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

Performance

LYQS.DE vs. XQUD.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.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 XQUD.DE's 2.96% 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%

XQUD.DE

1D
0.00%
1M
0.25%
6M
1.78%
YTD
2.96%
1Y
7.40%
3Y*
3.78%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
4.61%0.04%6.43%5.45%0.30%
XQUD.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF
2.96%-1.36%5.23%3.70%-0.19%

Correlation

The correlation between LYQS.DE and XQUD.DE is 0.88, 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

0.88

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2022

0.84

The correlation between LYQS.DE and XQUD.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

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Return for Risk

LYQS.DE vs. XQUD.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

XQUD.DE
XQUD.DE Risk / Return Rank: 5050
Overall Rank
XQUD.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XQUD.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XQUD.DE Omega Ratio Rank: 5050
Omega Ratio Rank
XQUD.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XQUD.DE Martin Ratio Rank: 4646
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. XQUD.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 Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.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.DEXQUD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.58

Sortino ratioReturn per unit of downside risk

+0.85

Omega ratioGain probability vs. loss probability

1.36

1.25

+0.12

Calmar ratioReturn relative to maximum drawdown

3.88

1.94

+1.94

Martin ratioReturn relative to average drawdown

11.90

5.79

+6.12

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

The current LYQS.DE Sharpe Ratio is 1.91, which is higher than the XQUD.DE Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of LYQS.DE and XQUD.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. XQUD.DE - Drawdown Comparison

The maximum LYQS.DE drawdown since its inception was -33.51%, which is greater than XQUD.DE's maximum drawdown of -12.01%. Use the drawdown chart below to compare losses from any high point for LYQS.DE and XQUD.DE.


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Drawdown Indicators


LYQS.DEXQUD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.51%

-12.01%

-21.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.80%

-3.84%

+1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-12.78%

-11.40%

-1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

Current Drawdown

Current decline from peak

-1.60%

-2.05%

+0.45%

Average Drawdown

Average peak-to-trough decline

-12.89%

-5.42%

-7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.28%

-0.37%

Volatility

LYQS.DE vs. XQUD.DE - Volatility Comparison

The current volatility for Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) is 1.07%, while Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.DE) has a volatility of 1.14%. This indicates that LYQS.DE experiences smaller price fluctuations and is considered to be less risky than XQUD.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.DEXQUD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

1.14%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.93%

3.77%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.82%

5.73%

+0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.62%

7.94%

+1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.02%

7.94%

+9.08%

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

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


Dividends

LYQS.DE vs. XQUD.DE - Dividend Comparison

LYQS.DE's dividend yield for the trailing twelve months is around 5.12%, while XQUD.DE has not paid dividends to shareholders.


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%
XQUD.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF
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


LYQS.DE and XQUD.DE have a correlation of 0.88, 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 0.45% for XQUD.DE.

LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index, while XQUD.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.25% for LYQS.DE and 0.45% for XQUD.DE.

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