LYQS.DE vs. SEAB.DE

Last updated Jul 4, 2026

LYQS.DE (Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)) and SEAB.DE (UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc) are both Emerging Markets Bonds funds - LYQS.DE tracks the J.P. Morgan EMBI Global Diversified Select Index while SEAB.DE tracks the JP Morgan USD Emerging Markets Diversified 3% capped 1-5 (EUR Hedged). Both are passively managed. Over the past 5 years, LYQS.DE returned 1.74%/yr vs 0.98%/yr for SEAB.DE. At a 0.41 correlation, their price movements are largely independent. LYQS.DE charges 0.25%/yr vs 0.38%/yr for SEAB.DE.

Performance

LYQS.DE vs. SEAB.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 UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LYQS.DE achieves a 5.26% return, which is significantly higher than SEAB.DE's 1.26% 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%

SEAB.DE

• 1D: 0.00%
• 1M: -0.16%
• 6M: 1.34%
• YTD: 1.26%
• 1Y: 4.98%
• 3Y*: 6.10%
• 5Y*: 0.98%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQS.DE vs. SEAB.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%	4.83%
SEAB.DE UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc	1.26%	7.72%	5.56%	5.68%	-12.29%	-0.74%	1.25%	4.72%	-2.37%

Correlation

The correlation between LYQS.DE and SEAB.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since Feb 28, 2018	0.41

The correlation between LYQS.DE and SEAB.DE shifts across timeframes, from 0.30 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LYQS.DE vs. SEAB.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: 81
LYQS.DE Sharpe Ratio Rank: 76
LYQS.DE Sortino Ratio Rank: 80
LYQS.DE Omega Ratio Rank: 79
LYQS.DE Calmar Ratio Rank: 88
LYQS.DE Martin Ratio Rank: 83

SEAB.DE

SEAB.DE Risk / Return Rank: 72
SEAB.DE Sharpe Ratio Rank: 70
SEAB.DE Sortino Ratio Rank: 82
SEAB.DE Omega Ratio Rank: 79
SEAB.DE Calmar Ratio Rank: 60
SEAB.DE Martin Ratio Rank: 69

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. SEAB.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 UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.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	SEAB.DE	Difference
Sharpe ratio: Return per unit of total volatility	1.98	1.84	+0.14
Sortino ratio: Return per unit of downside risk	2.90	2.99	-0.09
Omega ratio: Gain probability vs. loss probability	1.38	1.38	0.00
Calmar ratio: Return relative to maximum drawdown	4.26	2.46	+1.80
Martin ratio: Return relative to average drawdown	13.30	10.25	+3.06

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

The current LYQS.DE Sharpe Ratio is 1.98, which is comparable to the SEAB.DE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of LYQS.DE and SEAB.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.

Drawdowns

LYQS.DE vs. SEAB.DE - Drawdown Comparison

The maximum LYQS.DE drawdown since its inception was -33.51%, which is greater than SEAB.DE's maximum drawdown of -18.02%. Use the drawdown chart below to compare losses from any high point for LYQS.DE and SEAB.DE.

Drawdown Indicators

	LYQS.DE	SEAB.DE	Difference
Max Drawdown Largest peak-to-trough decline	-33.51%	-18.02%	-15.49%
Max Drawdown (1Y) Largest decline over 1 year	-2.80%	-2.02%	-0.78%
Max Drawdown (3Y) Largest decline over 3 years	-12.78%	-2.41%	-10.37%
Max Drawdown (5Y) Largest decline over 5 years	-16.18%	-18.02%	+1.84%
Max Drawdown (10Y) Largest decline over 10 years	-25.61%	—	—
Current Drawdown Current decline from peak	-0.99%	-0.46%	-0.53%
Average Drawdown Average peak-to-trough decline	-12.92%	-4.74%	-8.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.90%	0.49%	+0.41%

Volatility

LYQS.DE vs. SEAB.DE - Volatility Comparison

Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) has a higher volatility of 1.48% compared to UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc (SEAB.DE) at 0.73%. This indicates that LYQS.DE's price experiences larger fluctuations and is considered to be riskier than SEAB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYQS.DE	SEAB.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.48%	0.73%	+0.75%
Volatility (6M) Calculated over the trailing 6-month period	4.08%	2.24%	+1.84%
Volatility (1Y) Calculated over the trailing 1-year period	6.04%	2.70%	+3.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.63%	4.48%	+5.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.02%	5.14%	+11.88%

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

LYQS.DE has a 0.25% expense ratio, which is lower than SEAB.DE's 0.38% expense ratio.

Dividends

LYQS.DE vs. SEAB.DE - Dividend Comparison

LYQS.DE's dividend yield for the trailing twelve months is around 5.09%, while SEAB.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SEAB.DE UBS ETF (LU) J.P. Morgan USD EM Diversified Bond 1-5 UCITS ETF (EUR Hedged) Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LYQS.DE and SEAB.DE in my portfolio?

LYQS.DE and SEAB.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, LYQS.DE or SEAB.DE?

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.

Which ETF is cheaper, LYQS.DE or SEAB.DE?

LYQS.DE is cheaper with a 0.25% expense ratio, compared with 0.38% for SEAB.DE.

What is the main difference between LYQS.DE and SEAB.DE?

LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index, while SEAB.DE tracks JP Morgan USD Emerging Markets Diversified 3% capped 1-5 (EUR Hedged). They also come from different issuers: Amundi and UBS. Their fees differ too: 0.25% for LYQS.DE and 0.38% for SEAB.DE.