XDWD.DE vs. LYQ2.DE
XDWD.DE (Xtrackers MSCI World UCITS ETF 1C) and LYQ2.DE (Amundi Euro Government Bond 1-3Y UCITS ETF Acc) are both exchange-traded funds - XDWD.DE is a Global Equities fund tracking the MSCI World, while LYQ2.DE is a European Government Bonds fund tracking the Bloomberg Euro Treasury 50bn 1-3 Year Bond. Both are passively managed. Over the past 10 years, XDWD.DE returned 13.12%/yr vs 0.12%/yr for LYQ2.DE. At a 0.09 correlation, their price movements are largely independent. XDWD.DE charges 0.19%/yr vs 0.17%/yr for LYQ2.DE.
Performance
XDWD.DE vs. LYQ2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDWD.DE achieves a 11.26% return, which is significantly higher than LYQ2.DE's 0.21% return. Over the past 10 years, XDWD.DE has outperformed LYQ2.DE with an annualized return of 13.12%, while LYQ2.DE has yielded a comparatively lower 0.12% annualized return.
XDWD.DE
- 1D
- 1.14%
- 1M
- 2.64%
- YTD
- 11.26%
- 6M
- 12.63%
- 1Y
- 25.29%
- 3Y*
- 17.21%
- 5Y*
- 12.68%
- 10Y*
- 13.12%
LYQ2.DE
- 1D
- 0.06%
- 1M
- 0.45%
- YTD
- 0.21%
- 6M
- 0.39%
- 1Y
- 0.98%
- 3Y*
- 2.69%
- 5Y*
- 0.58%
- 10Y*
- 0.12%
XDWD.DE vs. LYQ2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XDWD.DE Xtrackers MSCI World UCITS ETF 1C | 11.26% | 7.85% | 25.98% | 20.19% | -13.68% | 32.75% | 5.47% | 31.26% | -4.94% | 7.84% |
LYQ2.DE Amundi Euro Government Bond 1-3Y UCITS ETF Acc | 0.21% | 2.14% | 2.97% | 3.27% | -4.97% | -0.84% | -0.20% | -0.13% | -0.45% | -0.63% |
Correlation
The correlation between XDWD.DE and LYQ2.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2014 | 0.09 |
The correlation between XDWD.DE and LYQ2.DE shifts across timeframes, from 0.07 (10 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDWD.DE vs. LYQ2.DE — Risk / Return Rank
XDWD.DE
LYQ2.DE
XDWD.DE vs. LYQ2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World UCITS ETF 1C (XDWD.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.
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.
| XDWD.DE | LYQ2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.47 | ||
| Sortino ratioReturn per unit of downside risk | +1.94 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.15 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 3.97 | 0.80 | +3.18 |
| Martin ratioReturn relative to average drawdown | 15.92 | 2.44 | +13.48 |
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Drawdowns
XDWD.DE vs. LYQ2.DE - Drawdown Comparison
The maximum XDWD.DE drawdown since its inception was -33.55%, which is greater than LYQ2.DE's maximum drawdown of -7.75%. Use the drawdown chart below to compare losses from any high point for XDWD.DE and LYQ2.DE.
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Drawdown Indicators
| XDWD.DE | LYQ2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.55% | -7.75% | -25.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.34% | -1.22% | -5.12% |
Max Drawdown (3Y)Largest decline over 3 years | -21.64% | -1.22% | -20.42% |
Max Drawdown (5Y)Largest decline over 5 years | -21.64% | -6.02% | -15.62% |
Max Drawdown (10Y)Largest decline over 10 years | -33.55% | -7.75% | -25.80% |
Current DrawdownCurrent decline from peak | -0.02% | -0.37% | +0.35% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -1.28% | -3.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.58% | 0.40% | +1.18% |
Volatility
XDWD.DE vs. LYQ2.DE - Volatility Comparison
Xtrackers MSCI World UCITS ETF 1C (XDWD.DE) has a higher volatility of 3.10% compared to Amundi Euro Government Bond 1-3Y UCITS ETF Acc (LYQ2.DE) at 0.52%. This indicates that XDWD.DE's price experiences larger fluctuations and is considered to be riskier 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
| XDWD.DE | LYQ2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.10% | 0.52% | +2.58% |
Volatility (6M)Calculated over the trailing 6-month period | 8.04% | 1.17% | +6.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.30% | 1.28% | +10.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 1.66% | +12.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.15% | 1.32% | +13.83% |
XDWD.DE vs. LYQ2.DE - Expense Ratio Comparison
XDWD.DE has a 0.19% expense ratio, which is higher than LYQ2.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
XDWD.DE vs. LYQ2.DE - Dividend Comparison
Neither XDWD.DE nor LYQ2.DE has paid dividends to shareholders.
Frequently Asked Questions
XDWD.DE and LYQ2.DE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYQ2.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYQ2.DE is cheaper with a 0.17% expense ratio, compared with 0.19% for XDWD.DE.
XDWD.DE is categorized as Global Equities, while LYQ2.DE is European Government Bonds. XDWD.DE tracks MSCI World, 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: 0.19% for XDWD.DE and 0.17% for LYQ2.DE.
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