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EM1C.DE vs. LYQS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EM1C.DE vs. LYQS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) and Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with EM1C.DE having a 4.82% return and LYQS.DE slightly lower at 4.68%.


EM1C.DE

1D
0.16%
1M
1.06%
6M
3.26%
YTD
4.82%
1Y
9.60%
3Y*
5.12%
5Y*
2.52%
10Y*

LYQS.DE

1D
0.06%
1M
0.64%
6M
4.04%
YTD
4.68%
1Y
11.26%
3Y*
6.19%
5Y*
1.45%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EM1C.DE vs. LYQS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EM1C.DE
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF
4.82%4.52%3.70%6.43%-4.55%-2.31%-6.15%12.06%-4.26%-10.33%
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
4.68%0.04%6.43%5.45%-11.25%5.76%-5.23%17.03%-0.39%-8.42%

Correlation

The correlation between EM1C.DE and LYQS.DE is 0.56, 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

0.56

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

0.56

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

0.53

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2017

0.53

The correlation between EM1C.DE and LYQS.DE has been stable across timeframes, ranging from 0.53 to 0.56 - a consistent structural relationship.

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Return for Risk

EM1C.DE vs. LYQS.DE — Risk / Return Rank

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

EM1C.DE
EM1C.DE Risk / Return Rank: 7272
Overall Rank
EM1C.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EM1C.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
EM1C.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EM1C.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
EM1C.DE Martin Ratio Rank: 6565
Martin Ratio Rank

LYQS.DE
LYQS.DE Risk / Return Rank: 7979
Overall Rank
LYQS.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LYQS.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
LYQS.DE Omega Ratio Rank: 7777
Omega Ratio Rank
LYQS.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
LYQS.DE Martin Ratio Rank: 8080
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.

EM1C.DE vs. LYQS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.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.


EM1C.DELYQS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.36

1.36

-0.01

Calmar ratioReturn relative to maximum drawdown

2.79

4.01

-1.22

Martin ratioReturn relative to average drawdown

9.38

12.39

-3.01

EM1C.DE vs. LYQS.DE - Sharpe Ratio Comparison

The current EM1C.DE Sharpe Ratio is 1.87, which is comparable to the LYQS.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of EM1C.DE and LYQS.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

EM1C.DE vs. LYQS.DE - Drawdown Comparison

The maximum EM1C.DE drawdown since its inception was -23.47%, smaller than the maximum LYQS.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for EM1C.DE and LYQS.DE.


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Drawdown Indicators


EM1C.DELYQS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.47%

-33.51%

+10.04%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-2.80%

-0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-7.21%

-12.78%

+5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-8.70%

-16.18%

+7.48%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

Current Drawdown

Current decline from peak

-2.64%

-1.53%

-1.11%

Average Drawdown

Average peak-to-trough decline

-13.83%

-12.90%

-0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.91%

+0.11%

Volatility

EM1C.DE vs. LYQS.DE - Volatility Comparison

The current volatility for VanEck J.P. Morgan EM Local Currency Bond UCITS ETF (EM1C.DE) is 1.06%, while Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) has a volatility of 1.49%. This indicates that EM1C.DE experiences smaller price fluctuations and is considered to be less risky 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


EM1C.DELYQS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.49%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

4.26%

4.00%

+0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

5.14%

5.95%

-0.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.04%

9.62%

-2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.10%

17.02%

-6.92%

EM1C.DE vs. LYQS.DE - Expense Ratio Comparison

EM1C.DE has a 0.30% expense ratio, which is higher than LYQS.DE's 0.25% expense ratio.


Dividends

EM1C.DE vs. LYQS.DE - Dividend Comparison

EM1C.DE has not paid dividends to shareholders, while LYQS.DE's dividend yield for the trailing twelve months is around 5.12%.


PositionTTM20252024202320222021202020192018201720162015
EM1C.DE
VanEck J.P. Morgan EM Local Currency Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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


EM1C.DE and LYQS.DE have a correlation of 0.56, 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 0.30% for EM1C.DE.

EM1C.DE tracks JP Morgan GBI-Emerging Markets Global Core, while LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index. They also come from different issuers: VanEck and Amundi. Their fees differ too: 0.30% for EM1C.DE and 0.25% for LYQS.DE.

Portfolio Optimizer

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