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EFQ8.DE vs. LCVB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EFQ8.DE vs. LCVB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.DE) and Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.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, EFQ8.DE achieves a -0.06% return, which is significantly lower than LCVB.DE's 1.13% return. Over the past 10 years, EFQ8.DE has outperformed LCVB.DE with an annualized return of 0.12%, while LCVB.DE has yielded a comparatively lower -0.03% annualized return.


EFQ8.DE

1D
0.00%
1M
-0.82%
6M
-0.55%
YTD
-0.06%
1Y
0.65%
3Y*
3.44%
5Y*
-1.07%
10Y*
0.12%

LCVB.DE

1D
0.00%
1M
0.16%
6M
0.98%
YTD
1.13%
1Y
2.01%
3Y*
3.06%
5Y*
-0.37%
10Y*
-0.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EFQ8.DE vs. LCVB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EFQ8.DE
Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF
-0.06%2.57%2.98%7.44%-15.12%-1.44%2.82%7.39%-2.10%1.39%
LCVB.DE
Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist
1.13%2.42%3.91%3.23%-10.56%-1.94%1.32%1.71%-0.06%0.35%

Correlation

The correlation between EFQ8.DE and LCVB.DE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.15

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

0.41

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 3, 2011

0.51

Over the past year, the correlation between EFQ8.DE and LCVB.DE has dropped to 0.17 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

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Return for Risk

EFQ8.DE vs. LCVB.DE — Risk / Return Rank

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

EFQ8.DE
EFQ8.DE Risk / Return Rank: 1313
Overall Rank
EFQ8.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
EFQ8.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
EFQ8.DE Omega Ratio Rank: 1111
Omega Ratio Rank
EFQ8.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
EFQ8.DE Martin Ratio Rank: 1414
Martin Ratio Rank

LCVB.DE
LCVB.DE Risk / Return Rank: 9797
Overall Rank
LCVB.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
LCVB.DE Sortino Ratio Rank: 9797
Sortino Ratio Rank
LCVB.DE Omega Ratio Rank: 9797
Omega Ratio Rank
LCVB.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
LCVB.DE Martin Ratio Rank: 9898
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.

EFQ8.DE vs. LCVB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.DE) and Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.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.


EFQ8.DELCVB.DEDifference
Sharpe ratioReturn per unit of total volatility

-3.10

Sortino ratioReturn per unit of downside risk

-4.73

Omega ratioGain probability vs. loss probability

1.03

1.86

-0.83

Calmar ratioReturn relative to maximum drawdown

0.21

8.71

-8.50

Martin ratioReturn relative to average drawdown

0.61

48.71

-48.10

EFQ8.DE vs. LCVB.DE - Sharpe Ratio Comparison

The current EFQ8.DE Sharpe Ratio is 0.16, which is lower than the LCVB.DE Sharpe Ratio of 3.26. The chart below compares the historical Sharpe Ratios of EFQ8.DE and LCVB.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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Drawdowns

EFQ8.DE vs. LCVB.DE - Drawdown Comparison

The maximum EFQ8.DE drawdown since its inception was -19.42%, which is greater than LCVB.DE's maximum drawdown of -14.50%. Use the drawdown chart below to compare losses from any high point for EFQ8.DE and LCVB.DE.


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Drawdown Indicators


EFQ8.DELCVB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.42%

-14.50%

-4.92%

Max Drawdown (1Y)

Largest decline over 1 year

-3.12%

-0.23%

-2.89%

Max Drawdown (3Y)

Largest decline over 3 years

-3.12%

-0.67%

-2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-19.42%

-13.73%

-5.69%

Max Drawdown (10Y)

Largest decline over 10 years

-19.42%

-14.50%

-4.92%

Current Drawdown

Current decline from peak

-5.98%

-3.12%

-2.86%

Average Drawdown

Average peak-to-trough decline

-4.26%

-2.79%

-1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.07%

0.04%

+1.03%

Volatility

EFQ8.DE vs. LCVB.DE - Volatility Comparison

Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.DE) has a higher volatility of 1.01% compared to Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.DE) at 0.13%. This indicates that EFQ8.DE's price experiences larger fluctuations and is considered to be riskier than LCVB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EFQ8.DELCVB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

0.13%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

3.51%

0.40%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

4.08%

0.61%

+3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.90%

2.60%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.36%

2.45%

+2.91%

EFQ8.DE vs. LCVB.DE - Expense Ratio Comparison

EFQ8.DE has a 0.20% expense ratio, which is higher than LCVB.DE's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EFQ8.DE vs. LCVB.DE - Dividend Comparison

EFQ8.DE's dividend yield for the trailing twelve months is around 3.57%, more than LCVB.DE's 1.44% yield.


PositionTTM20252024202320222021202020192018201720162015
EFQ8.DE
Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF
3.57%3.18%2.61%2.33%1.18%0.92%0.90%0.96%0.67%1.17%1.70%2.59%
LCVB.DE
Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist
1.44%1.46%1.18%1.05%0.51%0.82%1.26%1.51%1.80%2.86%0.27%0.43%

Frequently Asked Questions


EFQ8.DE and LCVB.DE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LCVB.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LCVB.DE is cheaper with a 0.08% expense ratio, compared with 0.20% for EFQ8.DE.

EFQ8.DE tracks iBoxx® EUR Liquid Non-Financials Diversified, while LCVB.DE tracks iBoxx® MSCI ESG EUR Corporates 0-1. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.20% for EFQ8.DE and 0.08% for LCVB.DE.

Portfolio Optimizer

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