LYQS.DE vs. JPBM.DE
LYQS.DE (Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)) and JPBM.DE (JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist)) are both Emerging Markets Bonds funds - LYQS.DE tracks the J.P. Morgan EMBI Global Diversified Select Index while JPBM.DE tracks the JPM EMBI Global Diversified TR USD. Both are passively managed. Over the past 5 years, LYQS.DE returned 1.74%/yr vs 2.18%/yr for JPBM.DE. A 0.71 correlation means they provide meaningful diversification when combined. LYQS.DE charges 0.25%/yr vs 0.39%/yr for JPBM.DE.
Performance
LYQS.DE vs. JPBM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYQS.DE achieves a 5.26% return, which is significantly higher than JPBM.DE's 4.83% return.
LYQS.DE
- 1D
- 0.17%
- 1M
- 2.22%
- 6M
- 5.27%
- YTD
- 5.26%
- 1Y
- 11.97%
- 3Y*
- 5.45%
- 5Y*
- 1.74%
- 10Y*
- 1.50%
JPBM.DE
- 1D
- -0.15%
- 1M
- 1.85%
- 6M
- 4.96%
- YTD
- 4.83%
- 1Y
- 12.07%
- 3Y*
- 5.88%
- 5Y*
- 2.18%
- 10Y*
- —
LYQS.DE vs. JPBM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 5.26% | 0.04% | 6.43% | 5.45% | -11.25% | 5.76% | -5.23% | 17.03% | 7.61% |
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 4.83% | 0.87% | 7.74% | 5.71% | -10.77% | 5.50% | -4.06% | 21.24% | -15.26% |
Correlation
The correlation between LYQS.DE and JPBM.DE is 0.87, 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 | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2018 | 0.71 |
The correlation between LYQS.DE and JPBM.DE shifts across timeframes, from 0.71 (all time) to 0.87 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LYQS.DE vs. JPBM.DE — Risk / Return Rank
LYQS.DE
JPBM.DE
LYQS.DE vs. JPBM.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 JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.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.DE | JPBM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.39 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.26 | 3.92 | +0.34 |
| Martin ratioReturn relative to average drawdown | 13.30 | 11.44 | +1.87 |
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Drawdowns
LYQS.DE vs. JPBM.DE - Drawdown Comparison
The maximum LYQS.DE drawdown since its inception was -33.51%, which is greater than JPBM.DE's maximum drawdown of -25.94%. Use the drawdown chart below to compare losses from any high point for LYQS.DE and JPBM.DE.
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Drawdown Indicators
| LYQS.DE | JPBM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.51% | -25.94% | -7.57% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -3.07% | +0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -12.78% | -12.49% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -16.18% | -14.10% | -2.08% |
Max Drawdown (10Y)Largest decline over 10 years | -25.61% | — | — |
Current DrawdownCurrent decline from peak | -0.99% | -1.03% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -12.92% | -9.25% | -3.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.90% | 1.05% | -0.15% |
Volatility
LYQS.DE vs. JPBM.DE - Volatility Comparison
The current volatility for Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) is 1.48%, while JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) (JPBM.DE) has a volatility of 1.65%. This indicates that LYQS.DE experiences smaller price fluctuations and is considered to be less risky than JPBM.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.DE | JPBM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.48% | 1.65% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 4.08% | 4.08% | 0.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.04% | 5.93% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.63% | 8.48% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 14.87% | +2.15% |
LYQS.DE vs. JPBM.DE - Expense Ratio Comparison
LYQS.DE has a 0.25% expense ratio, which is lower than JPBM.DE's 0.39% expense ratio.
Dividends
LYQS.DE vs. JPBM.DE - Dividend Comparison
LYQS.DE's dividend yield for the trailing twelve months is around 5.09%, less than JPBM.DE's 5.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPBM.DE JPMorgan USD Emerging Markets Sovereign Bond UCITS ETF - USD (Dist) | 5.69% | 6.24% | 5.67% | 5.42% | 5.58% | 3.96% | 4.40% | 4.40% | 4.04% | 0.00% | 0.00% | 0.00% |
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 5.09% | 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
LYQS.DE and JPBM.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.39% for JPBM.DE.
LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index, while JPBM.DE tracks JPM EMBI Global Diversified TR USD. They also come from different issuers: Amundi and JPMorgan. Their fees differ too: 0.25% for LYQS.DE and 0.39% for JPBM.DE.
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