PortfoliosLab logoPortfoliosLab logo
SNAZ.DE vs. LYQS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SNAZ.DE vs. LYQS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.DE) and Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SNAZ.DE achieves a 0.98% return, which is significantly lower than LYQS.DE's 5.26% return.


SNAZ.DE

1D
0.39%
1M
0.39%
6M
0.98%
YTD
0.98%
1Y
4.05%
3Y*
5.08%
5Y*
-0.08%
10Y*

LYQS.DE

1D
0.17%
1M
2.22%
6M
5.27%
YTD
5.26%
1Y
11.97%
3Y*
5.45%
5Y*
1.74%
10Y*
1.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SNAZ.DE vs. LYQS.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SNAZ.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc)
0.98%6.26%4.36%5.28%-14.17%-1.55%5.52%
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
5.26%0.04%6.43%5.45%-11.25%5.76%-5.43%

Correlation

The correlation between SNAZ.DE and LYQS.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.30

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2020

0.33

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

SNAZ.DE vs. LYQS.DE — Risk / Return Rank

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

SNAZ.DE
SNAZ.DE Risk / Return Rank: 3939
Overall Rank
SNAZ.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SNAZ.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
SNAZ.DE Omega Ratio Rank: 4343
Omega Ratio Rank
SNAZ.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
SNAZ.DE Martin Ratio Rank: 3838
Martin Ratio Rank

LYQS.DE
LYQS.DE Risk / Return Rank: 8181
Overall Rank
LYQS.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
LYQS.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
LYQS.DE Omega Ratio Rank: 7979
Omega Ratio Rank
LYQS.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
LYQS.DE Martin Ratio Rank: 8383
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.

SNAZ.DE vs. LYQS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.DE) and Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SNAZ.DELYQS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.78

Sortino ratioReturn per unit of downside risk

-1.08

Omega ratioGain probability vs. loss probability

1.24

1.38

-0.14

Calmar ratioReturn relative to maximum drawdown

1.39

4.26

-2.87

Martin ratioReturn relative to average drawdown

5.14

13.30

-8.16

SNAZ.DE vs. LYQS.DE - Sharpe Ratio Comparison

The current SNAZ.DE Sharpe Ratio is 1.20, which is lower than the LYQS.DE Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of SNAZ.DE and LYQS.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SNAZ.DE vs. LYQS.DE - Drawdown Comparison

The maximum SNAZ.DE drawdown since its inception was -21.88%, smaller than the maximum LYQS.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for SNAZ.DE and LYQS.DE.


Loading charts...

Drawdown Indicators


SNAZ.DELYQS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.88%

-33.51%

+11.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-2.80%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-3.82%

-12.78%

+8.96%

Max Drawdown (5Y)

Largest decline over 5 years

-21.88%

-16.18%

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

Current Drawdown

Current decline from peak

-1.34%

-0.99%

-0.35%

Average Drawdown

Average peak-to-trough decline

-7.64%

-12.92%

+5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

0.90%

-0.11%

Volatility

SNAZ.DE vs. LYQS.DE - Volatility Comparison

The current volatility for iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (Acc) (SNAZ.DE) is 0.91%, while Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) has a volatility of 1.48%. This indicates that SNAZ.DE experiences smaller price fluctuations and is considered to be less risky than LYQS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SNAZ.DELYQS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.91%

1.48%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

2.72%

4.08%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

3.36%

6.04%

-2.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.06%

9.63%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.65%

17.02%

-9.37%

SNAZ.DE vs. LYQS.DE - Expense Ratio Comparison

SNAZ.DE has a 0.53% expense ratio, which is higher than LYQS.DE's 0.25% expense ratio.


Dividends

SNAZ.DE vs. LYQS.DE - Dividend Comparison

SNAZ.DE has not paid dividends to shareholders, while LYQS.DE's dividend yield for the trailing twelve months is around 5.09%.


PositionTTM20252024202320222021202020192018201720162015
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
5.09%5.36%3.57%6.06%6.00%4.33%4.48%5.10%5.08%5.40%5.15%6.61%
SNAZ.DE
iShares J.P. Morgan $ EM Corp Bond UCITS ETF EUR Hedged (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%

Frequently Asked Questions


SNAZ.DE and LYQS.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYQS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYQS.DE is cheaper with a 0.25% expense ratio, compared with 0.53% for SNAZ.DE.

SNAZ.DE tracks J.P. Morgan CEMBI Broad Diversified Core Index (EUR Hedged), while LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.53% for SNAZ.DE and 0.25% for LYQS.DE.

Portfolio Optimizer

Find the right allocation for SNAZ.DE and LYQS.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