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XQUD.DE vs. LYQS.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XQUD.DE vs. LYQS.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.DE) and Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.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, XQUD.DE achieves a 2.96% return, which is significantly lower than LYQS.DE's 4.61% return.


XQUD.DE

1D
0.00%
1M
0.25%
6M
1.78%
YTD
2.96%
1Y
7.40%
3Y*
3.78%
5Y*
10Y*

LYQS.DE

1D
0.10%
1M
0.68%
6M
3.34%
YTD
4.61%
1Y
10.90%
3Y*
5.80%
5Y*
1.43%
10Y*
1.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XQUD.DE vs. LYQS.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XQUD.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF
2.96%-1.36%5.23%3.70%-0.19%
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
4.61%0.04%6.43%5.45%0.30%

Correlation

The correlation between XQUD.DE and LYQS.DE is 0.88, 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

0.88

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2022

0.84

The correlation between XQUD.DE and LYQS.DE has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

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Return for Risk

XQUD.DE vs. LYQS.DE — Risk / Return Rank

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

XQUD.DE
XQUD.DE Risk / Return Rank: 5050
Overall Rank
XQUD.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XQUD.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XQUD.DE Omega Ratio Rank: 5050
Omega Ratio Rank
XQUD.DE Calmar Ratio Rank: 5050
Calmar Ratio Rank
XQUD.DE Martin Ratio Rank: 4646
Martin Ratio Rank

LYQS.DE
LYQS.DE Risk / Return Rank: 8383
Overall Rank
LYQS.DE Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
LYQS.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
LYQS.DE Omega Ratio Rank: 8181
Omega Ratio Rank
LYQS.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
LYQS.DE Martin Ratio Rank: 8282
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.

XQUD.DE vs. LYQS.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.DE) and Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.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.


XQUD.DELYQS.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.85

Omega ratioGain probability vs. loss probability

1.25

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

1.94

3.88

-1.94

Martin ratioReturn relative to average drawdown

5.79

11.90

-6.12

XQUD.DE vs. LYQS.DE - Sharpe Ratio Comparison

The current XQUD.DE Sharpe Ratio is 1.34, which is lower than the LYQS.DE Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of XQUD.DE and LYQS.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

XQUD.DE vs. LYQS.DE - Drawdown Comparison

The maximum XQUD.DE drawdown since its inception was -12.01%, smaller than the maximum LYQS.DE drawdown of -33.51%. Use the drawdown chart below to compare losses from any high point for XQUD.DE and LYQS.DE.


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Drawdown Indicators


XQUD.DELYQS.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.01%

-33.51%

+21.50%

Max Drawdown (1Y)

Largest decline over 1 year

-3.84%

-2.80%

-1.04%

Max Drawdown (3Y)

Largest decline over 3 years

-11.40%

-12.78%

+1.38%

Max Drawdown (5Y)

Largest decline over 5 years

-16.18%

Max Drawdown (10Y)

Largest decline over 10 years

-25.61%

Current Drawdown

Current decline from peak

-2.05%

-1.60%

-0.45%

Average Drawdown

Average peak-to-trough decline

-5.42%

-12.89%

+7.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.28%

0.91%

+0.37%

Volatility

XQUD.DE vs. LYQS.DE - Volatility Comparison

Xtrackers ESG USD Emerging Markets Bond Quality Weighted UCITS ETF (XQUD.DE) has a higher volatility of 1.14% compared to Amundi USD Emerging Markets Government Bond UCITS ETF (Dist) (LYQS.DE) at 1.07%. This indicates that XQUD.DE's price experiences larger fluctuations and is considered to be riskier than LYQS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XQUD.DELYQS.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.07%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.77%

3.93%

-0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

5.73%

5.82%

-0.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.94%

9.62%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.94%

17.02%

-9.08%

XQUD.DE vs. LYQS.DE - Expense Ratio Comparison

XQUD.DE has a 0.45% expense ratio, which is higher than LYQS.DE's 0.25% expense ratio.


Dividends

XQUD.DE vs. LYQS.DE - Dividend Comparison

XQUD.DE has not paid dividends to shareholders, while LYQS.DE's dividend yield for the trailing twelve months is around 5.12%.


PositionTTM20252024202320222021202020192018201720162015
LYQS.DE
Amundi USD Emerging Markets Government Bond UCITS ETF (Dist)
5.12%5.36%3.57%6.06%6.00%4.33%4.48%5.10%5.08%5.40%5.15%6.61%
XQUD.DE
Xtrackers ESG USD Emerging Markets Bond Quality Weighted 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


XQUD.DE and LYQS.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYQS.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYQS.DE is cheaper with a 0.25% expense ratio, compared with 0.45% for XQUD.DE.

XQUD.DE tracks iBoxx® MSCI ESG USD Emerging Markets Sovereigns Quality Weighted, while LYQS.DE tracks J.P. Morgan EMBI Global Diversified Select Index. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.45% for XQUD.DE and 0.25% for LYQS.DE.

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