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LYQS.DE vs. IUS7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYQS.DE vs. IUS7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LYQS.DE having a 4.61% return and IUS7.DE slightly lower at 4.57%. Over the past 10 years, LYQS.DE has underperformed IUS7.DE with an annualized return of 1.37%, while IUS7.DE has yielded a comparatively higher 2.54% annualized return.


LYQS.DE

1D
0.10%
1M
0.68%
6M
3.34%
YTD
4.61%
1Y
10.90%
3Y*
5.80%
5Y*
1.43%
10Y*
1.37%

IUS7.DE

1D
0.04%
1M
0.71%
6M
2.88%
YTD
4.57%
1Y
11.20%
3Y*
7.95%
5Y*
2.40%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQS.DE vs. IUS7.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
4.61%0.04%6.43%5.45%-11.25%5.76%-5.23%17.03%-0.39%-4.62%
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
4.57%1.15%11.75%6.76%-13.15%5.75%-4.03%18.80%-1.17%-3.38%

Correlation

The correlation between LYQS.DE and IUS7.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.89

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

0.85

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

0.86

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2010

0.85

The correlation between LYQS.DE and IUS7.DE has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

LYQS.DE vs. IUS7.DE — Risk / Return Rank

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

LYQS.DE
LYQS.DE Risk / Return Rank: 8383
Overall Rank
LYQS.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LYQS.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
LYQS.DE Omega Ratio Rank: 8181
Omega Ratio Rank
LYQS.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
LYQS.DE Martin Ratio Rank: 8282
Martin Ratio Rank

IUS7.DE
IUS7.DE Risk / Return Rank: 7878
Overall Rank
IUS7.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
IUS7.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
IUS7.DE Omega Ratio Rank: 7676
Omega Ratio Rank
IUS7.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
IUS7.DE Martin Ratio Rank: 7575
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.

LYQS.DE vs. IUS7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) and iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.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.


LYQS.DEIUS7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

3.88

3.60

+0.27

Martin ratioReturn relative to average drawdown

11.90

10.55

+1.35

LYQS.DE vs. IUS7.DE - Sharpe Ratio Comparison

The current LYQS.DE Sharpe Ratio is 1.91, which is comparable to the IUS7.DE Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of LYQS.DE and IUS7.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

LYQS.DE vs. IUS7.DE - Drawdown Comparison

The maximum LYQS.DE drawdown since its inception was -33.51%, which is greater than IUS7.DE's maximum drawdown of -27.13%. Use the drawdown chart below to compare losses from any high point for LYQS.DE and IUS7.DE.


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Drawdown Indicators


LYQS.DEIUS7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.51%

-27.13%

-6.38%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-3.09%

+0.29%

Max Drawdown (3Y)

Largest decline over 3 years

-12.78%

-12.95%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

-15.91%

-0.27%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

-27.13%

+1.52%

Current Drawdown

Current decline from peak

-1.60%

-1.29%

-0.31%

Average Drawdown

Average peak-to-trough decline

-12.89%

-6.39%

-6.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.06%

-0.15%

Volatility

LYQS.DE vs. IUS7.DE - Volatility Comparison

The current volatility for Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) is 1.07%, while iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) (IUS7.DE) has a volatility of 1.20%. This indicates that LYQS.DE experiences smaller price fluctuations and is considered to be less risky than IUS7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYQS.DEIUS7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.20%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

3.93%

4.04%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

6.08%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.62%

8.56%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

11.00%

+6.02%

LYQS.DE vs. IUS7.DE - Expense Ratio Comparison

LYQS.DE has a 0.25% expense ratio, which is lower than IUS7.DE's 0.45% expense ratio.


Dividends

LYQS.DE vs. IUS7.DE - Dividend Comparison

LYQS.DE's dividend yield for the trailing twelve months is around 5.12%, less than IUS7.DE's 5.70% yield.


PositionTTM20252024202320222021202020192018201720162015
IUS7.DE
iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
5.70%6.10%5.62%5.77%5.63%3.81%4.18%4.73%4.70%5.11%5.30%4.71%
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
5.12%5.36%3.57%6.06%6.00%4.33%4.48%5.10%5.08%5.40%5.15%6.61%

Frequently Asked Questions


With a correlation of 0.90, LYQS.DE and IUS7.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, LYQS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYQS.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for IUS7.DE.

LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index, while IUS7.DE tracks JP Morgan EMBI Global Core. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for LYQS.DE and 0.45% for IUS7.DE.

Portfolio Optimizer

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