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

Performance

LYXA.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 UCITS ETF Acc (LYXA.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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LYXA.DE vs. MTDD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%3.82%1.76%-0.93%
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
-0.58%1.75%1.15%8.48%-19.28%-2.83%3.93%6.98%1.40%0.91%

Returns By Period

In the year-to-date period, LYXA.DE achieves a -0.11% return, which is significantly higher than MTDD.DE's -0.58% return. Over the past 10 years, LYXA.DE has underperformed MTDD.DE with an annualized return of -1.24%, while MTDD.DE has yielded a comparatively higher -0.07% annualized 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%

MTDD.DE

1D
0.07%
1M
-1.84%
YTD
-0.58%
6M
-0.33%
1Y
1.95%
3Y*
2.41%
5Y*
-2.45%
10Y*
-0.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both LYXA.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%.


Return for Risk

LYXA.DE vs. MTDD.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

MTDD.DE
MTDD.DE Risk / Return Rank: 1919
Overall Rank
MTDD.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MTDD.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
MTDD.DE Omega Ratio Rank: 1919
Omega Ratio Rank
MTDD.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
MTDD.DE Martin Ratio Rank: 1818
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. 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 UCITS ETF Acc (LYXA.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.


LYXA.DEMTDD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.45

-0.34

Sortino ratio

Return per unit of downside risk

0.16

0.63

-0.47

Omega ratio

Gain probability vs. loss probability

1.02

1.08

-0.06

Calmar ratio

Return relative to maximum drawdown

-0.04

0.33

-0.37

Martin ratio

Return relative to average drawdown

-0.10

1.26

-1.36

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

The current LYXA.DE Sharpe Ratio is 0.10, which is lower than the MTDD.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of LYXA.DE and MTDD.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.


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Sharpe Ratios by Period


LYXA.DEMTDD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.45

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

-0.35

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

-0.01

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.43

-0.18

Correlation

The correlation between LYXA.DE and MTDD.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LYXA.DE vs. MTDD.DE - Dividend Comparison

LYXA.DE has not paid dividends to shareholders, while MTDD.DE's dividend yield for the trailing twelve months is around 2.69%.


TTM20252024202320222021202020192018
LYXA.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond 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
2.69%2.68%1.85%1.25%1.45%1.74%1.68%0.83%0.77%

Drawdowns

LYXA.DE vs. MTDD.DE - Drawdown Comparison

The maximum LYXA.DE drawdown since its inception was -25.02%, which is greater than MTDD.DE's maximum drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for LYXA.DE and MTDD.DE.


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Drawdown Indicators


LYXA.DEMTDD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.02%

-22.48%

-2.54%

Max Drawdown (1Y)

Largest decline over 1 year

-2.96%

-4.13%

+1.17%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-22.18%

-0.58%

Max Drawdown (10Y)

Largest decline over 10 years

-25.02%

-22.48%

-2.54%

Current Drawdown

Current decline from peak

-19.96%

-13.25%

-6.71%

Average Drawdown

Average peak-to-trough decline

-8.64%

-5.47%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

1.08%

+0.09%

Volatility

LYXA.DE vs. MTDD.DE - Volatility Comparison

The current volatility for Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) is 1.66%, while Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) has a volatility of 2.26%. This indicates that LYXA.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


LYXA.DEMTDD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.66%

2.26%

-0.60%

Volatility (6M)

Calculated over the trailing 6-month period

2.41%

3.04%

-0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

4.36%

-0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.40%

6.97%

-0.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

6.00%

-0.22%