LYXF.DE vs. DJAD.DE
LYXF.DE (Amundi Euro Government Bond 15+Y UCITS ETF (Acc)) and DJAD.DE (Amundi US Treasury Bond Long Dated UCITS ETF Dist) are both Government Bonds funds from Amundi - LYXF.DE tracks the Bloomberg Euro Treasury 50bn 15+ Year Bond Index while DJAD.DE tracks the Bloomberg US Long Treasury Index. Both are passively managed. Over the past 10 years, LYXF.DE returned -2.91%/yr vs -3.16%/yr for DJAD.DE. A 0.54 correlation means they provide meaningful diversification when combined. LYXF.DE charges 0.15%/yr vs 0.06%/yr for DJAD.DE.
Performance
LYXF.DE vs. DJAD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYXF.DE achieves a -1.05% return, which is significantly lower than DJAD.DE's 1.78% return. Over the past 10 years, LYXF.DE has outperformed DJAD.DE with an annualized return of -2.91%, while DJAD.DE has yielded a comparatively lower -3.16% annualized return.
LYXF.DE
- 1D
- 0.25%
- 1M
- -2.84%
- 6M
- -2.07%
- YTD
- -1.05%
- 1Y
- -1.97%
- 3Y*
- -1.13%
- 5Y*
- -8.81%
- 10Y*
- -2.91%
DJAD.DE
- 1D
- 0.69%
- 1M
- -0.13%
- 6M
- -0.02%
- YTD
- 1.78%
- 1Y
- 5.49%
- 3Y*
- -1.48%
- 5Y*
- -5.78%
- 10Y*
- -3.16%
LYXF.DE vs. DJAD.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) | -1.05% | -6.05% | -1.34% | 9.49% | -35.58% | -7.79% | 12.63% | 17.18% | 2.98% | -1.38% |
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 1.78% | -6.15% | -0.86% | -0.75% | -24.23% | 3.18% | 6.09% | 17.33% | -14.73% | 7.90% |
Correlation
The correlation between LYXF.DE and DJAD.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2010 | 0.54 |
The correlation between LYXF.DE and DJAD.DE shifts across timeframes, from 0.54 (all time) to 0.66 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYXF.DE vs. DJAD.DE — Risk / Return Rank
LYXF.DE
DJAD.DE
LYXF.DE vs. DJAD.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 US Treasury Bond Long Dated UCITS ETF Dist (DJAD.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 | DJAD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.12 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.32 | 0.86 | -1.18 |
| Martin ratioReturn relative to average drawdown | -0.65 | 1.82 | -2.47 |
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Drawdowns
LYXF.DE vs. DJAD.DE - Drawdown Comparison
The maximum LYXF.DE drawdown since its inception was -46.10%, roughly equal to the maximum DJAD.DE drawdown of -44.43%. Use the drawdown chart below to compare losses from any high point for LYXF.DE and DJAD.DE.
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Drawdown Indicators
| LYXF.DE | DJAD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.10% | -44.43% | -1.67% |
Max Drawdown (1Y)Largest decline over 1 year | -6.14% | -6.38% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -12.74% | -16.68% | +3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -44.06% | -36.54% | -7.52% |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | -44.43% | -1.67% |
Current DrawdownCurrent decline from peak | -40.94% | -40.10% | -0.84% |
Average DrawdownAverage peak-to-trough decline | -13.20% | -17.90% | +4.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.01% | +0.03% |
Volatility
LYXF.DE vs. DJAD.DE - Volatility Comparison
Amundi Euro Government Bond 15+Y UCITS ETF (Acc) (LYXF.DE) has a higher volatility of 2.57% compared to Amundi US Treasury Bond Long Dated UCITS ETF Dist (DJAD.DE) at 2.34%. This indicates that LYXF.DE's price experiences larger fluctuations and is considered to be riskier than DJAD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LYXF.DE | DJAD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 2.34% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 7.37% | 5.88% | +1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.36% | 8.78% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 14.15% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.08% | 13.95% | -1.87% |
LYXF.DE vs. DJAD.DE - Expense Ratio Comparison
LYXF.DE has a 0.15% expense ratio, which is higher than DJAD.DE's 0.06% 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
LYXF.DE vs. DJAD.DE - Dividend Comparison
LYXF.DE has not paid dividends to shareholders, while DJAD.DE's dividend yield for the trailing twelve months is around 3.43%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
DJAD.DE Amundi US Treasury Bond Long Dated UCITS ETF Dist | 3.43% | 3.50% | 3.53% | 2.88% | 3.36% | 2.22% | 2.38% | 2.87% | 3.22% | 2.75% |
LYXF.DE Amundi Euro Government Bond 15+Y UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LYXF.DE and DJAD.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DJAD.DE is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DJAD.DE is cheaper with a 0.06% expense ratio, compared with 0.15% for LYXF.DE.
LYXF.DE tracks Bloomberg Euro Treasury 50bn 15+ Year Bond Index, while DJAD.DE tracks Bloomberg US Long Treasury Index. Their fees differ too: 0.15% for LYXF.DE and 0.06% for DJAD.DE.
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