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XGIU.DE vs. LYQ7.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XGIU.DE vs. LYQ7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) and Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE). The values are adjusted to include any dividend payments, if applicable.

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XGIU.DE vs. LYQ7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XGIU.DE
Xtrackers Global Inflation-Linked Bond UCITS ETF 5C
2.32%-3.84%2.94%1.46%-17.06%11.60%2.48%9.91%0.64%-4.41%
LYQ7.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc
1.98%0.95%-0.33%5.62%-9.46%6.28%2.86%6.52%-1.49%1.03%

Returns By Period

In the year-to-date period, XGIU.DE achieves a 2.32% return, which is significantly higher than LYQ7.DE's 1.98% return. Over the past 10 years, XGIU.DE has underperformed LYQ7.DE with an annualized return of 0.96%, while LYQ7.DE has yielded a comparatively higher 1.54% annualized return.


XGIU.DE

1D
0.66%
1M
-0.29%
YTD
2.32%
6M
2.31%
1Y
-1.17%
3Y*
-0.17%
5Y*
-1.31%
10Y*
0.96%

LYQ7.DE

1D
0.26%
1M
-0.24%
YTD
1.98%
6M
2.00%
1Y
3.45%
3Y*
1.56%
5Y*
0.53%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XGIU.DE vs. LYQ7.DE - Expense Ratio Comparison

XGIU.DE has a 0.20% expense ratio, which is higher than LYQ7.DE's 0.09% 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%.


Return for Risk

XGIU.DE vs. LYQ7.DE — Risk / Return Rank

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

XGIU.DE
XGIU.DE Risk / Return Rank: 88
Overall Rank
XGIU.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
XGIU.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
XGIU.DE Omega Ratio Rank: 77
Omega Ratio Rank
XGIU.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
XGIU.DE Martin Ratio Rank: 99
Martin Ratio Rank

LYQ7.DE
LYQ7.DE Risk / Return Rank: 4545
Overall Rank
LYQ7.DE Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
LYQ7.DE Sortino Ratio Rank: 5050
Sortino Ratio Rank
LYQ7.DE Omega Ratio Rank: 4040
Omega Ratio Rank
LYQ7.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
LYQ7.DE Martin Ratio Rank: 3636
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.

XGIU.DE vs. LYQ7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) and Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.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.


XGIU.DELYQ7.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.16

0.95

-1.11

Sortino ratio

Return per unit of downside risk

-0.17

1.41

-1.57

Omega ratio

Gain probability vs. loss probability

0.98

1.17

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.11

1.58

-1.70

Martin ratio

Return relative to average drawdown

-0.22

4.31

-4.53

XGIU.DE vs. LYQ7.DE - Sharpe Ratio Comparison

The current XGIU.DE Sharpe Ratio is -0.16, which is lower than the LYQ7.DE Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of XGIU.DE and LYQ7.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XGIU.DELYQ7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.16

0.95

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.15

0.08

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.26

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.46

-0.17

Correlation

The correlation between XGIU.DE and LYQ7.DE is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XGIU.DE vs. LYQ7.DE - Dividend Comparison

Neither XGIU.DE nor LYQ7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XGIU.DE vs. LYQ7.DE - Drawdown Comparison

The maximum XGIU.DE drawdown since its inception was -22.30%, which is greater than LYQ7.DE's maximum drawdown of -16.09%. Use the drawdown chart below to compare losses from any high point for XGIU.DE and LYQ7.DE.


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Drawdown Indicators


XGIU.DELYQ7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.30%

-16.09%

-6.21%

Max Drawdown (1Y)

Largest decline over 1 year

-5.39%

-2.04%

-3.35%

Max Drawdown (5Y)

Largest decline over 5 years

-22.30%

-16.09%

-6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-22.30%

-16.09%

-6.21%

Current Drawdown

Current decline from peak

-17.51%

-6.64%

-10.87%

Average Drawdown

Average peak-to-trough decline

-7.78%

-3.70%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

0.75%

+1.99%

Volatility

XGIU.DE vs. LYQ7.DE - Volatility Comparison

Xtrackers Global Inflation-Linked Bond UCITS ETF 5C (XGIU.DE) has a higher volatility of 1.96% compared to Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc (LYQ7.DE) at 1.73%. This indicates that XGIU.DE's price experiences larger fluctuations and is considered to be riskier than LYQ7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGIU.DELYQ7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.96%

1.73%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

5.02%

2.53%

+2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

7.22%

3.63%

+3.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.65%

6.66%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.89%

5.80%

+2.09%