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

Performance

LYEB.DE vs. XYLD.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 Short Duration SRI PAB UCITS ETF 1D (XYLD.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, LYEB.DE achieves a 0.37% return, which is significantly lower than XYLD.DE's 3.79% 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%

XYLD.DE

1D
0.06%
1M
1.45%
6M
2.37%
YTD
3.79%
1Y
5.19%
3Y*
4.43%
5Y*
2.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
0.37%2.75%4.14%7.04%-13.33%-1.08%2.45%6.00%-0.87%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.79%-5.52%10.78%2.18%-3.01%8.90%0.66%16.01%-13.83%

Correlation

The correlation between LYEB.DE and XYLD.DE is -0.16, 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

-0.16

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

0.02

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

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 6, 2018

0.17

The correlation between LYEB.DE and XYLD.DE shifts across timeframes, from -0.16 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LYEB.DE vs. XYLD.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

XYLD.DE
XYLD.DE Risk / Return Rank: 3535
Overall Rank
XYLD.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
XYLD.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
XYLD.DE Omega Ratio Rank: 3131
Omega Ratio Rank
XYLD.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
XYLD.DE Martin Ratio Rank: 3636
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. XYLD.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 Short Duration SRI PAB UCITS ETF 1D (XYLD.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.DEXYLD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.07

1.17

-0.10

Calmar ratioReturn relative to maximum drawdown

0.43

1.57

-1.14

Martin ratioReturn relative to average drawdown

1.40

4.23

-2.83

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

The current LYEB.DE Sharpe Ratio is 0.37, which is lower than the XYLD.DE Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of LYEB.DE and XYLD.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. XYLD.DE - Drawdown Comparison

The maximum LYEB.DE drawdown since its inception was -17.06%, smaller than the maximum XYLD.DE drawdown of -20.02%. Use the drawdown chart below to compare losses from any high point for LYEB.DE and XYLD.DE.


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Drawdown Indicators


LYEB.DEXYLD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.06%

-20.02%

+2.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.67%

-3.30%

+0.63%

Max Drawdown (3Y)

Largest decline over 3 years

-2.67%

-10.26%

+7.59%

Max Drawdown (5Y)

Largest decline over 5 years

-17.06%

-11.03%

-6.03%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-2.02%

-4.09%

+2.07%

Average Drawdown

Average peak-to-trough decline

-2.74%

-5.77%

+3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.82%

1.22%

-0.40%

Volatility

LYEB.DE vs. XYLD.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 Short Duration SRI PAB UCITS ETF 1D (XYLD.DE) has a volatility of 1.24%. This indicates that LYEB.DE experiences smaller price fluctuations and is considered to be less risky than XYLD.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.DEXYLD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.84%

1.24%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

2.69%

3.73%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

3.06%

5.35%

-2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.35%

6.97%

-2.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.32%

10.07%

-5.75%

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

LYEB.DE has a 0.14% expense ratio, which is lower than XYLD.DE's 0.16% 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%.


Dividends

LYEB.DE vs. XYLD.DE - Dividend Comparison

LYEB.DE has not paid dividends to shareholders, while XYLD.DE's dividend yield for the trailing twelve months is around 3.66%.


PositionTTM202520242023202220212020
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%
XYLD.DE
Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D
3.66%3.86%3.19%2.95%6.15%3.64%4.10%

Frequently Asked Questions


LYEB.DE and XYLD.DE have a correlation of -0.16, 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 0.16% for XYLD.DE.

LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index, while XYLD.DE tracks Bloomberg US Corp Bond TR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.14% for LYEB.DE and 0.16% for XYLD.DE.

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