PortfoliosLab logoPortfoliosLab logo
CEBD.DE vs. LYEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEBD.DE vs. LYEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares iBonds Dec 2027 Term € Corp UCITS ETF EUR (Dist) (CEBD.DE) and Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CEBD.DE achieves a 0.83% return, which is significantly lower than LYEB.DE's 1.19% return.


CEBD.DE

1D
0.00%
1M
0.31%
6M
0.83%
YTD
0.83%
1Y
1.92%
3Y*
5Y*
10Y*

LYEB.DE

1D
-0.06%
1M
0.82%
6M
1.32%
YTD
1.19%
1Y
1.93%
3Y*
4.64%
5Y*
-0.03%
10Y*
0.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CEBD.DE vs. LYEB.DE - Yearly Performance Comparison


Correlation

The correlation between CEBD.DE and LYEB.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2023

0.20

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CEBD.DE vs. LYEB.DE — Risk / Return Rank

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

CEBD.DE
CEBD.DE Risk / Return Rank: 1414
Overall Rank
CEBD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CEBD.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
CEBD.DE Omega Ratio Rank: 1515
Omega Ratio Rank
CEBD.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
CEBD.DE Martin Ratio Rank: 1515
Martin Ratio Rank

LYEB.DE
LYEB.DE Risk / Return Rank: 2020
Overall Rank
LYEB.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LYEB.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LYEB.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LYEB.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LYEB.DE Martin Ratio Rank: 2222
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.

CEBD.DE vs. LYEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2027 Term € Corp UCITS ETF EUR (Dist) (CEBD.DE) and Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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.


CEBD.DELYEB.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.47

Omega ratioGain probability vs. loss probability

1.09

1.12

-0.03

Calmar ratioReturn relative to maximum drawdown

0.55

0.72

-0.17

Martin ratioReturn relative to average drawdown

1.23

2.38

-1.15

CEBD.DE vs. LYEB.DE - Sharpe Ratio Comparison

The current CEBD.DE Sharpe Ratio is 0.33, which is lower than the LYEB.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of CEBD.DE and LYEB.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.


Loading charts...

Drawdowns

CEBD.DE vs. LYEB.DE - Drawdown Comparison

The maximum CEBD.DE drawdown since its inception was -3.47%, smaller than the maximum LYEB.DE drawdown of -17.06%. Use the drawdown chart below to compare losses from any high point for CEBD.DE and LYEB.DE.


Loading charts...

Drawdown Indicators


CEBD.DELYEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.47%

-17.06%

+13.59%

Max Drawdown (1Y)

Largest decline over 1 year

-3.47%

-2.67%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-2.67%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-1.84%

-1.21%

-0.63%

Average Drawdown

Average peak-to-trough decline

-0.82%

-2.74%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

0.81%

+0.75%

Volatility

CEBD.DE vs. LYEB.DE - Volatility Comparison

iShares iBonds Dec 2027 Term € Corp UCITS ETF EUR (Dist) (CEBD.DE) has a higher volatility of 0.97% compared to Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) at 0.61%. This indicates that CEBD.DE's price experiences larger fluctuations and is considered to be riskier than LYEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CEBD.DELYEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.97%

0.61%

+0.36%

Volatility (6M)

Calculated over the trailing 6-month period

5.13%

2.60%

+2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

5.87%

3.00%

+2.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.35%

4.34%

+1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.35%

4.31%

+1.04%

CEBD.DE vs. LYEB.DE - Expense Ratio Comparison

CEBD.DE has a 0.12% expense ratio, which is lower than LYEB.DE's 0.14% 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

CEBD.DE vs. LYEB.DE - Dividend Comparison

CEBD.DE's dividend yield for the trailing twelve months is around 2.89%, while LYEB.DE has not paid dividends to shareholders.


Frequently Asked Questions


CEBD.DE and LYEB.DE have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEBD.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEBD.DE is cheaper with a 0.12% expense ratio, compared with 0.14% for LYEB.DE.

CEBD.DE tracks Bloomberg MSCI December 2027 Maturity EUR Corporate ESG Screened Index, while LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for CEBD.DE and 0.14% for LYEB.DE.

Portfolio Optimizer

Find the right allocation for CEBD.DE and LYEB.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer