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

Performance

XDGE.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 EUR Hedged (Dist) (XDGE.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, XDGE.DE achieves a -0.24% return, which is significantly lower than LYEB.DE's 1.19% return. Over the past 10 years, XDGE.DE has underperformed LYEB.DE with an annualized return of 0.13%, while LYEB.DE has yielded a comparatively higher 0.71% annualized return.


XDGE.DE

1D
0.10%
1M
0.29%
6M
0.05%
YTD
-0.24%
1Y
2.22%
3Y*
2.89%
5Y*
-2.37%
10Y*
0.13%

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)

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


2026 (YTD)202520242023202220212020201920182017
XDGE.DE
Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist)
-0.24%5.66%-0.80%6.42%-19.81%-2.73%8.97%14.64%-7.06%5.12%
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%-1.38%1.12%

Correlation

The correlation between XDGE.DE and LYEB.DE is 0.62, 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

0.62

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

0.67

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

0.68

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

0.62

Correlation (All Time)
Calculated using the full available price history since Feb 29, 2016

0.61

The correlation between XDGE.DE and LYEB.DE has been stable across timeframes, ranging from 0.61 to 0.68 - a consistent structural relationship.

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Return for Risk

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

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

XDGE.DE
XDGE.DE Risk / Return Rank: 1515
Overall Rank
XDGE.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
XDGE.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
XDGE.DE Omega Ratio Rank: 1313
Omega Ratio Rank
XDGE.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
XDGE.DE Martin Ratio Rank: 1717
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.

XDGE.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 EUR Hedged (Dist) (XDGE.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.


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

-0.24

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.07

1.12

-0.05

Calmar ratioReturn relative to maximum drawdown

0.60

0.72

-0.11

Martin ratioReturn relative to average drawdown

1.47

2.38

-0.91

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

The current XDGE.DE Sharpe Ratio is 0.41, which is lower than the LYEB.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of XDGE.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

XDGE.DE vs. LYEB.DE - Drawdown Comparison

The maximum XDGE.DE drawdown since its inception was -27.36%, which is greater than LYEB.DE's maximum drawdown of -17.06%. Use the drawdown chart below to compare losses from any high point for XDGE.DE and LYEB.DE.


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Drawdown Indicators


XDGE.DELYEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.36%

-17.06%

-10.30%

Max Drawdown (1Y)

Largest decline over 1 year

-3.66%

-2.67%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-8.34%

-2.67%

-5.67%

Max Drawdown (5Y)

Largest decline over 5 years

-26.98%

-17.06%

-9.92%

Max Drawdown (10Y)

Largest decline over 10 years

-27.36%

-17.06%

-10.30%

Current Drawdown

Current decline from peak

-13.43%

-1.21%

-12.22%

Average Drawdown

Average peak-to-trough decline

-9.14%

-2.74%

-6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.50%

0.81%

+0.69%

Volatility

XDGE.DE vs. LYEB.DE - Volatility Comparison

Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist) (XDGE.DE) has a higher volatility of 1.16% compared to Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) at 0.61%. This indicates that XDGE.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


XDGE.DELYEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.16%

0.61%

+0.55%

Volatility (6M)

Calculated over the trailing 6-month period

4.05%

2.60%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

5.46%

3.00%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.40%

4.34%

+4.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.03%

4.31%

+3.72%

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

XDGE.DE has a 0.21% expense ratio, which is higher than LYEB.DE's 0.14% 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%.


Dividends

XDGE.DE vs. LYEB.DE - Dividend Comparison

XDGE.DE's dividend yield for the trailing twelve months is around 4.58%, while LYEB.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDGE.DE
Xtrackers USD Corporate Bond UCITS ETF EUR Hedged (Dist)
4.58%4.71%5.47%3.79%7.81%3.10%4.79%2.91%2.56%1.70%

Frequently Asked Questions


XDGE.DE and LYEB.DE have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

LYEB.DE is cheaper with a 0.14% expense ratio, compared with 0.21% for XDGE.DE.

XDGE.DE tracks Bloomberg USD Liquid Investment Grade Corporate Index (EUR Hedged), 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: 0.21% for XDGE.DE and 0.14% for LYEB.DE.

Portfolio Optimizer

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