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

Performance

XGBE.DE vs. LYEB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.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, XGBE.DE achieves a 1.11% return, which is significantly lower than LYEB.DE's 1.19% return.


XGBE.DE

1D
-0.04%
1M
0.68%
6M
1.41%
YTD
1.11%
1Y
1.81%
3Y*
4.36%
5Y*
-0.79%
10Y*

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)

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


2026 (YTD)20252024202320222021
XGBE.DE
Xtrackers EUR Corporate Green Bond UCITS ETF (Acc)
1.11%2.73%3.40%7.52%-16.38%-0.21%
LYEB.DE
Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc)
1.19%2.75%4.14%7.04%-13.33%-0.27%

Correlation

The correlation between XGBE.DE and LYEB.DE is 0.87, 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

0.87

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

0.92

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.92

The correlation between XGBE.DE and LYEB.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

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

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

XGBE.DE
XGBE.DE Risk / Return Rank: 1919
Overall Rank
XGBE.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XGBE.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XGBE.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XGBE.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XGBE.DE Martin Ratio Rank: 2121
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.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.


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

-0.08

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.10

1.12

-0.02

Calmar ratioReturn relative to maximum drawdown

0.69

0.72

-0.03

Martin ratioReturn relative to average drawdown

2.16

2.38

-0.22

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

The current XGBE.DE Sharpe Ratio is 0.56, which is comparable to the LYEB.DE Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of XGBE.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

XGBE.DE vs. LYEB.DE - Drawdown Comparison

The maximum XGBE.DE drawdown since its inception was -20.20%, 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 XGBE.DE and LYEB.DE.


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Drawdown Indicators


XGBE.DELYEB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.20%

-17.06%

-3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-2.67%

+0.05%

Max Drawdown (3Y)

Largest decline over 3 years

-2.62%

-2.67%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-20.20%

-17.06%

-3.14%

Max Drawdown (10Y)

Largest decline over 10 years

-17.06%

Current Drawdown

Current decline from peak

-5.48%

-1.21%

-4.27%

Average Drawdown

Average peak-to-trough decline

-10.31%

-2.74%

-7.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.81%

+0.03%

Volatility

XGBE.DE vs. LYEB.DE - Volatility Comparison

Xtrackers EUR Corporate Green Bond UCITS ETF (Acc) (XGBE.DE) and Amundi EUR Corporate Bond Climate Paris Aligned UCITS ETF (Acc) (LYEB.DE) have volatilities of 0.62% and 0.61%, 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


XGBE.DELYEB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.62%

0.61%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.74%

2.60%

+0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

3.22%

3.00%

+0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.04%

4.34%

+0.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.03%

4.31%

+0.72%

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

XGBE.DE has a 0.25% 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

XGBE.DE vs. LYEB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XGBE.DE and LYEB.DE have a correlation of 0.87, 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 0.25% for XGBE.DE.

XGBE.DE tracks Bloomberg MSCI EUR Corporate and Agency Green Bond Index, 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: 0.25% for XGBE.DE and 0.14% for LYEB.DE.

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