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XDEP.DE vs. LCVB.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XDEP.DE vs. LCVB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) and Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.DE). The values are adjusted to include any dividend payments, if applicable.

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XDEP.DE vs. LCVB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
-0.86%3.58%5.25%9.38%-15.31%-0.31%2.90%8.79%-2.58%3.64%
LCVB.DE
Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist
0.44%0.95%2.69%2.15%-10.56%-1.94%1.32%1.70%-0.05%0.35%

Returns By Period

In the year-to-date period, XDEP.DE achieves a -0.86% return, which is significantly lower than LCVB.DE's 0.44% return.


XDEP.DE

1D
0.39%
1M
-1.99%
YTD
-0.86%
6M
-0.62%
1Y
2.46%
3Y*
5.12%
5Y*
-0.01%
10Y*

LCVB.DE

1D
0.04%
1M
0.02%
YTD
0.44%
6M
-0.53%
1Y
0.66%
3Y*
1.91%
5Y*
-1.25%
10Y*
-0.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XDEP.DE vs. LCVB.DE - Expense Ratio Comparison

XDEP.DE has a 0.25% expense ratio, which is higher than LCVB.DE's 0.08% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

XDEP.DE vs. LCVB.DE — Risk / Return Rank

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

XDEP.DE
XDEP.DE Risk / Return Rank: 3434
Overall Rank
XDEP.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
XDEP.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
XDEP.DE Omega Ratio Rank: 3434
Omega Ratio Rank
XDEP.DE Calmar Ratio Rank: 2929
Calmar Ratio Rank
XDEP.DE Martin Ratio Rank: 3535
Martin Ratio Rank

LCVB.DE
LCVB.DE Risk / Return Rank: 2222
Overall Rank
LCVB.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
LCVB.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
LCVB.DE Omega Ratio Rank: 3535
Omega Ratio Rank
LCVB.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
LCVB.DE Martin Ratio Rank: 1818
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.

XDEP.DE vs. LCVB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) and Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.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.


XDEP.DELCVB.DEDifference

Sharpe ratio

Return per unit of total volatility

0.79

0.40

+0.38

Sortino ratio

Return per unit of downside risk

1.09

0.44

+0.65

Omega ratio

Gain probability vs. loss probability

1.15

1.16

-0.01

Calmar ratio

Return relative to maximum drawdown

0.83

0.47

+0.35

Martin ratio

Return relative to average drawdown

3.70

1.10

+2.60

XDEP.DE vs. LCVB.DE - Sharpe Ratio Comparison

The current XDEP.DE Sharpe Ratio is 0.79, which is higher than the LCVB.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of XDEP.DE and LCVB.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XDEP.DELCVB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.40

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

-0.45

+0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.57

-0.29

Correlation

The correlation between XDEP.DE and LCVB.DE is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XDEP.DE vs. LCVB.DE - Dividend Comparison

XDEP.DE's dividend yield for the trailing twelve months is around 2.92%, while LCVB.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
2.92%2.73%2.26%1.68%2.51%1.53%1.85%1.40%0.72%0.00%0.00%0.00%
LCVB.DE
Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist
0.00%0.00%0.00%0.00%0.51%0.82%1.26%1.51%1.80%2.86%0.31%0.49%

Drawdowns

XDEP.DE vs. LCVB.DE - Drawdown Comparison

The maximum XDEP.DE drawdown since its inception was -19.79%, which is greater than LCVB.DE's maximum drawdown of -14.50%. Use the drawdown chart below to compare losses from any high point for XDEP.DE and LCVB.DE.


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Drawdown Indicators


XDEP.DELCVB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.79%

-14.50%

-5.29%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-1.44%

-1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-19.79%

-13.73%

-6.06%

Max Drawdown (10Y)

Largest decline over 10 years

-14.50%

Current Drawdown

Current decline from peak

-2.34%

-7.26%

+4.92%

Average Drawdown

Average peak-to-trough decline

-4.53%

-3.10%

-1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.62%

+0.10%

Volatility

XDEP.DE vs. LCVB.DE - Volatility Comparison

Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) has a higher volatility of 1.97% compared to Amundi Euro Corporate 0-1Y ESG UCITS ETF Dist (LCVB.DE) at 0.26%. This indicates that XDEP.DE's price experiences larger fluctuations and is considered to be riskier than LCVB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDEP.DELCVB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

0.26%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

2.40%

1.50%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

3.12%

1.63%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.64%

2.75%

+1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.28%

2.56%

+2.72%