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IS02.DE vs. LYQS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS02.DE vs. LYQS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in 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). 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 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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS02.DE vs. LYQS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

IS02.DE
IS02.DE Risk / Return Rank: 7979
Overall Rank
IS02.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IS02.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
IS02.DE Omega Ratio Rank: 8080
Omega Ratio Rank
IS02.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
IS02.DE Martin Ratio Rank: 7676
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.

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.DELYQS.DEDifference
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

IS02.DE vs. LYQS.DE - Sharpe Ratio Comparison

The current IS02.DE Sharpe Ratio is 1.93, which is comparable to the LYQS.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of IS02.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

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.DELYQS.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.09%

-1.53%

+0.44%

Average Drawdown

Average peak-to-trough decline

-5.82%

-12.90%

+7.08%

Ulcer Index

Depth 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.DELYQS.DEDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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