LYXF.DE vs. VGTY.DE
LYXF.DE (Amundi Euro Government Bond 15+Y UCITS ETF (Acc)) and VGTY.DE (Vanguard USD Treasury Bond UCITS ETF Distributing) are both Government Bonds funds - LYXF.DE tracks the Bloomberg Euro Treasury 50bn 15+ Year Bond Index while VGTY.DE tracks the Bloomberg Global Aggregate US Treasury Float Adjusted Index. Both are passively managed. Over the past 5 years, LYXF.DE returned -7.99%/yr vs 0.19%/yr for VGTY.DE. At a 0.38 correlation, their price movements are largely independent. LYXF.DE charges 0.15%/yr vs 0.05%/yr for VGTY.DE.
Performance
LYXF.DE vs. VGTY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYXF.DE achieves a 1.13% return, which is significantly lower than VGTY.DE's 2.87% 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%
VGTY.DE
- 1D
- -0.05%
- 1M
- 1.91%
- 6M
- 2.81%
- YTD
- 2.87%
- 1Y
- 6.01%
- 3Y*
- 1.47%
- 5Y*
- 0.19%
- 10Y*
- —
LYXF.DE vs. VGTY.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% | 1.25% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 2.87% | -5.53% | 6.49% | 0.32% | -6.92% | 5.85% | -1.94% | 9.66% | 4.95% | -2.98% |
Correlation
The correlation between LYXF.DE and VGTY.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.38 |
Over the past year, the correlation between LYXF.DE and VGTY.DE has dropped to 0.15 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
LYXF.DE vs. VGTY.DE — Risk / Return Rank
LYXF.DE
VGTY.DE
LYXF.DE vs. VGTY.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 Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.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 | VGTY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.27 | ||
| Sortino ratioReturn per unit of downside risk | -1.83 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 1.50 | -1.77 |
| Martin ratioReturn relative to average drawdown | -0.57 | 3.90 | -4.46 |
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Drawdowns
LYXF.DE vs. VGTY.DE - Drawdown Comparison
The maximum LYXF.DE drawdown since its inception was -46.10%, which is greater than VGTY.DE's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for LYXF.DE and VGTY.DE.
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Drawdown Indicators
| LYXF.DE | VGTY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.10% | -17.51% | -28.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.14% | -3.98% | -2.16% |
Max Drawdown (3Y)Largest decline over 3 years | -12.74% | -11.05% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -44.06% | -12.99% | -31.07% |
Max Drawdown (10Y)Largest decline over 10 years | -46.10% | — | — |
Current DrawdownCurrent decline from peak | -39.64% | -11.40% | -28.24% |
Average DrawdownAverage peak-to-trough decline | -13.14% | -9.06% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.54% | +1.37% |
Volatility
LYXF.DE vs. VGTY.DE - Volatility Comparison
Amundi Euro Government Bond 15+Y UCITS ETF (Acc) (LYXF.DE) has a higher volatility of 2.19% compared to Vanguard USD Treasury Bond UCITS ETF Distributing (VGTY.DE) at 1.57%. This indicates that LYXF.DE's price experiences larger fluctuations and is considered to be riskier than VGTY.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 | VGTY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 1.57% | +0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 3.81% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 5.47% | +3.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.20% | 7.99% | +6.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.08% | 7.66% | +4.42% |
LYXF.DE vs. VGTY.DE - Expense Ratio Comparison
LYXF.DE has a 0.15% expense ratio, which is higher than VGTY.DE's 0.05% 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. VGTY.DE - Dividend Comparison
LYXF.DE has not paid dividends to shareholders, while VGTY.DE's dividend yield for the trailing twelve months is around 4.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGTY.DE Vanguard USD Treasury Bond UCITS ETF Distributing | 4.19% | 4.49% | 3.94% | 3.47% | 2.14% | 1.17% | 1.67% | 2.35% | 2.28% | 0.30% |
Frequently Asked Questions
LYXF.DE and VGTY.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, VGTY.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
VGTY.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for LYXF.DE.
LYXF.DE tracks Bloomberg Euro Treasury 50bn 15+ Year Bond Index, while VGTY.DE tracks Bloomberg Global Aggregate US Treasury Float Adjusted Index. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.15% for LYXF.DE and 0.05% for VGTY.DE.
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