LEMB.L vs. ANXU.L
LEMB.L (Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist) and ANXU.L (Amundi Nasdaq-100 UCITS USD) are both exchange-traded funds - LEMB.L is a Emerging Markets Bonds fund tracking the JPM EMBI Global Diversified TR USD, while ANXU.L is a Nasdaq-100 fund tracking the Russell 1000 Growth TR USD. Both are passively managed. Over the past 10 years, LEMB.L returned 2.19%/yr vs 21.70%/yr for ANXU.L. At a 0.32 correlation, their price movements are largely independent. LEMB.L charges 0.30%/yr vs 0.13%/yr for ANXU.L.
Performance
LEMB.L vs. ANXU.L - Performance Comparison
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Returns By Period
In the year-to-date period, LEMB.L achieves a 1.79% return, which is significantly lower than ANXU.L's 19.66% return. Over the past 10 years, LEMB.L has underperformed ANXU.L with an annualized return of 2.19%, while ANXU.L has yielded a comparatively higher 21.70% annualized return.
LEMB.L
- 1D
- 0.25%
- 1M
- 0.96%
- YTD
- 1.79%
- 6M
- 2.28%
- 1Y
- 10.73%
- 3Y*
- 7.40%
- 5Y*
- 1.16%
- 10Y*
- 2.19%
ANXU.L
- 1D
- -0.70%
- 1M
- 8.51%
- YTD
- 19.66%
- 6M
- 19.27%
- 1Y
- 40.52%
- 3Y*
- 28.16%
- 5Y*
- 17.78%
- 10Y*
- 21.70%
LEMB.L vs. ANXU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LEMB.L Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist | 1.79% | 12.48% | 0.66% | 9.26% | -16.61% | -2.23% | 4.28% | 13.91% | -4.52% | 8.55% |
ANXU.L Amundi Nasdaq-100 UCITS USD | 19.66% | 19.86% | 26.74% | 56.50% | -33.24% | 27.83% | 47.17% | 40.88% | -1.76% | 32.21% |
Correlation
The correlation between LEMB.L and ANXU.L is 0.54, 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 | 0.54 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since May 17, 2011 | 0.32 |
Over the past year, LEMB.L and ANXU.L have become more correlated (0.54) than their long-term average of 0.32, meaning their price movements have been converging.
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Return for Risk
LEMB.L vs. ANXU.L — Risk / Return Rank
LEMB.L
ANXU.L
LEMB.L vs. ANXU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) and Amundi Nasdaq-100 UCITS USD (ANXU.L). 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.
| LEMB.L | ANXU.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.44 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 3.66 | -0.80 |
| Martin ratioReturn relative to average drawdown | 11.44 | 13.14 | -1.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LEMB.L | ANXU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.04 | 2.54 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.86 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.22 | 1.17 | -0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 1.19 | -0.88 |
Drawdowns
LEMB.L vs. ANXU.L - Drawdown Comparison
The maximum LEMB.L drawdown since its inception was -27.40%, smaller than the maximum ANXU.L drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for LEMB.L and ANXU.L.
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Drawdown Indicators
| LEMB.L | ANXU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.40% | -35.13% | +7.73% |
Max Drawdown (1Y)Largest decline over 1 year | -3.74% | -11.01% | +7.27% |
Max Drawdown (3Y)Largest decline over 3 years | -8.59% | -22.45% | +13.86% |
Max Drawdown (5Y)Largest decline over 5 years | -26.85% | -35.13% | +8.28% |
Max Drawdown (10Y)Largest decline over 10 years | -27.40% | -35.13% | +7.73% |
Current DrawdownCurrent decline from peak | -0.02% | -0.77% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -5.77% | -2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.94% | 3.08% | -2.14% |
Volatility
LEMB.L vs. ANXU.L - Volatility Comparison
The current volatility for Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist (LEMB.L) is 2.05%, while Amundi Nasdaq-100 UCITS USD (ANXU.L) has a volatility of 5.03%. This indicates that LEMB.L experiences smaller price fluctuations and is considered to be less risky than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEMB.L | ANXU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.05% | 5.03% | -2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 4.20% | 11.93% | -7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.25% | 15.91% | -10.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.89% | 20.79% | -11.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.18% | 21.15% | -10.97% |
LEMB.L vs. ANXU.L - Expense Ratio Comparison
LEMB.L has a 0.30% expense ratio, which is higher than ANXU.L's 0.13% expense ratio.
Dividends
LEMB.L vs. ANXU.L - Dividend Comparison
LEMB.L's dividend yield for the trailing twelve months is around 5.20%, while ANXU.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ANXU.L Amundi Nasdaq-100 UCITS USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LEMB.L Lyxor iBoxx USD Liquid Emerging Markets Sovereigns UCITS ETF - Dist | 5.20% | 5.29% | 3.59% | 5.90% | 5.73% | 4.49% | 4.12% | 5.12% | 5.18% | 5.14% | 5.41% | 6.69% |
Frequently Asked Questions
LEMB.L and ANXU.L have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ANXU.L is cheaper at 0.13% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ANXU.L is cheaper with a 0.13% expense ratio, compared with 0.30% for LEMB.L.
LEMB.L is categorized as Emerging Markets Bonds, while ANXU.L is Nasdaq-100. LEMB.L tracks JPM EMBI Global Diversified TR USD, while ANXU.L tracks Russell 1000 Growth TR USD. Their fees differ too: 0.30% for LEMB.L and 0.13% for ANXU.L.
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