AHYE.DE vs. LYBK.DE
AHYE.DE (Amundi Euro High Yield Bond ESG UCITS ETF EUR) and LYBK.DE (Amundi Euro Stoxx Banks UCITS ETF Acc) are both exchange-traded funds - AHYE.DE is a European High Yield Bonds fund tracking the iBoxx MSCI ESG EUR High Yield Corporates, while LYBK.DE is a Financials Equities fund tracking the EURO STOXX® Banks. Both are passively managed. Over the past 5 years, AHYE.DE returned 1.77%/yr vs 29.06%/yr for LYBK.DE. At a 0.48 correlation, their price movements are largely independent. AHYE.DE charges 0.40%/yr vs 0.30%/yr for LYBK.DE.
Performance
AHYE.DE vs. LYBK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AHYE.DE achieves a 0.37% return, which is significantly lower than LYBK.DE's 5.35% return.
AHYE.DE
- 1D
- -0.11%
- 1M
- 0.43%
- YTD
- 0.37%
- 6M
- 0.67%
- 1Y
- 3.35%
- 3Y*
- 6.16%
- 5Y*
- 1.77%
- 10Y*
- 2.89%
LYBK.DE
- 1D
- 0.92%
- 1M
- 2.70%
- YTD
- 5.35%
- 6M
- 12.73%
- 1Y
- 39.28%
- 3Y*
- 45.91%
- 5Y*
- 29.06%
- 10Y*
- —
AHYE.DE vs. LYBK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
AHYE.DE Amundi Euro High Yield Bond ESG UCITS ETF EUR | 0.37% | 5.51% | 5.40% | 10.19% | -10.53% | 0.94% | 1.40% | 10.27% | -2.67% |
LYBK.DE Amundi Euro Stoxx Banks UCITS ETF Acc | 5.35% | 91.46% | 30.53% | 30.34% | 0.78% | 39.97% | -22.43% | 17.74% | -35.74% |
Correlation
The correlation between AHYE.DE and LYBK.DE is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Jan 15, 2018 | 0.48 |
The correlation between AHYE.DE and LYBK.DE shifts across timeframes, from 0.48 (5 years) to 0.62 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AHYE.DE vs. LYBK.DE — Risk / Return Rank
AHYE.DE
LYBK.DE
AHYE.DE vs. LYBK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) and Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.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.
| AHYE.DE | LYBK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.29 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.41 | -1.41 |
| Martin ratioReturn relative to average drawdown | 4.06 | 7.56 | -3.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AHYE.DE | LYBK.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.72 | -0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 1.13 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.46 | -0.07 |
Drawdowns
AHYE.DE vs. LYBK.DE - Drawdown Comparison
The maximum AHYE.DE drawdown since its inception was -23.41%, smaller than the maximum LYBK.DE drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for AHYE.DE and LYBK.DE.
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Drawdown Indicators
| AHYE.DE | LYBK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.41% | -62.22% | +38.81% |
Max Drawdown (1Y)Largest decline over 1 year | -3.22% | -17.12% | +13.90% |
Max Drawdown (3Y)Largest decline over 3 years | -3.22% | -19.90% | +16.68% |
Max Drawdown (5Y)Largest decline over 5 years | -16.89% | -34.32% | +17.43% |
Max Drawdown (10Y)Largest decline over 10 years | -23.41% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -1.83% | +1.51% |
Average DrawdownAverage peak-to-trough decline | -2.86% | -19.62% | +16.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 5.47% | -4.67% |
Volatility
AHYE.DE vs. LYBK.DE - Volatility Comparison
The current volatility for Amundi Euro High Yield Bond ESG UCITS ETF EUR (AHYE.DE) is 0.81%, while Amundi Euro Stoxx Banks UCITS ETF Acc (LYBK.DE) has a volatility of 5.84%. This indicates that AHYE.DE experiences smaller price fluctuations and is considered to be less risky than LYBK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AHYE.DE | LYBK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 5.84% | -5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.76% | 19.19% | -16.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.22% | 23.95% | -20.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.57% | 25.45% | -19.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.73% | 28.55% | -21.82% |
AHYE.DE vs. LYBK.DE - Expense Ratio Comparison
AHYE.DE has a 0.40% expense ratio, which is higher than LYBK.DE's 0.30% expense ratio.
Dividends
AHYE.DE vs. LYBK.DE - Dividend Comparison
Neither AHYE.DE nor LYBK.DE has paid dividends to shareholders.
Frequently Asked Questions
AHYE.DE and LYBK.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, LYBK.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
LYBK.DE is cheaper with a 0.30% expense ratio, compared with 0.40% for AHYE.DE.
AHYE.DE is categorized as European High Yield Bonds, while LYBK.DE is Financials Equities. AHYE.DE tracks iBoxx MSCI ESG EUR High Yield Corporates, while LYBK.DE tracks EURO STOXX® Banks. Their fees differ too: 0.40% for AHYE.DE and 0.30% for LYBK.DE.
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