LYXF.DE vs. AUM5.DE
LYXF.DE (Amundi Euro Government Bond 15+Y UCITS ETF (Acc)) and AUM5.DE (Amundi S&P 500 UCITS ETF EUR) are both exchange-traded funds - LYXF.DE is a Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 15+ Year Bond Index, while AUM5.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, LYXF.DE returned -2.83%/yr vs 15.03%/yr for AUM5.DE. At a correlation of -0.03, they often move in opposite directions. Both charge a 0.15% expense ratio.
Performance
LYXF.DE vs. AUM5.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYXF.DE achieves a 1.13% return, which is significantly lower than AUM5.DE's 12.24% return. Over the past 10 years, LYXF.DE has underperformed AUM5.DE with an annualized return of -2.83%, while AUM5.DE has yielded a comparatively higher 15.03% annualized return.
LYXF.DE
- 1D
- -0.29%
- 1M
- 1.02%
- 6M
- 2.09%
- YTD
- 1.13%
- 1Y
- -1.68%
- 3Y*
- -0.06%
- 5Y*
- -7.99%
- 10Y*
- -2.83%
AUM5.DE
- 1D
- 0.21%
- 1M
- 0.61%
- 6M
- 13.04%
- YTD
- 12.24%
- 1Y
- 24.13%
- 3Y*
- 18.43%
- 5Y*
- 13.81%
- 10Y*
- 15.03%
LYXF.DE vs. AUM5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYXF.DE Amundi Euro Government Bond 15+Y UCITS ETF (Acc) | 1.13% | -6.05% | -1.34% | 9.49% | -35.58% | -7.79% | 12.63% | 17.18% | 2.98% | -1.38% |
AUM5.DE Amundi S&P 500 UCITS ETF EUR | 12.24% | 4.80% | 32.40% | 22.65% | -14.14% | 40.97% | 7.09% | 34.94% | -1.01% | 6.83% |
Correlation
The correlation between LYXF.DE and AUM5.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 | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2010 | -0.03 |
The correlation between LYXF.DE and AUM5.DE shifts across timeframes, from -0.03 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LYXF.DE vs. AUM5.DE — Risk / Return Rank
LYXF.DE
AUM5.DE
LYXF.DE vs. AUM5.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 15+Y UCITS ETF (Acc) (LYXF.DE) and Amundi S&P 500 UCITS ETF EUR (AUM5.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.
| LYXF.DE | AUM5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.21 | ||
| Sortino ratioReturn per unit of downside risk | -2.97 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.37 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 3.35 | -3.62 |
| Martin ratioReturn relative to average drawdown | -0.57 | 11.77 | -12.34 |
Loading charts...
Drawdowns
LYXF.DE vs. AUM5.DE - Drawdown Comparison
The maximum LYXF.DE drawdown since its inception was -46.10%, which is greater than AUM5.DE's maximum drawdown of -33.65%. Use the drawdown chart below to compare losses from any high point for LYXF.DE and AUM5.DE.
Loading charts...
Drawdown Indicators
| LYXF.DE | AUM5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.10% | -33.65% | -12.45% |
Max Drawdown (1Y)Largest decline over 1 year | -6.14% | -7.18% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -12.74% | -23.30% | +10.56% |
Max Drawdown (5Y)Largest decline over 5 years | -44.06% | -23.30% | -20.76% |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | -33.65% | -12.45% |
Current DrawdownCurrent decline from peak | -39.64% | -0.65% | -38.99% |
Average DrawdownAverage peak-to-trough decline | -13.14% | -3.98% | -9.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.04% | +0.87% |
Volatility
LYXF.DE vs. AUM5.DE - Volatility Comparison
The current volatility for Amundi Euro Government Bond 15+Y UCITS ETF (Acc) (LYXF.DE) is 2.19%, while Amundi S&P 500 UCITS ETF EUR (AUM5.DE) has a volatility of 3.66%. This indicates that LYXF.DE experiences smaller price fluctuations and is considered to be less risky than AUM5.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LYXF.DE | AUM5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 3.66% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 7.97% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 11.89% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 15.22% | -1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.08% | 16.08% | -4.00% |
LYXF.DE vs. AUM5.DE - Expense Ratio Comparison
Both LYXF.DE and AUM5.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
LYXF.DE vs. AUM5.DE - Dividend Comparison
Neither LYXF.DE nor AUM5.DE has paid dividends to shareholders.
Frequently Asked Questions
LYXF.DE and AUM5.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.
Both ETFs have the same 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LYXF.DE and AUM5.DE have the same expense ratio: 0.15% per year.
LYXF.DE is categorized as Government Bonds, while AUM5.DE is S&P 500. LYXF.DE tracks Bloomberg Euro Treasury 50bn 15+ Year Bond Index, while AUM5.DE tracks S&P 500 Index.
Find the right allocation for LYXF.DE and AUM5.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer