EMA5.DE vs. LYQS.DE
EMA5.DE (L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF) and LYQS.DE (Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)) are both Emerging Markets Bonds funds - EMA5.DE tracks the J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity while LYQS.DE tracks the J.P. Morgan EMBI Global Diversified Select Index. Both are passively managed. Over the past 5 years, EMA5.DE returned 3.31%/yr vs 1.43%/yr for LYQS.DE. A 0.66 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
EMA5.DE vs. LYQS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMA5.DE achieves a 3.09% return, which is significantly lower than LYQS.DE's 4.61% return.
EMA5.DE
- 1D
- 0.00%
- 1M
- -0.09%
- 6M
- 1.55%
- YTD
- 3.09%
- 1Y
- 6.28%
- 3Y*
- 6.86%
- 5Y*
- 3.31%
- 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%
EMA5.DE vs. LYQS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMA5.DE L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF | 3.09% | -2.08% | 14.60% | 4.24% | -4.92% | 8.07% | -0.83% |
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 4.61% | 0.04% | 6.43% | 5.45% | -11.25% | 5.76% | -0.41% |
Correlation
The correlation between EMA5.DE and LYQS.DE is 0.74, 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 | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2020 | 0.66 |
The correlation between EMA5.DE and LYQS.DE has been stable across timeframes, ranging from 0.66 to 0.74 - a consistent structural relationship.
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Return for Risk
EMA5.DE vs. LYQS.DE — Risk / Return Rank
EMA5.DE
LYQS.DE
EMA5.DE vs. LYQS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMA5.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.
| EMA5.DE | LYQS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.36 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 3.88 | -1.68 |
| Martin ratioReturn relative to average drawdown | 5.73 | 11.90 | -6.17 |
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Drawdowns
EMA5.DE vs. LYQS.DE - Drawdown Comparison
The maximum EMA5.DE drawdown since its inception was -10.01%, smaller than the maximum LYQS.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for EMA5.DE and LYQS.DE.
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Drawdown Indicators
| EMA5.DE | LYQS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.01% | -33.51% | +23.50% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -2.80% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -10.01% | -12.78% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -10.01% | -16.18% | +6.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.61% | — |
Current DrawdownCurrent decline from peak | -2.45% | -1.60% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -12.89% | +9.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.91% | +0.19% |
Volatility
EMA5.DE vs. LYQS.DE - Volatility Comparison
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EMA5.DE) has a higher volatility of 2.97% compared to Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) at 1.07%. This indicates that EMA5.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
| EMA5.DE | LYQS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.97% | 1.07% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 5.43% | 3.93% | +1.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.74% | 5.82% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.21% | 9.62% | -2.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.05% | 17.02% | -9.97% |
EMA5.DE vs. LYQS.DE - Expense Ratio Comparison
Both EMA5.DE and LYQS.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
EMA5.DE vs. LYQS.DE - Dividend Comparison
EMA5.DE's dividend yield for the trailing twelve months is around 2.44%, less than LYQS.DE's 5.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMA5.DE L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF | 2.44% | 6.10% | 5.86% | 4.63% | 3.06% | 1.19% | 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
EMA5.DE and LYQS.DE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
EMA5.DE and LYQS.DE have the same expense ratio: 0.25% per year.
EMA5.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity, while LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index. They also come from different issuers: Legal & General and Amundi.
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