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LYQY.DE vs. EH1Y.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LYQY.DE vs. EH1Y.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) and iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE). The values are adjusted to include any dividend payments, if applicable.

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LYQY.DE vs. EH1Y.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
LYQY.DE
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
-0.99%5.63%6.21%6.03%-5.75%
EH1Y.DE
iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist
-1.36%5.28%7.65%12.37%-5.31%

Returns By Period

In the year-to-date period, LYQY.DE achieves a -0.99% return, which is significantly higher than EH1Y.DE's -1.36% return.


LYQY.DE

1D
1.13%
1M
-0.93%
YTD
-0.99%
6M
-0.06%
1Y
4.03%
3Y*
4.96%
5Y*
1.17%
10Y*
2.46%

EH1Y.DE

1D
0.68%
1M
-1.96%
YTD
-1.36%
6M
-0.73%
1Y
3.25%
3Y*
6.87%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LYQY.DE vs. EH1Y.DE - Expense Ratio Comparison

LYQY.DE has a 0.25% expense ratio, which is higher than EH1Y.DE's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

LYQY.DE vs. EH1Y.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYQY.DE
LYQY.DE Risk / Return Rank: 5151
Overall Rank
LYQY.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
LYQY.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
LYQY.DE Omega Ratio Rank: 4848
Omega Ratio Rank
LYQY.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
LYQY.DE Martin Ratio Rank: 5656
Martin Ratio Rank

EH1Y.DE
EH1Y.DE Risk / Return Rank: 4040
Overall Rank
EH1Y.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EH1Y.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
EH1Y.DE Omega Ratio Rank: 4040
Omega Ratio Rank
EH1Y.DE Calmar Ratio Rank: 3636
Calmar Ratio Rank
EH1Y.DE Martin Ratio Rank: 4444
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.

LYQY.DE vs. EH1Y.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) and iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.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.


LYQY.DEEH1Y.DEDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.83

+0.16

Sortino ratio

Return per unit of downside risk

1.47

1.20

+0.27

Omega ratio

Gain probability vs. loss probability

1.20

1.17

+0.03

Calmar ratio

Return relative to maximum drawdown

1.40

1.03

+0.37

Martin ratio

Return relative to average drawdown

6.28

4.54

+1.74

LYQY.DE vs. EH1Y.DE - Sharpe Ratio Comparison

The current LYQY.DE Sharpe Ratio is 0.99, which is comparable to the EH1Y.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of LYQY.DE and EH1Y.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LYQY.DEEH1Y.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.83

+0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.82

-0.31

Correlation

The correlation between LYQY.DE and EH1Y.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LYQY.DE vs. EH1Y.DE - Dividend Comparison

LYQY.DE's dividend yield for the trailing twelve months is around 4.12%, less than EH1Y.DE's 5.61% yield.


TTM20252024202320222021202020192018201720162015
LYQY.DE
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
4.12%4.08%2.29%0.00%3.54%2.85%3.15%3.67%4.01%4.05%4.79%4.42%
EH1Y.DE
iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist
5.61%5.47%5.71%5.03%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LYQY.DE vs. EH1Y.DE - Drawdown Comparison

The maximum LYQY.DE drawdown since its inception was -25.79%, which is greater than EH1Y.DE's maximum drawdown of -10.62%. Use the drawdown chart below to compare losses from any high point for LYQY.DE and EH1Y.DE.


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Drawdown Indicators


LYQY.DEEH1Y.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.79%

-10.62%

-15.17%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-3.31%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-16.59%

Max Drawdown (10Y)

Largest decline over 10 years

-25.79%

Current Drawdown

Current decline from peak

-1.75%

-2.30%

+0.55%

Average Drawdown

Average peak-to-trough decline

-2.89%

-1.75%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.75%

-0.07%

Volatility

LYQY.DE vs. EH1Y.DE - Volatility Comparison

The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) is 1.99%, while iShares Broad EUR High Yield Corporate Bond UCITS ETF EUR Dist (EH1Y.DE) has a volatility of 2.10%. This indicates that LYQY.DE experiences smaller price fluctuations and is considered to be less risky than EH1Y.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LYQY.DEEH1Y.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

2.10%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

2.71%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

3.93%

+0.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.69%

5.36%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.06%

5.36%

+1.70%