LYQY.DE vs. XHYG.DE
LYQY.DE (Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist) and XHYG.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D) are both European High Yield Bonds funds - LYQY.DE tracks the Bloomberg MSCI Euro Corporate High Yield SRI Sustainable while XHYG.DE tracks the Bloomberg Pan Euro HY Euro TR EUR. Both are passively managed. Over the past 10 years, LYQY.DE returned 2.39%/yr vs 3.16%/yr for XHYG.DE. A 0.78 correlation means they provide meaningful diversification when combined. LYQY.DE charges 0.25%/yr vs 0.20%/yr for XHYG.DE.
Performance
LYQY.DE vs. XHYG.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LYQY.DE achieves a 0.68% return, which is significantly lower than XHYG.DE's 1.00% return. Over the past 10 years, LYQY.DE has underperformed XHYG.DE with an annualized return of 2.39%, while XHYG.DE has yielded a comparatively higher 3.16% 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%
XHYG.DE
- 1D
- 0.08%
- 1M
- 0.61%
- YTD
- 1.00%
- 6M
- 1.35%
- 1Y
- 3.43%
- 3Y*
- 6.42%
- 5Y*
- 2.78%
- 10Y*
- 3.16%
LYQY.DE vs. XHYG.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% |
XHYG.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D | 1.00% | 4.63% | 6.16% | 11.48% | -8.51% | 2.12% | 1.72% | 9.91% | -3.67% | 4.46% |
Correlation
The correlation between LYQY.DE and XHYG.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2015 | 0.78 |
The correlation between LYQY.DE and XHYG.DE shifts across timeframes, from 0.65 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
LYQY.DE vs. XHYG.DE — Risk / Return Rank
LYQY.DE
XHYG.DE
LYQY.DE vs. XHYG.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 EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.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 | XHYG.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.22 | +0.02 |
| Martin ratioReturn relative to average drawdown | 5.20 | 5.17 | +0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LYQY.DE | XHYG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.03 | 0.97 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.51 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.45 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.44 | +0.08 |
Drawdowns
LYQY.DE vs. XHYG.DE - Drawdown Comparison
The maximum LYQY.DE drawdown since its inception was -25.79%, which is greater than XHYG.DE's maximum drawdown of -24.00%. Use the drawdown chart below to compare losses from any high point for LYQY.DE and XHYG.DE.
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Drawdown Indicators
| LYQY.DE | XHYG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.79% | -24.00% | -1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -3.07% | -2.81% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -3.47% | -3.64% | +0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -16.59% | -14.54% | -2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -25.79% | -24.00% | -1.79% |
Current DrawdownCurrent decline from peak | -0.18% | -0.11% | -0.07% |
Average DrawdownAverage peak-to-trough decline | -2.87% | -2.34% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 0.67% | +0.06% |
Volatility
LYQY.DE vs. XHYG.DE - Volatility Comparison
The current volatility for Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) is 0.75%, while Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) has a volatility of 1.15%. This indicates that LYQY.DE experiences smaller price fluctuations and is considered to be less risky than XHYG.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.DE | XHYG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.75% | 1.15% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.01% | 3.10% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.72% | 3.53% | +0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.75% | 5.45% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.06% | 7.17% | -0.11% |
LYQY.DE vs. XHYG.DE - Expense Ratio Comparison
LYQY.DE has a 0.25% expense ratio, which is higher than XHYG.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%.
Dividends
LYQY.DE vs. XHYG.DE - Dividend Comparison
LYQY.DE's dividend yield for the trailing twelve months is around 4.05%, less than XHYG.DE's 4.93% 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% |
XHYG.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D | 4.93% | 4.75% | 5.48% | 3.95% | 3.70% | 5.75% | 2.27% | 3.54% | 5.11% | 3.71% | 1.25% | 0.00% |
Frequently Asked Questions
LYQY.DE and XHYG.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XHYG.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XHYG.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for LYQY.DE.
LYQY.DE tracks Bloomberg MSCI Euro Corporate High Yield SRI Sustainable, while XHYG.DE tracks Bloomberg Pan Euro HY Euro TR EUR. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.25% for LYQY.DE and 0.20% for XHYG.DE.
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