LYQY.DE vs. XHY1.DE
LYQY.DE (Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist) and XHY1.DE (Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF) are both European High Yield Bonds funds - LYQY.DE tracks the Bloomberg MSCI Euro Corporate High Yield SRI Sustainable while XHY1.DE tracks the iBoxx® EUR Liquid High Yield 1-3. Both are passively managed. Over the past 10 years, LYQY.DE returned 2.39%/yr vs 2.58%/yr for XHY1.DE. A 0.56 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
LYQY.DE vs. XHY1.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LYQY.DE achieves a 0.68% return, which is significantly higher than XHY1.DE's 0.57% return. Over the past 10 years, LYQY.DE has underperformed XHY1.DE with an annualized return of 2.39%, while XHY1.DE has yielded a comparatively higher 2.58% annualized return.
LYQY.DE
- 1D
- -0.02%
- 1M
- 0.38%
- YTD
- 0.68%
- 6M
- 0.94%
- 1Y
- 3.77%
- 3Y*
- 5.38%
- 5Y*
- 1.41%
- 10Y*
- 2.39%
XHY1.DE
- 1D
- 0.06%
- 1M
- 0.25%
- YTD
- 0.57%
- 6M
- 0.97%
- 1Y
- 3.27%
- 3Y*
- 5.12%
- 5Y*
- 2.77%
- 10Y*
- 2.58%
LYQY.DE vs. XHY1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LYQY.DE Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 0.68% | 5.63% | 6.21% | 6.03% | -10.82% | 1.36% | 1.69% | 10.67% | -4.66% | 4.45% |
XHY1.DE Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF | 0.57% | 4.80% | 5.09% | 6.88% | -3.97% | 2.51% | 1.30% | 5.63% | -2.54% | 3.45% |
Correlation
The correlation between LYQY.DE and XHY1.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2015 | 0.56 |
The correlation between LYQY.DE and XHY1.DE shifts across timeframes, from 0.46 (1 year) to 0.63 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LYQY.DE vs. XHY1.DE — Risk / Return Rank
LYQY.DE
XHY1.DE
LYQY.DE vs. XHY1.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 Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.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.DE | XHY1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.23 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 2.26 | -1.01 |
| Martin ratioReturn relative to average drawdown | 5.20 | 10.14 | -4.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LYQY.DE | XHY1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 1.26 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.62 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.34 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.31 | +0.21 |
Drawdowns
LYQY.DE vs. XHY1.DE - Drawdown Comparison
The maximum LYQY.DE drawdown since its inception was -25.79%, roughly equal to the maximum XHY1.DE drawdown of -25.91%. Use the drawdown chart below to compare losses from any high point for LYQY.DE and XHY1.DE.
Loading charts...
Drawdown Indicators
| LYQY.DE | XHY1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.79% | -25.91% | +0.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -1.43% | -1.64% |
Max Drawdown (3Y)Largest decline over 3 years | -3.47% | -2.78% | -0.69% |
Max Drawdown (5Y)Largest decline over 5 years | -16.59% | -8.53% | -8.06% |
Max Drawdown (10Y)Largest decline over 10 years | -25.79% | -25.91% | +0.12% |
Current DrawdownCurrent decline from peak | -0.18% | -0.12% | -0.06% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -1.55% | -1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 0.32% | +0.41% |
Volatility
LYQY.DE vs. XHY1.DE - Volatility Comparison
Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) has a higher volatility of 0.75% compared to Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF (XHY1.DE) at 0.63%. This indicates that LYQY.DE's price experiences larger fluctuations and is considered to be riskier than XHY1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LYQY.DE | XHY1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 0.63% | +0.12% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 2.03% | +0.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.72% | 2.56% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.75% | 4.45% | +1.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.06% | 7.54% | -0.48% |
LYQY.DE vs. XHY1.DE - Expense Ratio Comparison
Both LYQY.DE and XHY1.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
LYQY.DE vs. XHY1.DE - Dividend Comparison
LYQY.DE's dividend yield for the trailing twelve months is around 4.05%, which matches XHY1.DE's 4.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYQY.DE Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 4.05% | 4.08% | 2.29% | 0.00% | 3.54% | 2.85% | 3.15% | 3.67% | 4.01% | 4.05% | 4.79% | 4.42% |
XHY1.DE Xtrackers iBoxx EUR High Yield Bond 1-3 Swap UCITS ETF | 4.02% | 3.93% | 5.53% | 6.87% | 4.97% | 5.12% | 2.95% | 1.78% | 1.35% | 3.10% | 3.14% | 0.00% |
Frequently Asked Questions
LYQY.DE and XHY1.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
LYQY.DE and XHY1.DE have the same expense ratio: 0.25% per year.
LYQY.DE tracks Bloomberg MSCI Euro Corporate High Yield SRI Sustainable, while XHY1.DE tracks iBoxx® EUR Liquid High Yield 1-3. They also come from different issuers: Amundi and Xtrackers.
Find the right allocation for LYQY.DE and XHY1.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer