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XYP1.DE vs. LYXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYP1.DE vs. LYXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) and Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.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, XYP1.DE achieves a 0.03% return, which is significantly lower than LYXD.DE's 0.14% return. Over the past 10 years, XYP1.DE has outperformed LYXD.DE with an annualized return of 0.56%, while LYXD.DE has yielded a comparatively lower -0.11% annualized return.


XYP1.DE

1D
0.05%
1M
0.28%
YTD
0.03%
6M
0.09%
1Y
0.77%
3Y*
2.85%
5Y*
0.86%
10Y*
0.56%

LYXD.DE

1D
0.09%
1M
0.65%
YTD
0.14%
6M
-0.01%
1Y
0.31%
3Y*
2.73%
5Y*
-2.13%
10Y*
-0.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYP1.DE vs. LYXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XYP1.DE
Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF
0.03%2.37%3.44%3.75%-4.62%-0.71%0.54%1.24%-0.04%-0.30%
LYXD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Acc
0.14%1.71%1.17%8.47%-19.30%-2.81%4.17%6.46%1.20%0.97%

Correlation

The correlation between XYP1.DE and LYXD.DE is 0.83, 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

0.83

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

0.85

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

0.86

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

0.70

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2013

0.63

Over the past year, XYP1.DE and LYXD.DE have become more correlated (0.83) than their long-term average of 0.63, meaning their price movements have been converging.

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Return for Risk

XYP1.DE vs. LYXD.DE — Risk / Return Rank

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

XYP1.DE
XYP1.DE Risk / Return Rank: 1818
Overall Rank
XYP1.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
XYP1.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
XYP1.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XYP1.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
XYP1.DE Martin Ratio Rank: 1818
Martin Ratio Rank

LYXD.DE
LYXD.DE Risk / Return Rank: 1010
Overall Rank
LYXD.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
LYXD.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
LYXD.DE Omega Ratio Rank: 99
Omega Ratio Rank
LYXD.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
LYXD.DE Martin Ratio Rank: 1010
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.

XYP1.DE vs. LYXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) and Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.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.


XYP1.DELYXD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.11

1.02

+0.10

Calmar ratioReturn relative to maximum drawdown

0.55

0.07

+0.48

Martin ratioReturn relative to average drawdown

1.75

0.20

+1.55

XYP1.DE vs. LYXD.DE - Sharpe Ratio Comparison

The current XYP1.DE Sharpe Ratio is 0.56, which is higher than the LYXD.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of XYP1.DE and LYXD.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


XYP1.DELYXD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.56

0.06

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

-0.30

+0.78

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

-0.02

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.64

-0.18

Drawdowns

XYP1.DE vs. LYXD.DE - Drawdown Comparison

The maximum XYP1.DE drawdown since its inception was -5.77%, smaller than the maximum LYXD.DE drawdown of -22.49%. Use the drawdown chart below to compare losses from any high point for XYP1.DE and LYXD.DE.


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Drawdown Indicators


XYP1.DELYXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-5.77%

-22.49%

+16.72%

Max Drawdown (1Y)

Largest decline over 1 year

-1.39%

-4.13%

+2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-1.39%

-4.41%

+3.02%

Max Drawdown (5Y)

Largest decline over 5 years

-5.53%

-22.19%

+16.66%

Max Drawdown (10Y)

Largest decline over 10 years

-5.77%

-22.49%

+16.72%

Current Drawdown

Current decline from peak

-0.61%

-12.65%

+12.04%

Average Drawdown

Average peak-to-trough decline

-0.93%

-6.28%

+5.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.44%

1.53%

-1.09%

Volatility

XYP1.DE vs. LYXD.DE - Volatility Comparison

The current volatility for Xtrackers Eurozone Government Bond Yield Plus 1-3 UCITS ETF (XYP1.DE) is 0.49%, while Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.DE) has a volatility of 1.96%. This indicates that XYP1.DE experiences smaller price fluctuations and is considered to be less risky than LYXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYP1.DELYXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

1.96%

-1.47%

Volatility (6M)

Calculated over the trailing 6-month period

1.25%

4.10%

-2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

1.38%

4.87%

-3.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.75%

7.19%

-5.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.01%

6.12%

-4.11%

XYP1.DE vs. LYXD.DE - Expense Ratio Comparison

XYP1.DE has a 0.15% expense ratio, which is lower than LYXD.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

XYP1.DE vs. LYXD.DE - Dividend Comparison

Neither XYP1.DE nor LYXD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XYP1.DE and LYXD.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XYP1.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XYP1.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYXD.DE.

XYP1.DE tracks iBoxx® EUR Sovereigns Eurozone Yield Plus 1-3, while LYXD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for XYP1.DE and 0.17% for LYXD.DE.

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