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LYXC.DE vs. SYBB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYXC.DE vs. SYBB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 5-7Y UCITS ETF Acc (LYXC.DE) and SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.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, LYXC.DE achieves a -0.03% return, which is significantly lower than SYBB.DE's 0.36% return. Over the past 10 years, LYXC.DE has outperformed SYBB.DE with an annualized return of -0.01%, while SYBB.DE has yielded a comparatively lower -0.33% annualized return.


LYXC.DE

1D
0.07%
1M
-0.04%
YTD
-0.03%
6M
0.05%
1Y
0.79%
3Y*
2.88%
5Y*
-1.06%
10Y*
-0.01%

SYBB.DE

1D
0.10%
1M
-0.01%
YTD
0.36%
6M
0.21%
1Y
0.47%
3Y*
2.42%
5Y*
-2.27%
10Y*
-0.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYXC.DE vs. SYBB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYXC.DE
Amundi Euro Government Bond 5-7Y UCITS ETF Acc
-0.03%2.41%1.49%7.11%-14.28%-1.94%2.55%4.01%0.04%0.07%
SYBB.DE
SPDR Bloomberg Euro Government Bond UCITS ETF Dist
0.36%0.60%1.49%6.80%-18.49%-3.34%4.67%6.73%0.84%-0.08%

Correlation

The correlation between LYXC.DE and SYBB.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.89

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

0.88

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

0.80

Correlation (All Time)
Calculated using the full available price history since May 25, 2011

0.76

The correlation between LYXC.DE and SYBB.DE shifts across timeframes, from 0.76 (all time) to 0.89 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

LYXC.DE vs. SYBB.DE — Risk / Return Rank

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

LYXC.DE
LYXC.DE Risk / Return Rank: 1010
Overall Rank
LYXC.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LYXC.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
LYXC.DE Omega Ratio Rank: 99
Omega Ratio Rank
LYXC.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LYXC.DE Martin Ratio Rank: 1010
Martin Ratio Rank

SYBB.DE
SYBB.DE Risk / Return Rank: 99
Overall Rank
SYBB.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
SYBB.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
SYBB.DE Omega Ratio Rank: 88
Omega Ratio Rank
SYBB.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
SYBB.DE Martin Ratio Rank: 99
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.

LYXC.DE vs. SYBB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 5-7Y UCITS ETF Acc (LYXC.DE) and SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.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.


LYXC.DESYBB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.02

1.01

+0.02

Calmar ratioReturn relative to maximum drawdown

0.13

0.02

+0.11

Martin ratioReturn relative to average drawdown

0.37

0.06

+0.31

LYXC.DE vs. SYBB.DE - Sharpe Ratio Comparison

The current LYXC.DE Sharpe Ratio is 0.12, which is higher than the SYBB.DE Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of LYXC.DE and SYBB.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


LYXC.DESYBB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

0.02

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

-0.35

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

-0.06

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.40

+0.29

Drawdowns

LYXC.DE vs. SYBB.DE - Drawdown Comparison

The maximum LYXC.DE drawdown since its inception was -16.95%, smaller than the maximum SYBB.DE drawdown of -22.70%. Use the drawdown chart below to compare losses from any high point for LYXC.DE and SYBB.DE.


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Drawdown Indicators


LYXC.DESYBB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.95%

-22.70%

+5.75%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-3.38%

+0.01%

Max Drawdown (3Y)

Largest decline over 3 years

-3.37%

-3.98%

+0.61%

Max Drawdown (5Y)

Largest decline over 5 years

-16.86%

-21.75%

+4.89%

Max Drawdown (10Y)

Largest decline over 10 years

-16.95%

-22.70%

+5.75%

Current Drawdown

Current decline from peak

-6.69%

-14.16%

+7.47%

Average Drawdown

Average peak-to-trough decline

-3.76%

-6.07%

+2.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.22%

1.33%

-0.11%

Volatility

LYXC.DE vs. SYBB.DE - Volatility Comparison

The current volatility for Amundi Euro Government Bond 5-7Y UCITS ETF Acc (LYXC.DE) is 1.43%, while SPDR Bloomberg Euro Government Bond UCITS ETF Dist (SYBB.DE) has a volatility of 1.63%. This indicates that LYXC.DE experiences smaller price fluctuations and is considered to be less risky than SYBB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYXC.DESYBB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

1.63%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

3.20%

3.99%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.74%

4.74%

-1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.39%

6.39%

-1.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.56%

5.44%

-0.88%

LYXC.DE vs. SYBB.DE - Expense Ratio Comparison

LYXC.DE has a 0.17% expense ratio, which is higher than SYBB.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%.


Dividends

LYXC.DE vs. SYBB.DE - Dividend Comparison

LYXC.DE has not paid dividends to shareholders, while SYBB.DE's dividend yield for the trailing twelve months is around 2.35%.


PositionTTM20252024202320222021202020192018201720162015
LYXC.DE
Amundi Euro Government Bond 5-7Y UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYBB.DE
SPDR Bloomberg Euro Government Bond UCITS ETF Dist
2.35%2.14%1.45%0.76%0.18%0.08%0.28%0.59%0.66%0.73%0.82%1.26%

Frequently Asked Questions


LYXC.DE and SYBB.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SYBB.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SYBB.DE is cheaper with a 0.10% expense ratio, compared with 0.17% for LYXC.DE.

LYXC.DE tracks Bloomberg Euro Treasury 50bn 5-7 Year Bond, while SYBB.DE tracks Bloomberg Euro Treasury Bond. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.17% for LYXC.DE and 0.10% for SYBB.DE.

Portfolio Optimizer

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