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

Performance

XDCC.DE vs. LYEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers USD Corporate Bond UCITS ETF (XDCC.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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Different Trading Currencies

XDCC.DE is traded in USD, while LYEB.DE is traded in EUR. To make them comparable, the LYEB.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDCC.DE achieves a -0.53% return, which is significantly higher than LYEB.DE's -2.28% return.


XDCC.DE

1D
0.00%
1M
-1.17%
6M
-0.64%
YTD
-0.53%
1Y
4.03%
3Y*
4.50%
5Y*
-0.55%
10Y*

LYEB.DE

1D
-0.07%
1M
-1.08%
6M
-1.41%
YTD
-2.28%
1Y
-0.24%
3Y*
4.68%
5Y*
-0.91%
10Y*
0.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020
XDCC.DE
Xtrackers USD Corporate Bond UCITS ETF
-0.53%8.20%1.13%9.22%-17.61%20.87%-1.14%
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
-2.28%15.99%-1.82%10.42%-18.10%-8.88%6.08%

Correlation

The correlation between XDCC.DE and LYEB.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.51

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

0.52

Correlation (All Time)
Calculated using the full available price history since Sep 10, 2020

0.45

The correlation between XDCC.DE and LYEB.DE has been stable across timeframes, ranging from 0.45 to 0.52 - a consistent structural relationship.

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Return for Risk

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

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

XDCC.DE
XDCC.DE Risk / Return Rank: 2727
Overall Rank
XDCC.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
XDCC.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
XDCC.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XDCC.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
XDCC.DE Martin Ratio Rank: 3030
Martin Ratio Rank

LYEB.DE
LYEB.DE Risk / Return Rank: 1717
Overall Rank
LYEB.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
LYEB.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
LYEB.DE Omega Ratio Rank: 1515
Omega Ratio Rank
LYEB.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
LYEB.DE Martin Ratio Rank: 1919
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers USD Corporate Bond UCITS ETF (XDCC.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.


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

+0.77

Sortino ratioReturn per unit of downside risk

+1.09

Omega ratioGain probability vs. loss probability

1.13

1.00

+0.13

Calmar ratioReturn relative to maximum drawdown

1.20

-0.04

+1.24

Martin ratioReturn relative to average drawdown

3.24

-0.09

+3.33

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

The current XDCC.DE Sharpe Ratio is 0.73, which is higher than the LYEB.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of XDCC.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

XDCC.DE vs. LYEB.DE - Drawdown Comparison

The maximum XDCC.DE drawdown since its inception was -25.01%, smaller than the maximum LYEB.DE drawdown of -34.71%. Use the drawdown chart below to compare losses from any high point for XDCC.DE and LYEB.DE.


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Drawdown Indicators


XDCC.DELYEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.01%

-34.71%

+9.70%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-6.58%

+3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-7.83%

-8.40%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-25.01%

-32.55%

+7.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.71%

Current Drawdown

Current decline from peak

-3.85%

-8.60%

+4.75%

Average Drawdown

Average peak-to-trough decline

-9.25%

-10.58%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

2.87%

-1.62%

Volatility

XDCC.DE vs. LYEB.DE - Volatility Comparison

The current volatility for Xtrackers USD Corporate Bond UCITS ETF (XDCC.DE) is 1.32%, while Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) has a volatility of 1.42%. This indicates that XDCC.DE experiences smaller price fluctuations and is considered to be less risky 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


XDCC.DELYEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.32%

1.42%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.17%

5.84%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.54%

7.54%

-2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.37%

9.24%

-0.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.14%

8.65%

+3.49%

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

XDCC.DE has a 0.12% expense ratio, which is lower than LYEB.DE's 0.14% 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

XDCC.DE vs. LYEB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDCC.DE and LYEB.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDCC.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDCC.DE is cheaper with a 0.12% expense ratio, compared with 0.14% for LYEB.DE.

XDCC.DE tracks Bloomberg USD Liquid Investment Grade Corporate, while LYEB.DE tracks Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.12% for XDCC.DE and 0.14% for LYEB.DE.

Portfolio Optimizer

Find the right allocation for XDCC.DE and LYEB.DE

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