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UEFS.DE vs. LYQS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UEFS.DE vs. LYQS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) and Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.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, UEFS.DE achieves a 5.74% return, which is significantly higher than LYQS.DE's 4.68% return. Over the past 10 years, UEFS.DE has outperformed LYQS.DE with an annualized return of 3.04%, while LYQS.DE has yielded a comparatively lower 1.35% annualized return.


UEFS.DE

1D
0.12%
1M
0.96%
6M
4.73%
YTD
5.74%
1Y
13.72%
3Y*
9.67%
5Y*
2.96%
10Y*
3.04%

LYQS.DE

1D
0.06%
1M
0.64%
6M
4.04%
YTD
4.68%
1Y
11.26%
3Y*
6.19%
5Y*
1.45%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
5.74%2.26%13.85%8.27%-14.71%5.65%-4.63%17.08%0.30%-3.07%
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
4.68%0.04%6.43%5.45%-11.25%5.76%-5.23%17.03%-0.39%-4.62%

Correlation

The correlation between UEFS.DE and LYQS.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.85

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

0.81

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2016

0.71

The correlation between UEFS.DE and LYQS.DE shifts across timeframes, from 0.70 (10 years) to 0.85 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

UEFS.DE
UEFS.DE Risk / Return Rank: 8888
Overall Rank
UEFS.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
UEFS.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
UEFS.DE Omega Ratio Rank: 8888
Omega Ratio Rank
UEFS.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
UEFS.DE Martin Ratio Rank: 8686
Martin Ratio Rank

LYQS.DE
LYQS.DE Risk / Return Rank: 7979
Overall Rank
LYQS.DE Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LYQS.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
LYQS.DE Omega Ratio Rank: 7777
Omega Ratio Rank
LYQS.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
LYQS.DE Martin Ratio Rank: 8080
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.

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

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.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.


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

+0.32

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.43

1.36

+0.07

Calmar ratioReturn relative to maximum drawdown

4.67

4.01

+0.67

Martin ratioReturn relative to average drawdown

14.28

12.39

+1.89

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

The current UEFS.DE Sharpe Ratio is 2.21, which is comparable to the LYQS.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of UEFS.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.


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Drawdowns

UEFS.DE vs. LYQS.DE - Drawdown Comparison

The maximum UEFS.DE drawdown since its inception was -24.33%, smaller than the maximum LYQS.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for UEFS.DE and LYQS.DE.


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Drawdown Indicators


UEFS.DELYQS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.33%

-33.51%

+9.18%

Max Drawdown (1Y)

Largest decline over 1 year

-2.92%

-2.80%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-13.71%

-12.78%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-17.81%

-16.18%

-1.63%

Max Drawdown (10Y)

Largest decline over 10 years

-24.33%

-25.61%

+1.28%

Current Drawdown

Current decline from peak

-0.94%

-1.53%

+0.59%

Average Drawdown

Average peak-to-trough decline

-8.98%

-12.90%

+3.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.91%

+0.05%

Volatility

UEFS.DE vs. LYQS.DE - Volatility Comparison

UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist (UEFS.DE) and Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) have volatilities of 1.56% and 1.49%, 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.


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Volatility by Period


UEFS.DELYQS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

1.49%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.81%

4.00%

-0.19%

Volatility (1Y)

Calculated over the trailing 1-year period

6.19%

5.95%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.73%

9.62%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.92%

17.02%

-4.10%

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

Both UEFS.DE and LYQS.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

UEFS.DE vs. LYQS.DE - Dividend Comparison

UEFS.DE's dividend yield for the trailing twelve months is around 6.39%, more than LYQS.DE's 5.12% yield.


PositionTTM20252024202320222021202020192018201720162015
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
5.12%5.36%3.57%6.06%6.00%4.33%4.48%5.10%5.08%5.40%5.15%6.61%
UEFS.DE
UBS ETF (LU) Bloomberg USD Emerging Markets Sovereign UCITS ETF (USD) Dist
6.39%7.97%6.14%6.46%6.08%4.22%5.09%4.60%4.53%4.90%2.30%0.00%

Frequently Asked Questions


UEFS.DE and LYQS.DE have a correlation of 0.83, 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.

UEFS.DE and LYQS.DE have the same expense ratio: 0.25% per year.

UEFS.DE tracks Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Capped, while LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index. They also come from different issuers: UBS and Amundi.

Portfolio Optimizer

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