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HYEA.L vs. LYXD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HYEA.L vs. LYXD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) and Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.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, HYEA.L achieves a 3.42% return, which is significantly higher than LYXD.DE's 1.42% return.


HYEA.L

1D
0.00%
1M
1.89%
YTD
3.42%
6M
3.84%
1Y
6.60%
3Y*
7.08%
5Y*
3.99%
10Y*

LYXD.DE

1D
0.02%
1M
1.02%
YTD
1.42%
6M
1.57%
1Y
1.69%
3Y*
2.92%
5Y*
-1.82%
10Y*
-0.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HYEA.L vs. LYXD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HYEA.L
iShares Global High Yield Corporate Bond UCITS ETF
3.42%1.53%9.22%9.21%-6.45%8.26%-1.76%14.15%0.26%-16.08%
LYXD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Acc
1.42%1.72%1.17%8.47%-19.27%-2.85%4.18%6.46%1.20%0.23%

Correlation

The correlation between HYEA.L and LYXD.DE is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.31

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

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2017

0.20

The correlation between HYEA.L and LYXD.DE shifts across timeframes, from 0.20 (all time) to 0.31 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

HYEA.L vs. LYXD.DE — Risk / Return Rank

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

HYEA.L
HYEA.L Risk / Return Rank: 7373
Overall Rank
HYEA.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
HYEA.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
HYEA.L Omega Ratio Rank: 6868
Omega Ratio Rank
HYEA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
HYEA.L Martin Ratio Rank: 7777
Martin Ratio Rank

LYXD.DE
LYXD.DE Risk / Return Rank: 1313
Overall Rank
LYXD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
LYXD.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
LYXD.DE Omega Ratio Rank: 1313
Omega Ratio Rank
LYXD.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
LYXD.DE Martin Ratio Rank: 1414
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.

HYEA.L vs. LYXD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) and Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.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.


HYEA.LLYXD.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.58

Sortino ratioReturn per unit of downside risk

+2.38

Omega ratioGain probability vs. loss probability

1.36

1.07

+0.29

Calmar ratioReturn relative to maximum drawdown

3.50

0.41

+3.09

Martin ratioReturn relative to average drawdown

13.04

1.07

+11.97

HYEA.L vs. LYXD.DE - Sharpe Ratio Comparison

The current HYEA.L Sharpe Ratio is 1.93, which is higher than the LYXD.DE Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of HYEA.L and LYXD.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

HYEA.L vs. LYXD.DE - Drawdown Comparison

The maximum HYEA.L drawdown since its inception was -22.83%, roughly equal to the maximum LYXD.DE drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for HYEA.L and LYXD.DE.


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Drawdown Indicators


HYEA.LLYXD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.83%

-22.48%

-0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-4.13%

+2.24%

Max Drawdown (3Y)

Largest decline over 3 years

-6.63%

-4.31%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-9.74%

-22.19%

+12.45%

Max Drawdown (10Y)

Largest decline over 10 years

-22.48%

Current Drawdown

Current decline from peak

0.00%

-11.53%

+11.53%

Average Drawdown

Average peak-to-trough decline

-5.37%

-5.61%

+0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.51%

1.58%

-1.07%

Volatility

HYEA.L vs. LYXD.DE - Volatility Comparison

The current volatility for iShares Global High Yield Corporate Bond UCITS ETF (HYEA.L) is 0.98%, while Amundi Euro Government Bond 7-10Y UCITS ETF Acc (LYXD.DE) has a volatility of 1.30%. This indicates that HYEA.L experiences smaller price fluctuations and is considered to be less risky than LYXD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HYEA.LLYXD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

1.30%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.48%

4.11%

-1.63%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

4.85%

-1.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.43%

7.14%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.51%

5.77%

+2.74%

HYEA.L vs. LYXD.DE - Expense Ratio Comparison

HYEA.L has a 0.50% expense ratio, which is higher than LYXD.DE's 0.17% expense ratio.


Dividends

HYEA.L vs. LYXD.DE - Dividend Comparison

Neither HYEA.L nor LYXD.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HYEA.L and LYXD.DE have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYXD.DE is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYXD.DE is cheaper with a 0.17% expense ratio, compared with 0.50% for HYEA.L.

HYEA.L is categorized as High Yield Bonds, while LYXD.DE is European Government Bonds. HYEA.L tracks ICE BofA Gbl HY Constnd TR USD, while LYXD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.50% for HYEA.L and 0.17% for LYXD.DE.

Portfolio Optimizer

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