MTDD.DE vs. LYS4.DE
MTDD.DE (Amundi Euro Government Bond 7-10Y UCITS ETF Dist) and LYS4.DE (Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc) are both European Government Bonds funds from Amundi - MTDD.DE tracks the Bloomberg Euro Treasury 50bn 7-10 Year Bond while LYS4.DE tracks the MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR). Both are passively managed. Over the past 10 years, MTDD.DE returned -0.01%/yr vs -0.21%/yr for LYS4.DE. A 0.65 correlation means they provide meaningful diversification when combined. Both charge a 0.17% expense ratio.
Performance
MTDD.DE vs. LYS4.DE - Performance Comparison
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Returns By Period
In the year-to-date period, MTDD.DE achieves a 0.11% return, which is significantly higher than LYS4.DE's 0.05% return. Over the past 10 years, MTDD.DE has outperformed LYS4.DE with an annualized return of -0.01%, while LYS4.DE has yielded a comparatively lower -0.21% annualized return.
MTDD.DE
- 1D
- 0.04%
- 1M
- -0.00%
- YTD
- 0.11%
- 6M
- 0.13%
- 1Y
- 0.75%
- 3Y*
- 2.73%
- 5Y*
- -2.13%
- 10Y*
- -0.01%
LYS4.DE
- 1D
- 0.08%
- 1M
- 0.05%
- YTD
- 0.05%
- 6M
- 0.17%
- 1Y
- 0.78%
- 3Y*
- 2.29%
- 5Y*
- 0.27%
- 10Y*
- -0.21%
MTDD.DE vs. LYS4.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MTDD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Dist | 0.11% | 1.75% | 1.15% | 8.48% | -19.28% | -2.83% | 3.93% | 6.98% | 1.40% | 0.91% |
LYS4.DE Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc | 0.05% | 1.96% | 2.50% | 2.85% | -5.26% | -0.98% | -0.68% | -0.79% | -0.48% | -1.00% |
Correlation
The correlation between MTDD.DE and LYS4.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2012 | 0.65 |
The correlation between MTDD.DE and LYS4.DE shifts across timeframes, from 0.65 (all time) to 0.81 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
MTDD.DE vs. LYS4.DE — Risk / Return Rank
MTDD.DE
LYS4.DE
MTDD.DE vs. LYS4.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) and Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.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.
| MTDD.DE | LYS4.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.09 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | 0.44 | -0.39 |
| Martin ratioReturn relative to average drawdown | 0.16 | 1.30 | -1.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MTDD.DE | LYS4.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.05 | 0.43 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.30 | 0.16 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | -0.14 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | -0.01 | +0.44 |
Drawdowns
MTDD.DE vs. LYS4.DE - Drawdown Comparison
The maximum MTDD.DE drawdown since its inception was -22.48%, which is greater than LYS4.DE's maximum drawdown of -9.86%. Use the drawdown chart below to compare losses from any high point for MTDD.DE and LYS4.DE.
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Drawdown Indicators
| MTDD.DE | LYS4.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.48% | -9.86% | -12.62% |
Max Drawdown (1Y)Largest decline over 1 year | -4.13% | -1.32% | -2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -4.42% | -1.32% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -22.18% | -6.58% | -15.60% |
Max Drawdown (10Y)Largest decline over 10 years | -22.48% | -9.86% | -12.62% |
Current DrawdownCurrent decline from peak | -12.65% | -2.29% | -10.36% |
Average DrawdownAverage peak-to-trough decline | -5.55% | -2.57% | -2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.53% | 0.45% | +1.08% |
Volatility
MTDD.DE vs. LYS4.DE - Volatility Comparison
Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) has a higher volatility of 2.06% compared to Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc (LYS4.DE) at 0.46%. This indicates that MTDD.DE's price experiences larger fluctuations and is considered to be riskier than LYS4.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MTDD.DE | LYS4.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.06% | 0.46% | +1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 1.24% | +2.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.96% | 1.35% | +3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.09% | 1.72% | +5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.07% | 1.43% | +4.64% |
MTDD.DE vs. LYS4.DE - Expense Ratio Comparison
Both MTDD.DE and LYS4.DE have an expense ratio of 0.17%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
MTDD.DE vs. LYS4.DE - Dividend Comparison
MTDD.DE's dividend yield for the trailing twelve months is around 2.68%, while LYS4.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
LYS4.DE Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MTDD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Dist | 2.68% | 2.68% | 1.85% | 1.25% | 1.45% | 1.74% | 1.68% | 0.83% | 0.77% |
Frequently Asked Questions
MTDD.DE and LYS4.DE have a correlation of 0.76, 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 0.17% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
MTDD.DE and LYS4.DE have the same expense ratio: 0.17% per year.
MTDD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond, while LYS4.DE tracks MTS Mid Price Highest Rated Macro-Weighted 1-3 (EUR).
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