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IS3F.DE vs. LYEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS3F.DE vs. LYEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.DE) and Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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, IS3F.DE achieves a 5.49% return, which is significantly higher than LYEB.DE's 1.19% return. Over the past 10 years, IS3F.DE has outperformed LYEB.DE with an annualized return of 4.24%, while LYEB.DE has yielded a comparatively lower 0.71% annualized return.


IS3F.DE

1D
0.34%
1M
1.62%
6M
5.29%
YTD
5.49%
1Y
8.12%
3Y*
5.78%
5Y*
6.07%
10Y*
4.24%

LYEB.DE

1D
-0.06%
1M
0.82%
6M
1.32%
YTD
1.19%
1Y
1.93%
3Y*
4.64%
5Y*
-0.03%
10Y*
0.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS3F.DE vs. LYEB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS3F.DE
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
5.49%-6.28%14.29%7.35%6.51%9.83%-8.41%13.49%1.81%-8.14%
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
1.19%2.75%4.14%7.04%-13.33%-1.08%2.45%6.00%-1.38%1.12%

Correlation

The correlation between IS3F.DE and LYEB.DE is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.18

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

-0.11

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

-0.10

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2013

0.00

The correlation between IS3F.DE and LYEB.DE shifts across timeframes, from -0.18 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IS3F.DE vs. LYEB.DE — Risk / Return Rank

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

IS3F.DE
IS3F.DE Risk / Return Rank: 4848
Overall Rank
IS3F.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
IS3F.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
IS3F.DE Omega Ratio Rank: 3939
Omega Ratio Rank
IS3F.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
IS3F.DE Martin Ratio Rank: 5050
Martin Ratio Rank

LYEB.DE
LYEB.DE Risk / Return Rank: 2020
Overall Rank
LYEB.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LYEB.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LYEB.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LYEB.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LYEB.DE Martin Ratio Rank: 2222
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.

IS3F.DE vs. LYEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.DE) and Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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.


IS3F.DELYEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.63

Sortino ratioReturn per unit of downside risk

+0.91

Omega ratioGain probability vs. loss probability

1.22

1.12

+0.10

Calmar ratioReturn relative to maximum drawdown

2.76

0.72

+2.04

Martin ratioReturn relative to average drawdown

7.08

2.38

+4.70

IS3F.DE vs. LYEB.DE - Sharpe Ratio Comparison

The current IS3F.DE Sharpe Ratio is 1.27, which is higher than the LYEB.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of IS3F.DE and LYEB.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

IS3F.DE vs. LYEB.DE - Drawdown Comparison

The maximum IS3F.DE drawdown since its inception was -27.25%, which is greater than LYEB.DE's maximum drawdown of -17.06%. Use the drawdown chart below to compare losses from any high point for IS3F.DE and LYEB.DE.


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Drawdown Indicators


IS3F.DELYEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.25%

-17.06%

-10.19%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.67%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-11.67%

-2.67%

-9.00%

Max Drawdown (5Y)

Largest decline over 5 years

-11.67%

-17.06%

+5.39%

Max Drawdown (10Y)

Largest decline over 10 years

-20.78%

-17.06%

-3.72%

Current Drawdown

Current decline from peak

-3.40%

-1.21%

-2.19%

Average Drawdown

Average peak-to-trough decline

-8.18%

-2.74%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.14%

0.81%

+0.33%

Volatility

IS3F.DE vs. LYEB.DE - Volatility Comparison

iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist) (IS3F.DE) has a higher volatility of 1.90% compared to Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) at 0.61%. This indicates that IS3F.DE's price experiences larger fluctuations and is considered to be riskier than LYEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS3F.DELYEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.90%

0.61%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

4.53%

2.60%

+1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

6.38%

3.00%

+3.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.66%

4.34%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.21%

4.31%

+3.90%

IS3F.DE vs. LYEB.DE - Expense Ratio Comparison

IS3F.DE has a 0.25% expense ratio, which is higher than LYEB.DE's 0.14% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IS3F.DE vs. LYEB.DE - Dividend Comparison

IS3F.DE's dividend yield for the trailing twelve months is around 4.25%, while LYEB.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS3F.DE
iShares $ Corp Bond Interest Rate Hedged UCITS ETF USD (Dist)
4.25%4.77%5.36%4.95%2.10%1.50%2.62%3.52%2.81%2.25%2.36%3.21%
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned 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%

Frequently Asked Questions


IS3F.DE and LYEB.DE have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYEB.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYEB.DE is cheaper with a 0.14% expense ratio, compared with 0.25% for IS3F.DE.

IS3F.DE tracks Markit iBoxx USD Liquid Investment Grade Interest Rate Hedged Index, while LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for IS3F.DE and 0.14% for LYEB.DE.

Portfolio Optimizer

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