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

Performance

LYQY.DE vs. EUHA.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 PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
LYQY.DE
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist
-0.99%5.63%6.21%6.03%-10.82%1.36%1.69%10.67%-4.66%0.14%
EUHA.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc
-1.46%5.16%6.18%10.06%-8.20%3.18%1.17%8.26%-4.28%0.40%

Returns By Period

In the year-to-date period, LYQY.DE achieves a -0.99% return, which is significantly higher than EUHA.DE's -1.46% 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%

EUHA.DE

1D
0.84%
1M
-1.74%
YTD
-1.46%
6M
-0.48%
1Y
2.77%
3Y*
5.78%
5Y*
2.43%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

LYQY.DE has a 0.25% expense ratio, which is lower than EUHA.DE's 0.50% expense ratio.


Return for Risk

LYQY.DE vs. EUHA.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

EUHA.DE
EUHA.DE Risk / Return Rank: 3535
Overall Rank
EUHA.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EUHA.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
EUHA.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EUHA.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
EUHA.DE Martin Ratio Rank: 3939
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. EUHA.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 PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.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.DEEUHA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.69

+0.30

Sortino ratio

Return per unit of downside risk

1.47

0.98

+0.49

Omega ratio

Gain probability vs. loss probability

1.20

1.15

+0.05

Calmar ratio

Return relative to maximum drawdown

1.40

0.90

+0.50

Martin ratio

Return relative to average drawdown

6.28

4.01

+2.26

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

The current LYQY.DE Sharpe Ratio is 0.99, which is higher than the EUHA.DE Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of LYQY.DE and EUHA.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.DEEUHA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.69

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.49

-0.29

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

0.29

+0.22

Correlation

The correlation between LYQY.DE and EUHA.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

LYQY.DE vs. EUHA.DE - Dividend Comparison

LYQY.DE's dividend yield for the trailing twelve months is around 4.12%, while EUHA.DE has not paid dividends to shareholders.


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%
EUHA.DE
PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF 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%

Drawdowns

LYQY.DE vs. EUHA.DE - Drawdown Comparison

The maximum LYQY.DE drawdown since its inception was -25.79%, which is greater than EUHA.DE's maximum drawdown of -23.36%. Use the drawdown chart below to compare losses from any high point for LYQY.DE and EUHA.DE.


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Drawdown Indicators


LYQY.DEEUHA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.79%

-23.36%

-2.43%

Max Drawdown (1Y)

Largest decline over 1 year

-3.07%

-3.03%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-16.59%

-12.43%

-4.16%

Max Drawdown (10Y)

Largest decline over 10 years

-25.79%

Current Drawdown

Current decline from peak

-1.75%

-2.15%

+0.40%

Average Drawdown

Average peak-to-trough decline

-2.89%

-2.47%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.68%

0.00%

Volatility

LYQY.DE vs. EUHA.DE - Volatility Comparison

Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) has a higher volatility of 1.99% compared to PIMCO Euro Short-Term High Yield Corporate Bond Index UCITS ETF Acc (EUHA.DE) at 1.86%. This indicates that LYQY.DE's price experiences larger fluctuations and is considered to be riskier than EUHA.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.DEEUHA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.86%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.84%

2.39%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.06%

3.98%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.69%

4.89%

+0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.06%

7.60%

-0.54%