LYQS.DE vs. ZPR5.DE
LYQS.DE (Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)) and ZPR5.DE (SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF) are both Emerging Markets Bonds funds - LYQS.DE tracks the J.P. Morgan EMBI Global Diversified Select Index while ZPR5.DE tracks the ICE BofA Emerging Markets USD Government Bond 0-5 ex-144a. Both are passively managed. Over the past 10 years, LYQS.DE returned 1.37%/yr vs 1.99%/yr for ZPR5.DE. A 0.68 correlation means they provide meaningful diversification when combined. LYQS.DE charges 0.25%/yr vs 0.42%/yr for ZPR5.DE.
Performance
LYQS.DE vs. ZPR5.DE - Performance Comparison
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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 ZPR5.DE's 3.94% return. Over the past 10 years, LYQS.DE has underperformed ZPR5.DE with an annualized return of 1.37%, while ZPR5.DE has yielded a comparatively higher 1.99% 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%
ZPR5.DE
- 1D
- 0.04%
- 1M
- 1.38%
- 6M
- 2.65%
- YTD
- 3.94%
- 1Y
- 6.30%
- 3Y*
- 5.23%
- 5Y*
- 2.88%
- 10Y*
- 1.99%
LYQS.DE vs. ZPR5.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ZPR5.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | 3.94% | -4.10% | 11.01% | 2.52% | -1.05% | 7.95% | -6.72% | 8.16% | 4.70% | -8.80% |
Correlation
The correlation between LYQS.DE and ZPR5.DE is 0.76, 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 | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Nov 12, 2014 | 0.68 |
The correlation between LYQS.DE and ZPR5.DE shifts across timeframes, from 0.63 (5 years) to 0.76 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
LYQS.DE vs. ZPR5.DE — Risk / Return Rank
LYQS.DE
ZPR5.DE
LYQS.DE vs. ZPR5.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 ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (ZPR5.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 | ZPR5.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 1.95 | +1.93 |
| Martin ratioReturn relative to average drawdown | 11.90 | 5.38 | +6.52 |
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Drawdowns
LYQS.DE vs. ZPR5.DE - Drawdown Comparison
The maximum LYQS.DE drawdown since its inception was -33.51%, which is greater than ZPR5.DE's maximum drawdown of -22.24%. Use the drawdown chart below to compare losses from any high point for LYQS.DE and ZPR5.DE.
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Drawdown Indicators
| LYQS.DE | ZPR5.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.51% | -22.24% | -11.27% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -3.23% | +0.43% |
Max Drawdown (3Y)Largest decline over 3 years | -12.78% | -9.71% | -3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -16.18% | -9.91% | -6.27% |
Max Drawdown (10Y)Largest decline over 10 years | -25.61% | -19.66% | -5.95% |
Current DrawdownCurrent decline from peak | -1.60% | -2.59% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -12.89% | -7.10% | -5.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 1.17% | -0.26% |
Volatility
LYQS.DE vs. ZPR5.DE - Volatility Comparison
The current volatility for Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) is 1.07%, while SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF (ZPR5.DE) has a volatility of 1.26%. This indicates that LYQS.DE experiences smaller price fluctuations and is considered to be less risky than ZPR5.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 | ZPR5.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.07% | 1.26% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 3.93% | 3.68% | +0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.82% | 5.39% | +0.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.62% | 6.81% | +2.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.02% | 10.58% | +6.44% |
LYQS.DE vs. ZPR5.DE - Expense Ratio Comparison
LYQS.DE has a 0.25% expense ratio, which is lower than ZPR5.DE's 0.42% expense ratio.
Dividends
LYQS.DE vs. ZPR5.DE - Dividend Comparison
LYQS.DE's dividend yield for the trailing twelve months is around 5.12%, more than ZPR5.DE's 4.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYQS.DE Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) | 5.12% | 5.36% | 3.57% | 6.06% | 6.00% | 4.33% | 4.48% | 5.10% | 5.08% | 5.40% | 5.15% | 6.61% |
ZPR5.DE SPDR ICE BofA 0-5 Year EM USD Government Bond UCITS ETF | 4.74% | 5.10% | 4.13% | 3.17% | 2.54% | 2.63% | 3.53% | 3.34% | 2.73% | 3.18% | 2.72% | 1.83% |
Frequently Asked Questions
LYQS.DE and ZPR5.DE have a correlation of 0.76, 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 0.42% for ZPR5.DE.
LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index, while ZPR5.DE tracks ICE BofA Emerging Markets USD Government Bond 0-5 ex-144a. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.25% for LYQS.DE and 0.42% for ZPR5.DE.
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