USIC.L vs. XYLD.L

Last updated Jun 25, 2026

USIC.L (Lyxor ESG USD Corporate Bond (DR) UCITS ETF - Acc) and XYLD.L (Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D) are both Corporate Bonds funds tracking the Bloomberg US Corp Bond TR USD, from Amundi and Xtrackers respectively. Both are passively managed. Over the past 3 years, USIC.L returned 5.15%/yr vs 5.29%/yr for XYLD.L. A 0.71 correlation means they provide meaningful diversification when combined. USIC.L charges 0.14%/yr vs 0.16%/yr for XYLD.L.

Performance

USIC.L vs. XYLD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyxor ESG USD Corporate Bond (DR) UCITS ETF - Acc (USIC.L) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with USIC.L having a 0.79% return and XYLD.L slightly higher at 0.82%.

USIC.L

• 1D: 0.49%
• 1M: 1.39%
• YTD: 0.79%
• 6M: 1.19%
• 1Y: 5.03%
• 3Y*: 5.15%
• 5Y*: —
• 10Y*: —

XYLD.L

• 1D: 0.11%
• 1M: 0.49%
• YTD: 0.82%
• 6M: 0.93%
• 1Y: 3.70%
• 3Y*: 5.29%
• 5Y*: 1.72%
• 10Y*: —

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

USIC.L vs. XYLD.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
USIC.L Lyxor ESG USD Corporate Bond (DR) UCITS ETF - Acc	0.79%	7.41%	2.38%	8.08%	-15.02%	-0.30%
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D	0.82%	6.20%	4.88%	5.72%	-8.68%	-0.39%

Correlation

The correlation between USIC.L and XYLD.L is 0.59, 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	0.59
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (All Time) Calculated using the full available price history since Jul 12, 2021	0.71

The correlation between USIC.L and XYLD.L shifts across timeframes, from 0.59 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.

Return for Risk

USIC.L vs. XYLD.L — Risk / Return Rank

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

USIC.L

USIC.L Risk / Return Rank: 35
USIC.L Sharpe Ratio Rank: 33
USIC.L Sortino Ratio Rank: 33
USIC.L Omega Ratio Rank: 31
USIC.L Calmar Ratio Rank: 40
USIC.L Martin Ratio Rank: 39

XYLD.L

XYLD.L Risk / Return Rank: 73
XYLD.L Sharpe Ratio Rank: 66
XYLD.L Sortino Ratio Rank: 74
XYLD.L Omega Ratio Rank: 67
XYLD.L Calmar Ratio Rank: 79
XYLD.L Martin Ratio Rank: 79

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.

USIC.L vs. XYLD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor ESG USD Corporate Bond (DR) UCITS ETF - Acc (USIC.L) and Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L). 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.

	USIC.L	XYLD.L	Difference
Sharpe ratio: Return per unit of total volatility	1.08	1.87	-0.79
Sortino ratio: Return per unit of downside risk	1.61	2.88	-1.28
Omega ratio: Gain probability vs. loss probability	1.19	1.35	-0.15
Calmar ratio: Return relative to maximum drawdown	1.77	3.56	-1.79
Martin ratio: Return relative to average drawdown	5.42	13.31	-7.89

USIC.L vs. XYLD.L - Sharpe Ratio Comparison

The current USIC.L Sharpe Ratio is 1.08, which is lower than the XYLD.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of USIC.L and XYLD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

USIC.L vs. XYLD.L - Drawdown Comparison

The maximum USIC.L drawdown since its inception was -21.41%, which is greater than XYLD.L's maximum drawdown of -18.92%. Use the drawdown chart below to compare losses from any high point for USIC.L and XYLD.L.

Drawdown Indicators

	USIC.L	XYLD.L	Difference
Max Drawdown Largest peak-to-trough decline	-21.41%	-18.92%	-2.49%
Max Drawdown (1Y) Largest decline over 1 year	-2.83%	-1.03%	-1.80%
Max Drawdown (3Y) Largest decline over 3 years	-5.87%	-1.38%	-4.49%
Max Drawdown (5Y) Largest decline over 5 years	—	-12.40%	—
Current Drawdown Current decline from peak	-0.29%	-0.11%	-0.18%
Average Drawdown Average peak-to-trough decline	-8.22%	-3.08%	-5.14%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.93%	0.28%	+0.65%

Volatility

USIC.L vs. XYLD.L - Volatility Comparison

Lyxor ESG USD Corporate Bond (DR) UCITS ETF - Acc (USIC.L) has a higher volatility of 1.39% compared to Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D (XYLD.L) at 0.56%. This indicates that USIC.L's price experiences larger fluctuations and is considered to be riskier than XYLD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	USIC.L	XYLD.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.39%	0.56%	+0.83%
Volatility (6M) Calculated over the trailing 6-month period	3.51%	1.52%	+1.99%
Volatility (1Y) Calculated over the trailing 1-year period	4.64%	1.99%	+2.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.62%	3.19%	+5.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.62%	5.79%	+2.83%

USIC.L vs. XYLD.L - Expense Ratio Comparison

USIC.L has a 0.14% expense ratio, which is lower than XYLD.L's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

USIC.L vs. XYLD.L - Dividend Comparison

USIC.L has not paid dividends to shareholders, while XYLD.L's dividend yield for the trailing twelve months is around 3.76%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
USIC.L Lyxor ESG USD Corporate Bond (DR) UCITS ETF - Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XYLD.L Xtrackers USD Corporate Bond Short Duration SRI PAB UCITS ETF 1D	3.76%	3.61%	3.34%	2.88%	6.03%	3.88%	3.78%	2.92%

Frequently Asked Questions

Can I hold both USIC.L and XYLD.L in my portfolio?

USIC.L and XYLD.L have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, USIC.L or XYLD.L?

On fees, USIC.L is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, USIC.L or XYLD.L?

USIC.L is cheaper with a 0.14% expense ratio, compared with 0.16% for XYLD.L.

What is the main difference between USIC.L and XYLD.L?

Both ETFs track Bloomberg US Corp Bond TR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.14% for USIC.L and 0.16% for XYLD.L.