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X03B.DE vs. LYQ2.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

X03B.DE vs. LYQ2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE) and Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, X03B.DE achieves a 0.05% return, which is significantly higher than LYQ2.DE's 0.02% return. Over the past 10 years, X03B.DE has outperformed LYQ2.DE with an annualized return of 0.23%, while LYQ2.DE has yielded a comparatively lower 0.10% annualized return.


X03B.DE

1D
0.04%
1M
0.05%
YTD
0.05%
6M
0.20%
1Y
0.95%
3Y*
2.63%
5Y*
0.68%
10Y*
0.23%

LYQ2.DE

1D
0.02%
1M
0.00%
YTD
0.02%
6M
0.14%
1Y
0.85%
3Y*
2.54%
5Y*
0.55%
10Y*
0.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

X03B.DE vs. LYQ2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
0.05%2.25%3.05%3.35%-4.64%-0.79%-0.13%0.14%-0.34%-0.48%
LYQ2.DE
Amundi Euro Government Bond 1-3Y UCITS ETF Acc
0.02%2.14%2.96%3.27%-4.97%-0.84%-0.20%-0.12%-0.45%-0.63%

Correlation

The correlation between X03B.DE and LYQ2.DE is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 10, 2012

0.88

The correlation between X03B.DE and LYQ2.DE has been stable across timeframes, ranging from 0.88 to 0.95 - a consistent structural relationship.

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Return for Risk

X03B.DE vs. LYQ2.DE — Risk / Return Rank

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

X03B.DE
X03B.DE Risk / Return Rank: 1919
Overall Rank
X03B.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
X03B.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
X03B.DE Omega Ratio Rank: 2020
Omega Ratio Rank
X03B.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
X03B.DE Martin Ratio Rank: 1919
Martin Ratio Rank

LYQ2.DE
LYQ2.DE Risk / Return Rank: 1818
Overall Rank
LYQ2.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
LYQ2.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
LYQ2.DE Omega Ratio Rank: 1818
Omega Ratio Rank
LYQ2.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
LYQ2.DE Martin Ratio Rank: 1818
Martin Ratio Rank
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.

X03B.DE vs. LYQ2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE) and Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.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.


X03B.DELYQ2.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.13

1.11

+0.02

Calmar ratioReturn relative to maximum drawdown

0.63

0.58

+0.06

Martin ratioReturn relative to average drawdown

2.04

1.82

+0.22

X03B.DE vs. LYQ2.DE - Sharpe Ratio Comparison

The current X03B.DE Sharpe Ratio is 0.62, which is comparable to the LYQ2.DE Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of X03B.DE and LYQ2.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.


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Sharpe Ratios by Period


X03B.DELYQ2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

0.56

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.33

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.17

0.07

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.88

-0.31

Drawdowns

X03B.DE vs. LYQ2.DE - Drawdown Comparison

The maximum X03B.DE drawdown since its inception was -6.78%, smaller than the maximum LYQ2.DE drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for X03B.DE and LYQ2.DE.


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Drawdown Indicators


X03B.DELYQ2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-7.75%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

-1.22%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-1.28%

-1.22%

-0.06%

Max Drawdown (5Y)

Largest decline over 5 years

-5.67%

-6.02%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-6.78%

-7.75%

+0.97%

Current Drawdown

Current decline from peak

-0.51%

-0.55%

+0.04%

Average Drawdown

Average peak-to-trough decline

-1.19%

-1.30%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

0.39%

+0.01%

Volatility

X03B.DE vs. LYQ2.DE - Volatility Comparison

The current volatility for Xtrackers Eurozone Government Bond 1-3 UCITS ETF (X03B.DE) is 0.50%, while Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) has a volatility of 0.55%. This indicates that X03B.DE experiences smaller price fluctuations and is considered to be less risky than LYQ2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


X03B.DELYQ2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

0.55%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

1.20%

1.14%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

1.30%

1.26%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.63%

1.65%

-0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.32%

1.31%

+0.01%

X03B.DE vs. LYQ2.DE - Expense Ratio Comparison

X03B.DE has a 0.15% expense ratio, which is lower than LYQ2.DE's 0.17% 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

X03B.DE vs. LYQ2.DE - Dividend Comparison

X03B.DE's dividend yield for the trailing twelve months is around 1.53%, while LYQ2.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
LYQ2.DE
Amundi Euro 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%0.00%0.00%0.00%
X03B.DE
Xtrackers Eurozone Government Bond 1-3 UCITS ETF
1.53%1.39%0.98%0.28%0.12%0.13%0.00%0.00%0.00%0.00%0.65%0.66%

Frequently Asked Questions


X03B.DE and LYQ2.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, X03B.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

X03B.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYQ2.DE.

X03B.DE tracks iBoxx® EUR Eurozone 1-3, while LYQ2.DE tracks Bloomberg Euro Treasury 50bn 1-3 Year Bond. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for X03B.DE and 0.17% for LYQ2.DE.

Portfolio Optimizer

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