IS02.DE vs. LYQS.DE
IS02.DE (iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc)) and LYQS.DE (Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)) are both Emerging Markets Bonds funds - IS02.DE tracks the JP Morgan EMBI Global Core while LYQS.DE tracks the J.P. Morgan EMBI Global Diversified Select Index. Both are passively managed. Over the past 5 years, IS02.DE returned 2.45%/yr vs 1.45%/yr for LYQS.DE. Their correlation of 0.84 suggests significant overlap in exposure. IS02.DE charges 0.45%/yr vs 0.25%/yr for LYQS.DE.
Performance
IS02.DE vs. LYQS.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with IS02.DE having a 4.82% return and LYQS.DE slightly lower at 4.68%.
IS02.DE
- 1D
- 0.00%
- 1M
- 0.67%
- 6M
- 4.05%
- YTD
- 4.82%
- 1Y
- 11.67%
- 3Y*
- 8.13%
- 5Y*
- 2.45%
- 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%
IS02.DE vs. LYQS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) | 4.82% | 1.10% | 11.83% | 6.71% | -13.12% | 5.72% | -0.46% |
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 4.68% | 0.04% | 6.43% | 5.45% | -11.25% | 5.76% | -0.33% |
Correlation
The correlation between IS02.DE and LYQS.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Aug 14, 2020 | 0.84 |
The correlation between IS02.DE and LYQS.DE has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
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Return for Risk
IS02.DE vs. LYQS.DE — Risk / Return Rank
IS02.DE
LYQS.DE
IS02.DE vs. LYQS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.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.
| IS02.DE | LYQS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.36 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 4.01 | -0.10 |
| Martin ratioReturn relative to average drawdown | 11.45 | 12.39 | -0.94 |
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Drawdowns
IS02.DE vs. LYQS.DE - Drawdown Comparison
The maximum IS02.DE drawdown since its inception was -16.21%, smaller than the maximum LYQS.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for IS02.DE and LYQS.DE.
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Drawdown Indicators
| IS02.DE | LYQS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.21% | -33.51% | +17.30% |
Max Drawdown (1Y)Largest decline over 1 year | -3.00% | -2.80% | -0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -12.85% | -12.78% | -0.07% |
Max Drawdown (5Y)Largest decline over 5 years | -16.21% | -16.18% | -0.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.61% | — |
Current DrawdownCurrent decline from peak | -1.09% | -1.53% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -12.90% | +7.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.02% | 0.91% | +0.11% |
Volatility
IS02.DE vs. LYQS.DE - Volatility Comparison
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Acc) (IS02.DE) has a higher volatility of 1.64% compared to Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) at 1.49%. This indicates that IS02.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
| IS02.DE | LYQS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.64% | 1.49% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 4.18% | 4.00% | +0.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.10% | 5.95% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.53% | 9.62% | -1.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.35% | 17.02% | -8.67% |
IS02.DE vs. LYQS.DE - Expense Ratio Comparison
IS02.DE has a 0.45% expense ratio, which is higher than LYQS.DE's 0.25% expense ratio.
Dividends
IS02.DE vs. LYQS.DE - Dividend Comparison
IS02.DE has not paid dividends to shareholders, while LYQS.DE's dividend yield for the trailing twelve months is around 5.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IS02.DE iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (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) | 5.12% | 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
With a correlation of 0.94, IS02.DE and LYQS.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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 0.45% for IS02.DE.
IS02.DE tracks JP Morgan EMBI Global Core, while LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.45% for IS02.DE and 0.25% for LYQS.DE.
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