LYXD.DE vs. SXR8.DE
LYXD.DE (Amundi Euro Government Bond 7-10Y UCITS ETF Acc) and SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) are both exchange-traded funds - LYXD.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 7-10 Year Bond, while SXR8.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYXD.DE returned -0.31%/yr vs 14.52%/yr for SXR8.DE. At a 0.03 correlation, their price movements are largely independent. LYXD.DE charges 0.17%/yr vs 0.07%/yr for SXR8.DE.
Performance
LYXD.DE vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYXD.DE achieves a -0.38% return, which is significantly lower than SXR8.DE's 13.15% return. Over the past 10 years, LYXD.DE has underperformed SXR8.DE with an annualized return of -0.31%, while SXR8.DE has yielded a comparatively higher 14.52% annualized return.
LYXD.DE
- 1D
- -0.24%
- 1M
- -1.27%
- 6M
- -1.05%
- YTD
- -0.38%
- 1Y
- 0.39%
- 3Y*
- 2.71%
- 5Y*
- -2.48%
- 10Y*
- -0.31%
SXR8.DE
- 1D
- 0.05%
- 1M
- 1.76%
- 6M
- 10.98%
- YTD
- 13.15%
- 1Y
- 25.75%
- 3Y*
- 19.32%
- 5Y*
- 13.74%
- 10Y*
- 14.52%
LYXD.DE vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYXD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Acc | -0.38% | 1.72% | 1.17% | 8.47% | -19.27% | -2.85% | 4.18% | 6.46% | 1.20% | 0.97% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 13.15% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between LYXD.DE and SXR8.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2011 | 0.03 |
Over the past year, LYXD.DE and SXR8.DE have become more correlated (0.25) than their long-term average of 0.03, meaning their price movements have been converging.
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Return for Risk
LYXD.DE vs. SXR8.DE — Risk / Return Rank
LYXD.DE
SXR8.DE
LYXD.DE vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.DE) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LYXD.DE | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.11 | ||
| Sortino ratioReturn per unit of downside risk | -2.87 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.40 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 3.69 | -3.60 |
| Martin ratioReturn relative to average drawdown | 0.23 | 13.11 | -12.88 |
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Drawdowns
LYXD.DE vs. SXR8.DE - Drawdown Comparison
The maximum LYXD.DE drawdown since its inception was -22.48%, smaller than the maximum SXR8.DE drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for LYXD.DE and SXR8.DE.
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Drawdown Indicators
| LYXD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.48% | -33.78% | +11.30% |
Max Drawdown (1Y)Largest decline over 1 year | -4.13% | -6.94% | +2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -4.31% | -23.32% | +19.01% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -23.32% | +1.13% |
Max Drawdown (10Y)Largest decline over 10 years | -22.48% | -33.78% | +11.30% |
Current DrawdownCurrent decline from peak | -13.10% | -0.13% | -12.97% |
Average DrawdownAverage peak-to-trough decline | -5.64% | -5.19% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.96% | -0.31% |
Volatility
LYXD.DE vs. SXR8.DE - Volatility Comparison
The current volatility for Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.DE) is 1.32%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 2.73%. This indicates that LYXD.DE experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYXD.DE | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 2.73% | -1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | 7.92% | -3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.92% | 11.85% | -6.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 15.20% | -8.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.77% | 16.07% | -10.30% |
LYXD.DE vs. SXR8.DE - Expense Ratio Comparison
LYXD.DE has a 0.17% expense ratio, which is higher than SXR8.DE's 0.07% 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
LYXD.DE vs. SXR8.DE - Dividend Comparison
Neither LYXD.DE nor SXR8.DE has paid dividends to shareholders.
Frequently Asked Questions
LYXD.DE and SXR8.DE have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.17% for LYXD.DE.
LYXD.DE is categorized as European Government Bonds, while SXR8.DE is S&P 500. LYXD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.17% for LYXD.DE and 0.07% for SXR8.DE.
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