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

Performance

ENDH.DE vs. LYQS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.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

In the year-to-date period, ENDH.DE achieves a 0.16% return, which is significantly lower than LYQS.DE's 5.26% return.


ENDH.DE

1D
0.00%
1M
0.62%
6M
0.26%
YTD
0.16%
1Y
3.34%
3Y*
6.02%
5Y*
10Y*

LYQS.DE

1D
0.17%
1M
2.22%
6M
5.27%
YTD
5.26%
1Y
11.97%
3Y*
5.45%
5Y*
1.74%
10Y*
1.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between ENDH.DE and LYQS.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.37

Correlation (All Time)
Calculated using the full available price history since May 5, 2022

0.37

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Return for Risk

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

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

ENDH.DE
ENDH.DE Risk / Return Rank: 2727
Overall Rank
ENDH.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ENDH.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
ENDH.DE Omega Ratio Rank: 2525
Omega Ratio Rank
ENDH.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
ENDH.DE Martin Ratio Rank: 3535
Martin Ratio Rank

LYQS.DE
LYQS.DE Risk / Return Rank: 8181
Overall Rank
LYQS.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LYQS.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
LYQS.DE Omega Ratio Rank: 7979
Omega Ratio Rank
LYQS.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
LYQS.DE Martin Ratio Rank: 8383
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.

ENDH.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 (EUR Hedged) Acc (ENDH.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.


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

-1.27

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.16

1.38

-0.22

Calmar ratioReturn relative to maximum drawdown

1.50

4.26

-2.76

Martin ratioReturn relative to average drawdown

4.55

13.30

-8.76

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

The current ENDH.DE Sharpe Ratio is 0.71, which is lower than the LYQS.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of ENDH.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

ENDH.DE vs. LYQS.DE - Drawdown Comparison

The maximum ENDH.DE drawdown since its inception was -6.78%, smaller than the maximum LYQS.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for ENDH.DE and LYQS.DE.


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Drawdown Indicators


ENDH.DELYQS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-6.78%

-33.51%

+26.73%

Max Drawdown (1Y)

Largest decline over 1 year

-2.21%

-2.80%

+0.59%

Max Drawdown (3Y)

Largest decline over 3 years

-2.71%

-12.78%

+10.07%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

Current Drawdown

Current decline from peak

-1.17%

-0.99%

-0.18%

Average Drawdown

Average peak-to-trough decline

-1.11%

-12.92%

+11.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.73%

0.90%

-0.17%

Volatility

ENDH.DE vs. LYQS.DE - Volatility Comparison

L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc (ENDH.DE) has a higher volatility of 2.32% compared to Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) at 1.48%. This indicates that ENDH.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


ENDH.DELYQS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

1.48%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

4.35%

4.08%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.70%

6.04%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.96%

9.63%

-4.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.96%

17.02%

-12.06%

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

ENDH.DE has a 0.28% expense ratio, which is higher than LYQS.DE's 0.25% expense ratio.


Dividends

ENDH.DE vs. LYQS.DE - Dividend Comparison

ENDH.DE has not paid dividends to shareholders, while LYQS.DE's dividend yield for the trailing twelve months is around 5.09%.


PositionTTM20252024202320222021202020192018201720162015
ENDH.DE
L&G ESG Emerging Markets Government Bond (USD) 0-5 Year UCITS ETF (EUR Hedged) Acc
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)
5.09%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


ENDH.DE and LYQS.DE have a correlation of 0.29, 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 0.28% for ENDH.DE.

ENDH.DE tracks J.P. Morgan ESG EMBI Global Diversified Short-Term Custom Maturity (EUR Hedged), while LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index. They also come from different issuers: Legal & General and Amundi. Their fees differ too: 0.28% for ENDH.DE and 0.25% for LYQS.DE.

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