current decline from peak

-19.96%

-1.16%

-18.80%

Average Drawdown

Average peak-to-trough decline

-8.64%

-2.09%

-6.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.40%

+0.77%

Volatility

LYXA.DE vs. EIB3.DE - Volatility Comparison

Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) has a higher volatility of 1.66% compared to Invesco Euro Government Bond 1-3 Year UCITS ETF Dist (EIB3.DE) at 0.70%. This indicates that LYXA.DE's price experiences larger fluctuations and is considered to be riskier than EIB3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LYXA.DEEIB3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

0.70%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

2.51%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

2.60%

+1.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

1.95%

+4.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

1.79%

+3.99%