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LYXA.DE vs. X710.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYXA.DE vs. X710.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 Xtrackers II Eurozone Government Bond 7-10 UCITS ETF (X710.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, LYXA.DE achieves a 0.15% return, which is significantly higher than X710.DE's 0.09% return. Over the past 10 years, LYXA.DE has underperformed X710.DE with an annualized return of -1.26%, while X710.DE has yielded a comparatively higher -0.16% 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%

X710.DE

1D
0.11%
1M
0.04%
YTD
0.09%
6M
0.11%
1Y
0.75%
3Y*
2.66%
5Y*
-2.29%
10Y*
-0.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYXA.DE vs. X710.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
X710.DE
Xtrackers II Eurozone Government Bond 7-10 UCITS ETF
0.09%1.72%0.93%8.80%-19.69%-3.23%4.20%6.78%1.03%0.95%

Correlation

The correlation between LYXA.DE and X710.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

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

0.95

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

0.83

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2010

0.66

Over the past year, LYXA.DE and X710.DE have become more correlated (0.97) than their long-term average of 0.66, meaning their price movements have been converging.

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Return for Risk

LYXA.DE vs. X710.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: 66
Overall Rank
LYXA.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
LYXA.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
LYXA.DE Omega Ratio Rank: 66
Omega Ratio Rank
LYXA.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
LYXA.DE Martin Ratio Rank: 66
Martin Ratio Rank

X710.DE
X710.DE Risk / Return Rank: 99
Overall Rank
X710.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
X710.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
X710.DE Omega Ratio Rank: 99
Omega Ratio Rank
X710.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
X710.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.

LYXA.DE vs. X710.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 Xtrackers II Eurozone Government Bond 7-10 UCITS ETF (X710.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.DEX710.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

0.96

1.01

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.33

0.07

-0.40

Martin ratioReturn relative to average drawdown

-0.71

0.18

-0.89

LYXA.DE vs. X710.DE - Sharpe Ratio Comparison

The current LYXA.DE Sharpe Ratio is -0.25, which is lower than the X710.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of LYXA.DE and X710.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


LYXA.DEX710.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

0.06

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

-0.31

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.25

-0.03

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.55

-0.29

Drawdowns

LYXA.DE vs. X710.DE - Drawdown Comparison

The maximum LYXA.DE drawdown since its inception was -25.02%, which is greater than X710.DE's maximum drawdown of -23.16%. Use the drawdown chart below to compare losses from any high point for LYXA.DE and X710.DE.


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Drawdown Indicators


LYXA.DEX710.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.02%

-23.16%

-1.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-4.18%

+1.12%

Max Drawdown (3Y)

Largest decline over 3 years

-4.62%

-4.55%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.76%

-22.84%

+0.08%

Max Drawdown (10Y)

Largest decline over 10 years

-25.02%

-23.16%

-1.86%

Current Drawdown

Current decline from peak

-19.75%

-13.46%

-6.29%

Average Drawdown

Average peak-to-trough decline

-8.80%

-5.41%

-3.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.55%

-0.13%

Volatility

LYXA.DE vs. X710.DE - Volatility Comparison

The current volatility for Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc (LYXA.DE) is 1.61%, while Xtrackers II Eurozone Government Bond 7-10 UCITS ETF (X710.DE) has a volatility of 1.94%. This indicates that LYXA.DE experiences smaller price fluctuations and is considered to be less risky than X710.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.DEX710.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

1.94%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

3.28%

4.15%

-0.87%

Volatility (1Y)

Calculated over the trailing 1-year period

4.03%

4.91%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.48%

7.35%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.78%

6.39%

-0.61%

LYXA.DE vs. X710.DE - Expense Ratio Comparison

LYXA.DE has a 0.17% expense ratio, which is higher than X710.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. X710.DE - Dividend Comparison

Neither LYXA.DE nor X710.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, LYXA.DE and X710.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, X710.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X710.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYXA.DE.

LYXA.DE tracks MTS Mid Price Highest Rated Macro-Weighted All-Maturity (EUR), while X710.DE tracks Markit iBoxx® EUR Eurozone 7-10. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.17% for LYXA.DE and 0.15% for X710.DE.

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