XHYG.DE vs. LYQY.DE
XHYG.DE (Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D) and LYQY.DE (Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist) are both European High Yield Bonds funds - XHYG.DE tracks the Bloomberg Pan Euro HY Euro TR EUR while LYQY.DE tracks the Bloomberg MSCI Euro Corporate High Yield SRI Sustainable. Both are passively managed. Over the past 10 years, XHYG.DE returned 3.16%/yr vs 2.39%/yr for LYQY.DE. A 0.78 correlation means they provide meaningful diversification when combined. XHYG.DE charges 0.20%/yr vs 0.25%/yr for LYQY.DE.
Performance
XHYG.DE vs. LYQY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XHYG.DE achieves a 1.00% return, which is significantly higher than LYQY.DE's 0.68% return. Over the past 10 years, XHYG.DE has outperformed LYQY.DE with an annualized return of 3.16%, while LYQY.DE has yielded a comparatively lower 2.39% annualized return.
XHYG.DE
- 1D
- 0.08%
- 1M
- 0.61%
- YTD
- 1.00%
- 6M
- 1.35%
- 1Y
- 3.43%
- 3Y*
- 6.42%
- 5Y*
- 2.78%
- 10Y*
- 3.16%
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%
XHYG.DE vs. LYQY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XHYG.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D | 1.00% | 4.63% | 6.16% | 11.48% | -8.51% | 2.12% | 1.72% | 9.91% | -3.67% | 4.46% |
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% | 4.45% |
Correlation
The correlation between XHYG.DE and LYQY.DE is 0.65, 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 | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jan 14, 2015 | 0.78 |
The correlation between XHYG.DE and LYQY.DE shifts across timeframes, from 0.65 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
XHYG.DE vs. LYQY.DE — Risk / Return Rank
XHYG.DE
LYQY.DE
XHYG.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 1D (XHYG.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.
| XHYG.DE | LYQY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.20 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.25 | -0.02 |
| Martin ratioReturn relative to average drawdown | 5.17 | 5.20 | -0.03 |
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
| XHYG.DE | LYQY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.03 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.24 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.34 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.53 | -0.08 |
Drawdowns
XHYG.DE vs. LYQY.DE - Drawdown Comparison
The maximum XHYG.DE drawdown since its inception was -24.00%, smaller than the maximum LYQY.DE drawdown of -25.79%. Use the drawdown chart below to compare losses from any high point for XHYG.DE and LYQY.DE.
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Drawdown Indicators
| XHYG.DE | LYQY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.00% | -25.79% | +1.79% |
Max Drawdown (1Y)Largest decline over 1 year | -2.81% | -3.07% | +0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -3.64% | -3.47% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -14.54% | -16.59% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -24.00% | -25.79% | +1.79% |
Current DrawdownCurrent decline from peak | -0.11% | -0.18% | +0.07% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -2.87% | +0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 0.73% | -0.06% |
Volatility
XHYG.DE vs. LYQY.DE - Volatility Comparison
Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D (XHYG.DE) has a higher volatility of 1.15% compared to Lyxor ESG Euro High Yield (DR) UCITS ETF - Dist (LYQY.DE) at 0.75%. This indicates that XHYG.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
| XHYG.DE | LYQY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 0.75% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 3.01% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.53% | 3.72% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.45% | 5.75% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.17% | 7.06% | +0.11% |
XHYG.DE vs. LYQY.DE - Expense Ratio Comparison
XHYG.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
XHYG.DE vs. LYQY.DE - Dividend Comparison
XHYG.DE's dividend yield for the trailing twelve months is around 4.93%, more than LYQY.DE's 4.05% yield.
| 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% |
XHYG.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D | 4.93% | 4.75% | 5.48% | 3.95% | 3.70% | 5.75% | 2.27% | 3.54% | 5.11% | 3.71% | 1.25% | 0.00% |
Frequently Asked Questions
XHYG.DE and LYQY.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XHYG.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XHYG.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for LYQY.DE.
XHYG.DE tracks Bloomberg Pan Euro HY Euro TR EUR, 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 XHYG.DE and 0.25% for LYQY.DE.
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