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UCRP.DE vs. LYEB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCRP.DE vs. LYEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.DE) and Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UCRP.DE achieves a 3.24% return, which is significantly higher than LYEB.DE's 1.19% return.


UCRP.DE

1D
-0.16%
1M
1.82%
6M
2.96%
YTD
3.24%
1Y
6.79%
3Y*
3.27%
5Y*
0.91%
10Y*

LYEB.DE

1D
-0.06%
1M
0.82%
6M
1.32%
YTD
1.19%
1Y
1.93%
3Y*
4.64%
5Y*
-0.03%
10Y*
0.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCRP.DE vs. LYEB.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
UCRP.DE
Amundi USD Corporate Bond ESG UCITS ETF DR (Acc)
3.24%-4.44%7.79%4.77%-9.83%6.55%-0.62%2.88%0.88%
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
1.19%2.75%4.14%7.04%-13.33%-1.08%2.45%6.00%-0.56%

Correlation

The correlation between UCRP.DE and LYEB.DE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.41

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

0.41

Correlation (All Time)
Calculated using the full available price history since May 15, 2018

0.39

The correlation between UCRP.DE and LYEB.DE shifts across timeframes, from 0.23 (1 year) to 0.41 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

UCRP.DE vs. LYEB.DE — Risk / Return Rank

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

UCRP.DE
UCRP.DE Risk / Return Rank: 4242
Overall Rank
UCRP.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
UCRP.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
UCRP.DE Omega Ratio Rank: 3737
Omega Ratio Rank
UCRP.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
UCRP.DE Martin Ratio Rank: 4343
Martin Ratio Rank

LYEB.DE
LYEB.DE Risk / Return Rank: 2020
Overall Rank
LYEB.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LYEB.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
LYEB.DE Omega Ratio Rank: 2020
Omega Ratio Rank
LYEB.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
LYEB.DE Martin Ratio Rank: 2222
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.

UCRP.DE vs. LYEB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.DE) and Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.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.


UCRP.DELYEB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.81

Omega ratioGain probability vs. loss probability

1.21

1.12

+0.09

Calmar ratioReturn relative to maximum drawdown

2.05

0.72

+1.34

Martin ratioReturn relative to average drawdown

5.77

2.38

+3.39

UCRP.DE vs. LYEB.DE - Sharpe Ratio Comparison

The current UCRP.DE Sharpe Ratio is 1.18, which is higher than the LYEB.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of UCRP.DE and LYEB.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.


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Drawdowns

UCRP.DE vs. LYEB.DE - Drawdown Comparison

The maximum UCRP.DE drawdown since its inception was -14.40%, smaller than the maximum LYEB.DE drawdown of -17.06%. Use the drawdown chart below to compare losses from any high point for UCRP.DE and LYEB.DE.


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Drawdown Indicators


UCRP.DELYEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-14.40%

-17.06%

+2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-3.29%

-2.67%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-11.27%

-2.67%

-8.60%

Max Drawdown (5Y)

Largest decline over 5 years

-12.94%

-17.06%

+4.12%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-3.97%

-1.21%

-2.76%

Average Drawdown

Average peak-to-trough decline

-5.31%

-2.74%

-2.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

0.81%

+0.36%

Volatility

UCRP.DE vs. LYEB.DE - Volatility Comparison

Amundi USD Corporate Bond ESG UCITS ETF DR (Acc) (UCRP.DE) has a higher volatility of 1.70% compared to Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) at 0.61%. This indicates that UCRP.DE's price experiences larger fluctuations and is considered to be riskier than LYEB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCRP.DELYEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

0.61%

+1.09%

Volatility (6M)

Calculated over the trailing 6-month period

3.95%

2.60%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

5.74%

3.00%

+2.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.35%

4.34%

+4.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.07%

4.31%

+4.76%

UCRP.DE vs. LYEB.DE - Expense Ratio Comparison

Both UCRP.DE and LYEB.DE have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

UCRP.DE vs. LYEB.DE - Dividend Comparison

Neither UCRP.DE nor LYEB.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UCRP.DE and LYEB.DE have a correlation of 0.23, 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 0.14% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UCRP.DE and LYEB.DE have the same expense ratio: 0.14% per year.

UCRP.DE tracks Bloomberg MSCI US Corporate SRI Index, while LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index.

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