TIUP.DE vs. LYBK.DE

Last updated Jun 5, 2026

TIUP.DE (Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - TIUP.DE is a Inflation-Protected Bonds fund tracking the Bloomberg US Government Inflation-Linked Bond, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, TIUP.DE returned 1.79%/yr vs 29.06%/yr for LYBK.DE. At a correlation of -0.26, they often move in opposite directions. TIUP.DE charges 0.09%/yr vs 0.30%/yr for LYBK.DE.

Performance

TIUP.DE vs. LYBK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist (TIUP.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIUP.DE achieves a 2.64% return, which is significantly lower than LYBK.DE's 5.35% return.

TIUP.DE

• 1D: -0.03%
• 1M: 0.67%
• YTD: 2.64%
• 6M: 1.37%
• 1Y: 2.75%
• 3Y*: 0.91%
• 5Y*: 1.79%
• 10Y*: —

LYBK.DE

• 1D: 0.92%
• 1M: 2.70%
• YTD: 5.35%
• 6M: 12.73%
• 1Y: 39.28%
• 3Y*: 45.91%
• 5Y*: 29.06%
• 10Y*: —

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

TIUP.DE vs. LYBK.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TIUP.DE Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist	2.64%	-5.20%	7.69%	-0.05%	-7.05%	14.77%	1.01%	11.25%	4.73%
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc	5.35%	91.46%	30.53%	30.34%	0.78%	39.97%	-22.43%	17.74%	-35.74%

Correlation

The correlation between TIUP.DE and LYBK.DE is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.20
Correlation (3Y) Calculated over the trailing 3-year period	-0.24
Correlation (5Y) Calculated over the trailing 5-year period	-0.29
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018	-0.26

Return for Risk

TIUP.DE vs. LYBK.DE — Risk / Return Rank

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

TIUP.DE

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

LYBK.DE

LYBK.DE Risk / Return Rank: 49
LYBK.DE Sharpe Ratio Rank: 51
LYBK.DE Sortino Ratio Rank: 50
LYBK.DE Omega Ratio Rank: 46
LYBK.DE Calmar Ratio Rank: 50
LYBK.DE Martin Ratio Rank: 47

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.

TIUP.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist (TIUP.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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.

	TIUP.DE	LYBK.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.46	1.72	-1.26
Sortino ratio: Return per unit of downside risk	0.70	2.42	-1.72
Omega ratio: Gain probability vs. loss probability	1.08	1.29	-0.21
Calmar ratio: Return relative to maximum drawdown	0.65	2.41	-1.76
Martin ratio: Return relative to average drawdown	1.72	7.56	-5.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TIUP.DE vs. LYBK.DE - Sharpe Ratio Comparison

The current TIUP.DE Sharpe Ratio is 0.46, which is lower than the LYBK.DE Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of TIUP.DE and LYBK.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.

Sharpe Ratios by Period

	TIUP.DE	LYBK.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	1.72	-1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	1.13	-0.92
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.46	-0.26

Drawdowns

TIUP.DE vs. LYBK.DE - Drawdown Comparison

The maximum TIUP.DE drawdown since its inception was -15.80%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for TIUP.DE and LYBK.DE.

Drawdown Indicators

	TIUP.DE	LYBK.DE	Difference
Max Drawdown Largest peak-to-trough decline	-15.80%	-62.22%	+46.42%
Max Drawdown (1Y) Largest decline over 1 year	-4.19%	-17.12%	+12.93%
Max Drawdown (3Y) Largest decline over 3 years	-10.91%	-19.90%	+8.99%
Max Drawdown (5Y) Largest decline over 5 years	-15.26%	-34.32%	+19.06%
Current Drawdown Current decline from peak	-8.51%	-1.83%	-6.68%
Average Drawdown Average peak-to-trough decline	-7.01%	-19.62%	+12.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	5.47%	-3.87%

Volatility

TIUP.DE vs. LYBK.DE - Volatility Comparison

The current volatility for Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist (TIUP.DE) is 0.97%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that TIUP.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TIUP.DE	LYBK.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.97%	5.84%	-4.87%
Volatility (6M) Calculated over the trailing 6-month period	4.12%	19.19%	-15.07%
Volatility (1Y) Calculated over the trailing 1-year period	5.95%	23.95%	-18.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.38%	25.45%	-17.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.07%	28.55%	-20.48%

TIUP.DE vs. LYBK.DE - Expense Ratio Comparison

TIUP.DE has a 0.09% expense ratio, which is lower than LYBK.DE's 0.30% expense ratio.

Dividends

TIUP.DE vs. LYBK.DE - Dividend Comparison

TIUP.DE's dividend yield for the trailing twelve months is around 0.94%, while LYBK.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TIUP.DE Amundi US Tips Government Inflation-Linked Bond UCITS ETF Dist	0.94%	0.96%	0.85%	0.67%	0.72%	0.46%	0.58%	0.66%	0.67%	0.72%

Frequently Asked Questions

Can I hold both TIUP.DE and LYBK.DE in my portfolio?

TIUP.DE and LYBK.DE have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, TIUP.DE or LYBK.DE?

On fees, TIUP.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, TIUP.DE or LYBK.DE?

TIUP.DE is cheaper with a 0.09% expense ratio, compared with 0.30% for LYBK.DE.

What is the main difference between TIUP.DE and LYBK.DE?

TIUP.DE is categorized as Inflation-Protected Bonds, while LYBK.DE is Financials Equities. TIUP.DE tracks Bloomberg US Government Inflation-Linked Bond, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.09% for TIUP.DE and 0.30% for LYBK.DE.