XHYA.DE vs. LYQY.DE
XHYA.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF) and LYQY.DE (Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist) are both European High Yield Bonds funds - XHYA.DE tracks the iBoxx® EUR Liquid High Yield while LYQY.DE tracks the Bloomberg MSCI Euro Corporate High Yield SRI Sustainable. Both are passively managed. Over the past 5 years, XHYA.DE returned 2.78%/yr vs 1.41%/yr for LYQY.DE. A 0.77 correlation means they provide meaningful diversification when combined. XHYA.DE charges 0.20%/yr vs 0.25%/yr for LYQY.DE.
Performance
XHYA.DE vs. LYQY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XHYA.DE achieves a 1.11% return, which is significantly higher than LYQY.DE's 0.68% return.
XHYA.DE
- 1D
- -0.22%
- 1M
- 0.41%
- YTD
- 1.11%
- 6M
- 1.27%
- 1Y
- 3.39%
- 3Y*
- 6.38%
- 5Y*
- 2.78%
- 10Y*
- —
LYQY.DE
- 1D
- -0.02%
- 1M
- 0.38%
- YTD
- 0.68%
- 6M
- 0.94%
- 1Y
- 3.77%
- 3Y*
- 5.38%
- 5Y*
- 1.41%
- 10Y*
- 2.39%
XHYA.DE vs. LYQY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 1.11% | 4.47% | 6.15% | 10.88% | -8.84% | 2.96% | 2.02% | 9.71% | -3.59% | 3.97% |
LYQY.DE Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 0.68% | 5.63% | 6.21% | 6.03% | -10.82% | 1.36% | 1.69% | 10.67% | -4.66% | 4.25% |
Correlation
The correlation between XHYA.DE and LYQY.DE 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 | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2017 | 0.77 |
The correlation between XHYA.DE and LYQY.DE shifts across timeframes, from 0.59 (1 year) to 0.80 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XHYA.DE vs. LYQY.DE — Risk / Return Rank
XHYA.DE
LYQY.DE
XHYA.DE vs. LYQY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) and Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.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.
| XHYA.DE | LYQY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 1.25 | -0.14 |
| Martin ratioReturn relative to average drawdown | 4.54 | 5.20 | -0.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XHYA.DE | LYQY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.03 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.24 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.53 | -0.08 |
Drawdowns
XHYA.DE vs. LYQY.DE - Drawdown Comparison
The maximum XHYA.DE drawdown since its inception was -23.86%, smaller than the maximum LYQY.DE drawdown of -25.79%. Use the drawdown chart below to compare losses from any high point for XHYA.DE and LYQY.DE.
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Drawdown Indicators
| XHYA.DE | LYQY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.86% | -25.79% | +1.93% |
Max Drawdown (1Y)Largest decline over 1 year | -2.89% | -3.07% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -4.23% | -3.47% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -14.48% | -16.59% | +2.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.79% | — |
Current DrawdownCurrent decline from peak | -0.22% | -0.18% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -2.87% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.71% | 0.73% | -0.02% |
Volatility
XHYA.DE vs. LYQY.DE - Volatility Comparison
Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) has a higher volatility of 1.08% compared to Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) at 0.75%. This indicates that XHYA.DE's price experiences larger fluctuations and is considered to be riskier than LYQY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XHYA.DE | LYQY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 0.75% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 3.23% | 3.01% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.82% | 3.72% | +0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.46% | 5.75% | -0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.67% | 7.06% | -0.39% |
XHYA.DE vs. LYQY.DE - Expense Ratio Comparison
XHYA.DE has a 0.20% expense ratio, which is lower than LYQY.DE's 0.25% 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
XHYA.DE vs. LYQY.DE - Dividend Comparison
XHYA.DE has not paid dividends to shareholders, while LYQY.DE's dividend yield for the trailing twelve months is around 4.05%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LYQY.DE Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist | 4.05% | 4.08% | 2.29% | 0.00% | 3.54% | 2.85% | 3.15% | 3.67% | 4.01% | 4.05% | 4.79% | 4.42% |
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XHYA.DE and LYQY.DE 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.
On fees, XHYA.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XHYA.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for LYQY.DE.
XHYA.DE tracks iBoxx® EUR Liquid High Yield, while LYQY.DE tracks Bloomberg MSCI Euro Corporate High Yield SRI Sustainable. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.20% for XHYA.DE and 0.25% for LYQY.DE.
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