36B1.DE vs. LYQS.DE
36B1.DE (iShares J.P. Morgan ESG USD EM Bond UCITS ETF) and LYQS.DE (Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)) are both Emerging Markets Bonds funds - 36B1.DE tracks the JP Morgan ESG EMBI Global Diversified while LYQS.DE tracks the J.P. Morgan EMBI Global Diversified Select Index. Both are passively managed. Over the past 5 years, 36B1.DE returned 1.88%/yr vs 1.43%/yr for LYQS.DE. Their correlation of 0.81 suggests significant overlap in exposure. 36B1.DE charges 0.45%/yr vs 0.25%/yr for LYQS.DE.
Performance
36B1.DE vs. LYQS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with 36B1.DE having a 4.50% return and LYQS.DE slightly higher at 4.61%.
36B1.DE
- 1D
- 0.26%
- 1M
- 0.79%
- 6M
- 3.14%
- YTD
- 4.50%
- 1Y
- 10.75%
- 3Y*
- 7.32%
- 5Y*
- 1.88%
- 10Y*
- —
LYQS.DE
- 1D
- 0.10%
- 1M
- 0.68%
- 6M
- 3.34%
- YTD
- 4.61%
- 1Y
- 10.90%
- 3Y*
- 5.80%
- 5Y*
- 1.43%
- 10Y*
- 1.37%
36B1.DE vs. LYQS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
36B1.DE iShares J.P. Morgan ESG USD EM Bond UCITS ETF | 4.50% | 0.52% | 11.39% | 6.09% | -13.65% | 5.10% | -3.83% | 1.34% | -1.20% |
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 4.61% | 0.04% | 6.43% | 5.45% | -11.25% | 5.76% | -5.23% | 17.03% | 3.26% |
Correlation
The correlation between 36B1.DE and LYQS.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2018 | 0.81 |
The correlation between 36B1.DE and LYQS.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.
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Return for Risk
36B1.DE vs. LYQS.DE — Risk / Return Rank
36B1.DE
LYQS.DE
36B1.DE vs. LYQS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) and Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.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.
| 36B1.DE | LYQS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 3.88 | -0.15 |
| Martin ratioReturn relative to average drawdown | 10.56 | 11.90 | -1.35 |
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Drawdowns
36B1.DE vs. LYQS.DE - Drawdown Comparison
The maximum 36B1.DE drawdown since its inception was -22.35%, smaller than the maximum LYQS.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for 36B1.DE and LYQS.DE.
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Drawdown Indicators
| 36B1.DE | LYQS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.35% | -33.51% | +11.16% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -2.80% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -12.32% | -12.78% | +0.46% |
Max Drawdown (5Y)Largest decline over 5 years | -16.23% | -16.18% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.61% | — |
Current DrawdownCurrent decline from peak | -1.28% | -1.60% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -12.89% | +4.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.91% | +0.11% |
Volatility
36B1.DE vs. LYQS.DE - Volatility Comparison
iShares J.P. Morgan ESG USD EM Bond UCITS ETF (36B1.DE) has a higher volatility of 1.29% compared to Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) at 1.07%. This indicates that 36B1.DE's price experiences larger fluctuations and is considered to be riskier than LYQS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 36B1.DE | LYQS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 1.07% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 4.07% | 3.93% | +0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.02% | 5.82% | +0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.51% | 9.62% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.17% | 17.02% | -6.85% |
36B1.DE vs. LYQS.DE - Expense Ratio Comparison
36B1.DE has a 0.45% expense ratio, which is higher than LYQS.DE's 0.25% expense ratio.
Dividends
36B1.DE vs. LYQS.DE - Dividend Comparison
36B1.DE's dividend yield for the trailing twelve months is around 5.66%, more than LYQS.DE's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
36B1.DE iShares J.P. Morgan ESG USD EM Bond UCITS ETF | 5.66% | 5.96% | 5.31% | 5.52% | 5.19% | 3.36% | 3.81% | 2.35% | 0.00% | 0.00% | 0.00% | 0.00% |
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 5.12% | 5.36% | 3.57% | 6.06% | 6.00% | 4.33% | 4.48% | 5.10% | 5.08% | 5.40% | 5.15% | 6.61% |
Frequently Asked Questions
36B1.DE and LYQS.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYQS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYQS.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for 36B1.DE.
36B1.DE tracks JP Morgan ESG EMBI Global Diversified, while LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.45% for 36B1.DE and 0.25% for LYQS.DE.
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