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

Performance

LYQS.DE vs. SYBM.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.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, LYQS.DE achieves a 4.61% return, which is significantly higher than SYBM.DE's 2.31% return. Both investments have delivered pretty close results over the past 10 years, with LYQS.DE having a 1.37% annualized return and SYBM.DE not far behind at 1.31%.


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%

SYBM.DE

1D
-0.43%
1M
0.16%
6M
0.83%
YTD
2.31%
1Y
5.08%
3Y*
3.58%
5Y*
1.70%
10Y*
1.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYQS.DE vs. SYBM.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%
SYBM.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
2.31%2.48%3.06%5.79%-4.56%-0.97%-5.72%14.76%-1.48%0.35%

Correlation

The correlation between LYQS.DE and SYBM.DE is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.57

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

0.56

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

0.57

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

0.59

Correlation (All Time)
Calculated using the full available price history since May 16, 2011

0.59

The correlation between LYQS.DE and SYBM.DE has been stable across timeframes, ranging from 0.56 to 0.59 - a consistent structural relationship.

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Return for Risk

LYQS.DE vs. SYBM.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

SYBM.DE
SYBM.DE Risk / Return Rank: 3535
Overall Rank
SYBM.DE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
SYBM.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
SYBM.DE Omega Ratio Rank: 3535
Omega Ratio Rank
SYBM.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
SYBM.DE Martin Ratio Rank: 3434
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. SYBM.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 SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.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.DESYBM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.36

1.19

+0.17

Calmar ratioReturn relative to maximum drawdown

3.88

1.30

+2.58

Martin ratioReturn relative to average drawdown

11.90

3.93

+7.97

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

The current LYQS.DE Sharpe Ratio is 1.91, which is higher than the SYBM.DE Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of LYQS.DE and SYBM.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. SYBM.DE - Drawdown Comparison

The maximum LYQS.DE drawdown since its inception was -33.51%, which is greater than SYBM.DE's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for LYQS.DE and SYBM.DE.


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Drawdown Indicators


LYQS.DESYBM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.51%

-31.70%

-1.81%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-3.90%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-12.78%

-7.60%

-5.18%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

-8.64%

-7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

-16.37%

-9.24%

Current Drawdown

Current decline from peak

-1.60%

-5.31%

+3.71%

Average Drawdown

Average peak-to-trough decline

-12.89%

-17.12%

+4.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.29%

-0.38%

Volatility

LYQS.DE vs. SYBM.DE - Volatility Comparison

Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) has a higher volatility of 1.07% compared to SPDR Bloomberg Emerging Markets Local Bond UCITS ETF (SYBM.DE) at 0.96%. This indicates that LYQS.DE's price experiences larger fluctuations and is considered to be riskier than SYBM.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.DESYBM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.96%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

3.93%

4.21%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

5.06%

+0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.62%

6.68%

+2.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

7.65%

+9.37%

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

LYQS.DE has a 0.25% expense ratio, which is lower than SYBM.DE's 0.55% expense ratio.


Dividends

LYQS.DE vs. SYBM.DE - Dividend Comparison

LYQS.DE's dividend yield for the trailing twelve months is around 5.12%, more than SYBM.DE's 4.98% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SYBM.DE
SPDR Bloomberg Emerging Markets Local Bond UCITS ETF
4.98%5.01%4.74%4.21%4.29%3.90%4.12%4.34%4.13%5.01%4.30%5.26%

Frequently Asked Questions


LYQS.DE and SYBM.DE have a correlation of 0.56, 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 0.55% for SYBM.DE.

LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index, while SYBM.DE tracks Bloomberg Emerging Markets Local Currency Liquid Government Bond. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.25% for LYQS.DE and 0.55% for SYBM.DE.

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