PortfoliosLab logoPortfoliosLab logo
IS0S.DE vs. LYQS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0S.DE vs. LYQS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.DE) and Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IS0S.DE achieves a -1.86% return, which is significantly lower than LYQS.DE's 5.26% return. Over the past 10 years, IS0S.DE has underperformed LYQS.DE with an annualized return of 1.09%, while LYQS.DE has yielded a comparatively higher 1.50% annualized return.


IS0S.DE

1D
0.11%
1M
1.98%
6M
-2.06%
YTD
-1.86%
1Y
-3.00%
3Y*
0.27%
5Y*
0.54%
10Y*
1.09%

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)

IS0S.DE vs. LYQS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0S.DE
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
-1.86%-5.90%7.58%1.14%-1.88%3.53%-0.48%11.65%2.34%-1.14%
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
5.26%0.04%6.43%5.45%-11.25%5.76%-5.23%17.03%-0.39%-4.62%

Correlation

The correlation between IS0S.DE and LYQS.DE is 0.68, 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

0.68

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

0.53

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

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2012

0.58

The correlation between IS0S.DE and LYQS.DE shifts across timeframes, from 0.48 (5 years) to 0.68 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IS0S.DE vs. LYQS.DE — Risk / Return Rank

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

IS0S.DE
IS0S.DE Risk / Return Rank: 55
Overall Rank
IS0S.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IS0S.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
IS0S.DE Omega Ratio Rank: 44
Omega Ratio Rank
IS0S.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
IS0S.DE Martin Ratio Rank: 55
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.

IS0S.DE vs. LYQS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.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.


IS0S.DELYQS.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.54

Sortino ratioReturn per unit of downside risk

-3.64

Omega ratioGain probability vs. loss probability

0.92

1.38

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.48

4.26

-4.74

Martin ratioReturn relative to average drawdown

-0.94

13.30

-14.24

IS0S.DE vs. LYQS.DE - Sharpe Ratio Comparison

The current IS0S.DE Sharpe Ratio is -0.57, which is lower than the LYQS.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of IS0S.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.


Loading charts...

Drawdowns

IS0S.DE vs. LYQS.DE - Drawdown Comparison

The maximum IS0S.DE drawdown since its inception was -30.09%, smaller than the maximum LYQS.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for IS0S.DE and LYQS.DE.


Loading charts...

Drawdown Indicators


IS0S.DELYQS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.09%

-33.51%

+3.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.25%

-2.80%

-3.45%

Max Drawdown (3Y)

Largest decline over 3 years

-11.41%

-12.78%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-11.41%

-16.18%

+4.77%

Max Drawdown (10Y)

Largest decline over 10 years

-16.46%

-25.61%

+9.15%

Current Drawdown

Current decline from peak

-9.65%

-0.99%

-8.66%

Average Drawdown

Average peak-to-trough decline

-9.48%

-12.92%

+3.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

0.90%

+2.29%

Volatility

IS0S.DE vs. LYQS.DE - Volatility Comparison

The current volatility for iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist) (IS0S.DE) is 1.16%, while Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) has a volatility of 1.48%. This indicates that IS0S.DE experiences smaller price fluctuations and is considered to be less risky than LYQS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IS0S.DELYQS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

1.48%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

4.03%

4.08%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

5.28%

6.04%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.16%

9.63%

-3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.36%

17.02%

-6.66%

IS0S.DE vs. LYQS.DE - Expense Ratio Comparison

IS0S.DE has a 0.50% expense ratio, which is higher than LYQS.DE's 0.25% expense ratio.


Dividends

IS0S.DE vs. LYQS.DE - Dividend Comparison

IS0S.DE's dividend yield for the trailing twelve months is around 3.54%, less than LYQS.DE's 5.09% yield.


PositionTTM20252024202320222021202020192018201720162015
IS0S.DE
iShares Emerging Asia Local Govt Bond UCITS ETF USD (Dist)
3.54%3.49%2.94%2.89%2.96%2.30%3.05%2.44%2.50%2.19%2.90%1.15%
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


IS0S.DE and LYQS.DE have a correlation of 0.68, 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 0.50% for IS0S.DE.

IS0S.DE tracks Bloomberg Emerging Markets Asia Local Currency Govt Country Capped Index, 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: 0.50% for IS0S.DE and 0.25% for LYQS.DE.

Portfolio Optimizer

Find the right allocation for IS0S.DE and LYQS.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer