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XZEB.DE vs. LYQ3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XZEB.DE vs. LYQ3.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II ESG Eurozone Government Bond UCITS ETF (XZEB.DE) and Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.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, XZEB.DE achieves a 0.20% return, which is significantly higher than LYQ3.DE's -0.32% return.


XZEB.DE

1D
0.07%
1M
-0.04%
YTD
0.20%
6M
0.18%
1Y
-0.32%
3Y*
1.37%
5Y*
10Y*

LYQ3.DE

1D
0.05%
1M
-0.07%
YTD
-0.32%
6M
-0.08%
1Y
0.63%
3Y*
2.71%
5Y*
-0.36%
10Y*
-0.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XZEB.DE vs. LYQ3.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XZEB.DE
Xtrackers II ESG Eurozone Government Bond UCITS ETF
0.20%-0.59%0.01%5.77%-7.62%
LYQ3.DE
Amundi Euro Government Bond 3-5Y UCITS ETF Acc
-0.32%2.66%2.16%5.09%-5.00%

Correlation

The correlation between XZEB.DE and LYQ3.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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

0.93

The correlation between XZEB.DE and LYQ3.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

XZEB.DE vs. LYQ3.DE — Risk / Return Rank

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

XZEB.DE
XZEB.DE Risk / Return Rank: 77
Overall Rank
XZEB.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
XZEB.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
XZEB.DE Omega Ratio Rank: 66
Omega Ratio Rank
XZEB.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
XZEB.DE Martin Ratio Rank: 77
Martin Ratio Rank

LYQ3.DE
LYQ3.DE Risk / Return Rank: 1111
Overall Rank
LYQ3.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
LYQ3.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
LYQ3.DE Omega Ratio Rank: 1010
Omega Ratio Rank
LYQ3.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
LYQ3.DE Martin Ratio Rank: 1111
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.

XZEB.DE vs. LYQ3.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Eurozone Government Bond UCITS ETF (XZEB.DE) and Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.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.


XZEB.DELYQ3.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.32

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

0.97

1.03

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.24

0.15

-0.39

Martin ratioReturn relative to average drawdown

-0.53

0.43

-0.97

XZEB.DE vs. LYQ3.DE - Sharpe Ratio Comparison

The current XZEB.DE Sharpe Ratio is -0.17, which is lower than the LYQ3.DE Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of XZEB.DE and LYQ3.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


XZEB.DELYQ3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.17

0.15

-0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.67

-0.77

Drawdowns

XZEB.DE vs. LYQ3.DE - Drawdown Comparison

The maximum XZEB.DE drawdown since its inception was -13.98%, which is greater than LYQ3.DE's maximum drawdown of -12.43%. Use the drawdown chart below to compare losses from any high point for XZEB.DE and LYQ3.DE.


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Drawdown Indicators


XZEB.DELYQ3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.98%

-12.43%

-1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-2.97%

-2.38%

-0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-4.45%

-2.38%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-12.02%

Max Drawdown (10Y)

Largest decline over 10 years

-12.43%

Current Drawdown

Current decline from peak

-7.28%

-2.86%

-4.42%

Average Drawdown

Average peak-to-trough decline

-8.40%

-2.20%

-6.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

0.85%

+0.48%

Volatility

XZEB.DE vs. LYQ3.DE - Volatility Comparison

Xtrackers II ESG Eurozone Government Bond UCITS ETF (XZEB.DE) has a higher volatility of 1.57% compared to Amundi Euro Government Bond 3-5Y UCITS ETF Acc (LYQ3.DE) at 0.99%. This indicates that XZEB.DE's price experiences larger fluctuations and is considered to be riskier than LYQ3.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XZEB.DELYQ3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.57%

0.99%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

3.45%

2.23%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.14%

2.51%

+1.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.32%

3.56%

+2.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.32%

2.80%

+3.52%

XZEB.DE vs. LYQ3.DE - Expense Ratio Comparison

XZEB.DE has a 0.15% expense ratio, which is lower than LYQ3.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

XZEB.DE vs. LYQ3.DE - Dividend Comparison

Neither XZEB.DE nor LYQ3.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XZEB.DE and LYQ3.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, XZEB.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XZEB.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for LYQ3.DE.

XZEB.DE tracks FTSE ESG Select EMU Government Bond, while LYQ3.DE tracks Bloomberg Euro Treasury 50bn 3-5 Year Bond. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.15% for XZEB.DE and 0.17% for LYQ3.DE.

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