MJMT.DE vs. LYQ3.DE
MJMT.DE (Amundi MSCI Europe Momentum Factor UCITS ETF EUR) and LYQ3.DE (Amundi Euro Government Bond 3-5Y UCITS ETF Acc) are both exchange-traded funds - MJMT.DE is a Momentum fund tracking the MSCI Europe Momentum Index, while LYQ3.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 3-5 Year Bond. Both are passively managed. Over the past 10 years, MJMT.DE returned 12.16%/yr vs -0.03%/yr for LYQ3.DE. At a 0.08 correlation, their price movements are largely independent. MJMT.DE charges 0.23%/yr vs 0.17%/yr for LYQ3.DE.
Performance
MJMT.DE vs. LYQ3.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MJMT.DE achieves a 9.28% return, which is significantly higher than LYQ3.DE's -0.12% return. Over the past 10 years, MJMT.DE has outperformed LYQ3.DE with an annualized return of 12.16%, while LYQ3.DE has yielded a comparatively lower -0.03% annualized return.
MJMT.DE
- 1D
- 1.82%
- 1M
- 2.83%
- YTD
- 9.28%
- 6M
- 12.67%
- 1Y
- 21.10%
- 3Y*
- 20.45%
- 5Y*
- 11.60%
- 10Y*
- 12.16%
LYQ3.DE
- 1D
- 0.20%
- 1M
- 0.64%
- YTD
- -0.12%
- 6M
- 0.33%
- 1Y
- 0.51%
- 3Y*
- 2.83%
- 5Y*
- -0.36%
- 10Y*
- -0.03%
MJMT.DE vs. LYQ3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MJMT.DE Amundi MSCI Europe Momentum Factor UCITS ETF EUR | 9.28% | 27.24% | 19.93% | 13.04% | -15.57% | 22.09% | 10.97% | 31.75% | -10.54% | 11.30% |
LYQ3.DE Amundi Euro Government Bond 3-5Y UCITS ETF Acc | -0.12% | 2.66% | 2.16% | 5.09% | -10.00% | -1.34% | 1.07% | 1.11% | -0.34% | -0.27% |
Correlation
The correlation between MJMT.DE and LYQ3.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 10, 2016 | 0.08 |
Over the past year, MJMT.DE and LYQ3.DE have become more correlated (0.35) than their long-term average of 0.08, meaning their price movements have been converging.
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Return for Risk
MJMT.DE vs. LYQ3.DE — Risk / Return Rank
MJMT.DE
LYQ3.DE
MJMT.DE vs. LYQ3.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) and Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.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.
| MJMT.DE | LYQ3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.04 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.82 | 0.21 | +1.60 |
| Martin ratioReturn relative to average drawdown | 6.92 | 0.58 | +6.34 |
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Drawdowns
MJMT.DE vs. LYQ3.DE - Drawdown Comparison
The maximum MJMT.DE drawdown since its inception was -31.35%, which is greater than LYQ3.DE's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for MJMT.DE and LYQ3.DE.
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Drawdown Indicators
| MJMT.DE | LYQ3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.35% | -12.42% | -18.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.56% | -2.39% | -9.17% |
Max Drawdown (3Y)Largest decline over 3 years | -15.62% | -2.39% | -13.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.84% | -12.02% | -11.82% |
Max Drawdown (10Y)Largest decline over 10 years | -31.35% | -12.42% | -18.93% |
Current DrawdownCurrent decline from peak | -0.21% | -2.66% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -2.17% | -3.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 0.88% | +2.16% |
Volatility
MJMT.DE vs. LYQ3.DE - Volatility Comparison
Amundi MSCI Europe Momentum Factor UCITS ETF EUR (MJMT.DE) has a higher volatility of 4.75% compared to Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.DE) at 0.94%. This indicates that MJMT.DE's price experiences larger fluctuations and is considered to be riskier than LYQ3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MJMT.DE | LYQ3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.75% | 0.94% | +3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 14.65% | 2.23% | +12.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.11% | 2.52% | +14.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.36% | 3.56% | +12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.37% | 2.80% | +13.57% |
MJMT.DE vs. LYQ3.DE - Expense Ratio Comparison
MJMT.DE has a 0.23% expense ratio, which is higher than LYQ3.DE's 0.17% 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
MJMT.DE vs. LYQ3.DE - Dividend Comparison
Neither MJMT.DE nor LYQ3.DE has paid dividends to shareholders.
Frequently Asked Questions
MJMT.DE and LYQ3.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYQ3.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYQ3.DE is cheaper with a 0.17% expense ratio, compared with 0.23% for MJMT.DE.
MJMT.DE is categorized as Momentum, while LYQ3.DE is European Government Bonds. MJMT.DE tracks MSCI Europe Momentum Index, while LYQ3.DE tracks Bloomberg Euro Treasury 50bn 3-5 Year Bond. Their fees differ too: 0.23% for MJMT.DE and 0.17% for LYQ3.DE.
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