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

Performance

LYEB.DE vs. XDCC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) and Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYEB.DE is traded in EUR, while XDCC.DE is traded in USD. To make them comparable, the XDCC.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYEB.DE achieves a 0.37% return, which is significantly lower than XDCC.DE's 2.11% return.


LYEB.DE

1D
-0.03%
1M
-0.53%
6M
-0.03%
YTD
0.37%
1Y
1.15%
3Y*
4.04%
5Y*
-0.29%
10Y*
0.57%

XDCC.DE

1D
0.00%
1M
-0.65%
6M
0.72%
YTD
2.11%
1Y
5.41%
3Y*
3.84%
5Y*
0.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
0.37%2.75%4.14%7.04%-13.33%-1.08%1.85%
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
2.11%-4.13%7.24%5.94%-12.83%31.26%-4.97%

Correlation

The correlation between LYEB.DE and XDCC.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.50

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

0.50

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.47

The correlation between LYEB.DE and XDCC.DE shifts across timeframes, from 0.35 (1 year) to 0.50 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

LYEB.DE
LYEB.DE Risk / Return Rank: 1717
Overall Rank
LYEB.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LYEB.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
LYEB.DE Omega Ratio Rank: 1515
Omega Ratio Rank
LYEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
LYEB.DE Martin Ratio Rank: 1919
Martin Ratio Rank

XDCC.DE
XDCC.DE Risk / Return Rank: 2727
Overall Rank
XDCC.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3030
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) and Xtrackers USD Corporate Bond UCITS ETF (XDCC.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.


LYEB.DEXDCC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.07

1.14

-0.07

Calmar ratioReturn relative to maximum drawdown

0.43

1.25

-0.82

Martin ratioReturn relative to average drawdown

1.40

3.59

-2.19

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

The current LYEB.DE Sharpe Ratio is 0.37, which is lower than the XDCC.DE Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of LYEB.DE and XDCC.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

LYEB.DE vs. XDCC.DE - Drawdown Comparison

The maximum LYEB.DE drawdown since its inception was -17.06%, roughly equal to the maximum XDCC.DE drawdown of -16.42%. Use the drawdown chart below to compare losses from any high point for LYEB.DE and XDCC.DE.


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Drawdown Indicators


LYEB.DEXDCC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.06%

-16.42%

-0.64%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-4.37%

+1.70%

Max Drawdown (3Y)

Largest decline over 3 years

-2.67%

-12.63%

+9.96%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

-16.42%

-0.64%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-2.02%

-4.90%

+2.88%

Average Drawdown

Average peak-to-trough decline

-2.74%

-6.89%

+4.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.51%

-0.69%

Volatility

LYEB.DE vs. XDCC.DE - Volatility Comparison

The current volatility for Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) is 0.84%, while Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) has a volatility of 1.59%. This indicates that LYEB.DE experiences smaller price fluctuations and is considered to be less risky than XDCC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYEB.DEXDCC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.59%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

5.31%

-2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

6.99%

-3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

9.48%

-5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.32%

13.19%

-8.87%

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

LYEB.DE has a 0.14% expense ratio, which is higher than XDCC.DE's 0.12% 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

LYEB.DE vs. XDCC.DE - Dividend Comparison

Neither LYEB.DE nor XDCC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYEB.DE and XDCC.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDCC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDCC.DE is cheaper with a 0.12% expense ratio, compared with 0.14% for LYEB.DE.

LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index, while XDCC.DE tracks Bloomberg USD Liquid Investment Grade Corporate. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.14% for LYEB.DE and 0.12% for XDCC.DE.

Portfolio Optimizer

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