PR1G.DE vs. LYXF.DE

Last updated Jul 18, 2026

PR1G.DE (Amundi Prime Global Government Bond UCITS ETF (Dist)) and LYXF.DE (Amundi Euro Government Bond 15+Y UCITS ETF (Acc)) are both Government Bonds funds from Amundi - PR1G.DE tracks the Solactive Global Developed Government Bond Index while LYXF.DE tracks the Bloomberg Euro Treasury 50bn 15+ Year Bond Index. Both are passively managed. Over the past 5 years, PR1G.DE returned -2.72%/yr vs -8.81%/yr for LYXF.DE. A 0.65 correlation means they provide meaningful diversification when combined. PR1G.DE charges 0.05%/yr vs 0.15%/yr for LYXF.DE.

Performance

PR1G.DE vs. LYXF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Global Government Bond UCITS ETF (Dist) (PR1G.DE) and Amundi Euro Government Bond 15+Y UCITS ETF (Acc) (LYXF.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PR1G.DE achieves a 0.99% return, which is significantly higher than LYXF.DE's -1.05% return.

PR1G.DE

• 1D: 0.18%
• 1M: 0.18%
• 6M: 0.24%
• YTD: 0.99%
• 1Y: 1.22%
• 3Y*: 0.44%
• 5Y*: -2.72%
• 10Y*: —

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PR1G.DE vs. LYXF.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PR1G.DE Amundi Prime Global Government Bond UCITS ETF (Dist)	0.99%	-4.74%	2.19%	1.15%	-13.10%	0.82%	0.44%	7.03%
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%	15.30%

Correlation

The correlation between PR1G.DE and LYXF.DE is 0.56, 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	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.59
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since Feb 5, 2019	0.65

The correlation between PR1G.DE and LYXF.DE has been stable across timeframes, ranging from 0.56 to 0.66 - a consistent structural relationship.

Return for Risk

PR1G.DE vs. LYXF.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PR1G.DE

PR1G.DE Risk / Return Rank: 15
PR1G.DE Sharpe Ratio Rank: 16
PR1G.DE Sortino Ratio Rank: 14
PR1G.DE Omega Ratio Rank: 14
PR1G.DE Calmar Ratio Rank: 17
PR1G.DE Martin Ratio Rank: 16

LYXF.DE

LYXF.DE Risk / Return Rank: 7
LYXF.DE Sharpe Ratio Rank: 8
LYXF.DE Sortino Ratio Rank: 7
LYXF.DE Omega Ratio Rank: 7
LYXF.DE Calmar Ratio Rank: 7
LYXF.DE Martin Ratio Rank: 7

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PR1G.DE vs. LYXF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global Government Bond UCITS ETF (Dist) (PR1G.DE) and Amundi Euro Government Bond 15+Y UCITS ETF (Acc) (LYXF.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.

	PR1G.DE	LYXF.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.30	-0.21	+0.51
Sortino ratio: Return per unit of downside risk	0.46	-0.23	+0.69
Omega ratio: Gain probability vs. loss probability	1.06	0.97	+0.08
Calmar ratio: Return relative to maximum drawdown	0.43	-0.32	+0.75
Martin ratio: Return relative to average drawdown	0.87	-0.65	+1.52

PR1G.DE vs. LYXF.DE - Sharpe Ratio Comparison

The current PR1G.DE Sharpe Ratio is 0.30, which is higher than the LYXF.DE Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of PR1G.DE and LYXF.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PR1G.DE vs. LYXF.DE - Drawdown Comparison

The maximum PR1G.DE drawdown since its inception was -20.86%, smaller than the maximum LYXF.DE drawdown of -46.10%. Use the drawdown chart below to compare losses from any high point for PR1G.DE and LYXF.DE.

Drawdown Indicators

	PR1G.DE	LYXF.DE	Difference
Max Drawdown Largest peak-to-trough decline	-20.86%	-46.10%	+25.24%
Max Drawdown (1Y) Largest decline over 1 year	-2.85%	-6.14%	+3.29%
Max Drawdown (3Y) Largest decline over 3 years	-7.94%	-12.74%	+4.80%
Max Drawdown (5Y) Largest decline over 5 years	-17.71%	-44.06%	+26.35%
Max Drawdown (10Y) Largest decline over 10 years	—	-46.10%	—
Current Drawdown Current decline from peak	-18.36%	-40.94%	+22.58%
Average Drawdown Average peak-to-trough decline	-11.48%	-13.20%	+1.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.39%	3.04%	-1.65%

Volatility

PR1G.DE vs. LYXF.DE - Volatility Comparison

The current volatility for Amundi Prime Global Government Bond UCITS ETF (Dist) (PR1G.DE) is 1.17%, while Amundi Euro Government Bond 15+Y UCITS ETF (Acc) (LYXF.DE) has a volatility of 2.57%. This indicates that PR1G.DE experiences smaller price fluctuations and is considered to be less risky than LYXF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PR1G.DE	LYXF.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.17%	2.57%	-1.40%
Volatility (6M) Calculated over the trailing 6-month period	3.01%	7.37%	-4.36%
Volatility (1Y) Calculated over the trailing 1-year period	4.05%	9.36%	-5.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.47%	14.20%	-7.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	6.10%	12.08%	-5.98%

PR1G.DE vs. LYXF.DE - Expense Ratio Comparison

PR1G.DE has a 0.05% expense ratio, which is lower than LYXF.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

PR1G.DE vs. LYXF.DE - Dividend Comparison

PR1G.DE's dividend yield for the trailing twelve months is around 2.93%, while LYXF.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
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%
PR1G.DE Amundi Prime Global Government Bond UCITS ETF (Dist)	2.93%	2.96%	2.34%	1.99%	1.74%	1.50%	1.77%	1.23%

Frequently Asked Questions

Can I hold both PR1G.DE and LYXF.DE in my portfolio?

PR1G.DE and LYXF.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, PR1G.DE or LYXF.DE?

On fees, PR1G.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, PR1G.DE or LYXF.DE?

PR1G.DE is cheaper with a 0.05% expense ratio, compared with 0.15% for LYXF.DE.

What is the main difference between PR1G.DE and LYXF.DE?

PR1G.DE tracks Solactive Global Developed Government Bond Index, while LYXF.DE tracks Bloomberg Euro Treasury 50bn 15+ Year Bond Index. Their fees differ too: 0.05% for PR1G.DE and 0.15% for LYXF.DE.