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LCVB.DE vs. SUA0.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCVB.DE vs. SUA0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.DE) and iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE). The values are adjusted to include any dividend payments, if applicable.

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LCVB.DE vs. SUA0.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
LCVB.DE
Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist
0.44%0.95%2.69%2.15%-4.79%
SUA0.DE
iShares EUR Corporate Bond ESG UCITS ETF EUR Acc
-0.74%3.04%4.19%7.35%-5.92%

Returns By Period

In the year-to-date period, LCVB.DE achieves a 0.44% return, which is significantly higher than SUA0.DE's -0.74% return.


LCVB.DE

1D
0.04%
1M
0.02%
YTD
0.44%
6M
-0.53%
1Y
0.66%
3Y*
1.91%
5Y*
-1.25%
10Y*
-0.35%

SUA0.DE

1D
0.33%
1M
-1.36%
YTD
-0.74%
6M
-0.60%
1Y
2.19%
3Y*
4.16%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCVB.DE vs. SUA0.DE - Expense Ratio Comparison

LCVB.DE has a 0.08% expense ratio, which is lower than SUA0.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

LCVB.DE vs. SUA0.DE — Risk / Return Rank

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

LCVB.DE
LCVB.DE Risk / Return Rank: 2222
Overall Rank
LCVB.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LCVB.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
LCVB.DE Omega Ratio Rank: 3535
Omega Ratio Rank
LCVB.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
LCVB.DE Martin Ratio Rank: 1818
Martin Ratio Rank

SUA0.DE
SUA0.DE Risk / Return Rank: 3333
Overall Rank
SUA0.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SUA0.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
SUA0.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SUA0.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
SUA0.DE Martin Ratio Rank: 3434
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.

LCVB.DE vs. SUA0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.DE) and iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.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.


LCVB.DESUA0.DEDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.76

-0.36

Sortino ratio

Return per unit of downside risk

0.44

1.08

-0.64

Omega ratio

Gain probability vs. loss probability

1.16

1.13

+0.02

Calmar ratio

Return relative to maximum drawdown

0.47

0.85

-0.37

Martin ratio

Return relative to average drawdown

1.10

3.60

-2.51

LCVB.DE vs. SUA0.DE - Sharpe Ratio Comparison

The current LCVB.DE Sharpe Ratio is 0.40, which is lower than the SUA0.DE Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of LCVB.DE and SUA0.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LCVB.DESUA0.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.76

-0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.41

+0.16

Correlation

The correlation between LCVB.DE and SUA0.DE is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

LCVB.DE vs. SUA0.DE - Dividend Comparison

Neither LCVB.DE nor SUA0.DE has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LCVB.DE
Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist
0.00%0.00%0.00%0.00%0.51%0.82%1.26%1.51%1.80%2.86%0.31%0.49%
SUA0.DE
iShares EUR Corporate Bond ESG UCITS ETF EUR 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%

Drawdowns

LCVB.DE vs. SUA0.DE - Drawdown Comparison

The maximum LCVB.DE drawdown since its inception was -14.50%, which is greater than SUA0.DE's maximum drawdown of -9.07%. Use the drawdown chart below to compare losses from any high point for LCVB.DE and SUA0.DE.


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Drawdown Indicators


LCVB.DESUA0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.50%

-9.07%

-5.43%

Max Drawdown (1Y)

Largest decline over 1 year

-1.44%

-2.58%

+1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-13.73%

Max Drawdown (10Y)

Largest decline over 10 years

-14.50%

Current Drawdown

Current decline from peak

-7.26%

-1.89%

-5.37%

Average Drawdown

Average peak-to-trough decline

-3.10%

-2.24%

-0.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.61%

+0.01%

Volatility

LCVB.DE vs. SUA0.DE - Volatility Comparison

The current volatility for Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.DE) is 0.26%, while iShares EUR Corporate Bond ESG UCITS ETF EUR Acc (SUA0.DE) has a volatility of 1.39%. This indicates that LCVB.DE experiences smaller price fluctuations and is considered to be less risky than SUA0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LCVB.DESUA0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.26%

1.39%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

1.50%

1.99%

-0.49%

Volatility (1Y)

Calculated over the trailing 1-year period

1.63%

2.68%

-1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.75%

4.57%

-1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.56%

4.57%

-2.01%