LYQY.DE vs. XZHE.DE

Last updated Apr 3, 2026

Compare and contrast key facts about Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) and Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.DE).

LYQY.DE and XZHE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYQY.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg MSCI Euro Corporate High Yield SRI Sustainable. It was launched on Sep 19, 2018. XZHE.DE is a passively managed fund by DWS that tracks the performance of the Bloomberg Pan Euro HY Euro TR EUR. It was launched on Jun 22, 2022. Both LYQY.DE and XZHE.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

LYQY.DE vs. XZHE.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 Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.DE). The values are adjusted to include any dividend payments, if applicable.

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

	2026 (YTD)	2025	2024	2023	2022
LYQY.DE Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist	-1.01%	5.63%	6.21%	6.03%	1.34%
XZHE.DE Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C	-1.50%	5.48%	5.98%	9.94%	2.99%

Returns By Period

In the year-to-date period, LYQY.DE achieves a -1.01% return, which is significantly higher than XZHE.DE's -1.50% return.

LYQY.DE

• 1D: -0.02%
• 1M: -0.42%
• YTD: -1.01%
• 6M: -0.21%
• 1Y: 4.26%
• 3Y*: 5.05%
• 5Y*: 1.16%
• 10Y*: 2.45%

XZHE.DE

• 1D: 0.59%
• 1M: -1.11%
• YTD: -1.50%
• 6M: -0.54%
• 1Y: 3.40%
• 3Y*: 5.89%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both LYQY.DE and XZHE.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%.

LYQY.DE

Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist

XZHE.DE

Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C

Return for Risk

LYQY.DE vs. XZHE.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: 53
LYQY.DE Sharpe Ratio Rank: 56
LYQY.DE Sortino Ratio Rank: 57
LYQY.DE Omega Ratio Rank: 53
LYQY.DE Calmar Ratio Rank: 44
LYQY.DE Martin Ratio Rank: 55

XZHE.DE

XZHE.DE Risk / Return Rank: 35
XZHE.DE Sharpe Ratio Rank: 36
XZHE.DE Sortino Ratio Rank: 35
XZHE.DE Omega Ratio Rank: 35
XZHE.DE Calmar Ratio Rank: 31
XZHE.DE Martin Ratio Rank: 39

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. XZHE.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 ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.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	XZHE.DE	Difference
Sharpe ratio Return per unit of total volatility	1.05	0.74	+0.31
Sortino ratio Return per unit of downside risk	1.56	1.10	+0.46
Omega ratio Gain probability vs. loss probability	1.21	1.15	+0.06
Calmar ratio Return relative to maximum drawdown	1.46	1.02	+0.44
Martin ratio Return relative to average drawdown	6.78	4.63	+2.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current LYQY.DE Sharpe Ratio is 1.05, which is higher than the XZHE.DE Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of LYQY.DE and XZHE.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.

Sharpe Ratios by Period

	LYQY.DE	XZHE.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.05	0.74	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.20	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	1.08	-0.57

Correlation

The correlation between LYQY.DE and XZHE.DE is 0.79, 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. XZHE.DE - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
XZHE.DE Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C	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. XZHE.DE - Drawdown Comparison

The maximum LYQY.DE drawdown since its inception was -25.79%, which is greater than XZHE.DE's maximum drawdown of -7.83%. Use the drawdown chart below to compare losses from any high point for LYQY.DE and XZHE.DE.

Drawdown Indicators

	LYQY.DE	XZHE.DE	Difference
Max Drawdown Largest peak-to-trough decline	-25.79%	-7.83%	-17.96%
Max Drawdown (1Y) Largest decline over 1 year	-3.07%	-3.94%	+0.87%
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	-1.76%	-2.57%	+0.81%
Average Drawdown Average peak-to-trough decline	-2.89%	-0.97%	-1.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.66%	0.87%	-0.21%

Volatility

LYQY.DE vs. XZHE.DE - Volatility Comparison

Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) and Xtrackers ESG EUR High Yield Corporate Bond UCITS ETF 1C (XZHE.DE) have volatilities of 1.90% and 1.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LYQY.DE	XZHE.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.90%	1.92%	-0.02%
Volatility (6M) Calculated over the trailing 6-month period	2.83%	3.02%	-0.19%
Volatility (1Y) Calculated over the trailing 1-year period	4.06%	4.57%	-0.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.69%	5.56%	+0.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	7.06%	5.56%	+1.50%