XYPL.DE vs. LSEG.L

Last updated Jun 5, 2026

XYPL.DE (Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF) is European Corporate Bonds fund tracking the iBoxx® EUR Corporates Yield Plus, while LSEG.L (London Stock Exchange Group plc) is a stock. Over the past 3 years, XYPL.DE returned 5.49%/yr vs 3.15%/yr for LSEG.L. At a 0.20 correlation, their price movements are largely independent.

Performance

XYPL.DE vs. LSEG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) and London Stock Exchange Group plc (LSEG.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

XYPL.DE is traded in EUR, while LSEG.L is traded in GBp. To make them comparable, the LSEG.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XYPL.DE achieves a 0.59% return, which is significantly lower than LSEG.L's 4.42% return.

XYPL.DE

• 1D: 0.11%
• 1M: 0.81%
• YTD: 0.59%
• 6M: 0.39%
• 1Y: 2.23%
• 3Y*: 5.49%
• 5Y*: —
• 10Y*: —

LSEG.L

• 1D: 5.19%
• 1M: -4.52%
• YTD: 4.42%
• 6M: 7.69%
• 1Y: -19.81%
• 3Y*: 3.15%
• 5Y*: 5.12%
• 10Y*: 13.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XYPL.DE vs. LSEG.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XYPL.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF	0.59%	3.49%	5.30%	9.38%	-0.01%
LSEG.L London Stock Exchange Group plc	4.42%	-23.83%	29.20%	34.58%	-9.86%

Correlation

The correlation between XYPL.DE and LSEG.L is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jun 29, 2022	0.20

The correlation between XYPL.DE and LSEG.L shifts across timeframes, from 0.09 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XYPL.DE vs. LSEG.L — Risk / Return Rank

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

XYPL.DE

XYPL.DE Risk / Return Rank: 20
XYPL.DE Sharpe Ratio Rank: 20
XYPL.DE Sortino Ratio Rank: 20
XYPL.DE Omega Ratio Rank: 20
XYPL.DE Calmar Ratio Rank: 18
XYPL.DE Martin Ratio Rank: 21

LSEG.L

LSEG.L Risk / Return Rank: 21
LSEG.L Sharpe Ratio Rank: 17
LSEG.L Sortino Ratio Rank: 18
LSEG.L Omega Ratio Rank: 17
LSEG.L Calmar Ratio Rank: 25
LSEG.L Martin Ratio Rank: 25

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.

XYPL.DE vs. LSEG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) and London Stock Exchange Group plc (LSEG.L). 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.

	XYPL.DE	LSEG.L	Difference
Sharpe ratio: Return per unit of total volatility	0.63	-0.62	+1.25
Sortino ratio: Return per unit of downside risk	0.97	-0.71	+1.68
Omega ratio: Gain probability vs. loss probability	1.12	0.91	+0.22
Calmar ratio: Return relative to maximum drawdown	0.72	-0.51	+1.23
Martin ratio: Return relative to average drawdown	2.50	-0.86	+3.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XYPL.DE vs. LSEG.L - Sharpe Ratio Comparison

The current XYPL.DE Sharpe Ratio is 0.63, which is higher than the LSEG.L Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of XYPL.DE and LSEG.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XYPL.DE	LSEG.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.63	-0.62	+1.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.21	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	0.35	+0.66

Drawdowns

XYPL.DE vs. LSEG.L - Drawdown Comparison

The maximum XYPL.DE drawdown since its inception was -9.99%, smaller than the maximum LSEG.L drawdown of -84.40%. Use the drawdown chart below to compare losses from any high point for XYPL.DE and LSEG.L.

Drawdown Indicators

	XYPL.DE	LSEG.L	Difference
Max Drawdown Largest peak-to-trough decline	-9.99%	-84.40%	+74.41%
Max Drawdown (1Y) Largest decline over 1 year	-3.09%	-38.41%	+35.32%
Max Drawdown (3Y) Largest decline over 3 years	-3.09%	-42.27%	+39.18%
Max Drawdown (5Y) Largest decline over 5 years	—	-42.27%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-42.27%	—
Current Drawdown Current decline from peak	-0.88%	-25.39%	+24.51%
Average Drawdown Average peak-to-trough decline	-1.98%	-23.88%	+21.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.89%	22.97%	-22.08%

Volatility

XYPL.DE vs. LSEG.L - Volatility Comparison

The current volatility for Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) is 1.39%, while London Stock Exchange Group plc (LSEG.L) has a volatility of 9.93%. This indicates that XYPL.DE experiences smaller price fluctuations and is considered to be less risky than LSEG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XYPL.DE	LSEG.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.39%	9.93%	-8.54%
Volatility (6M) Calculated over the trailing 6-month period	3.10%	24.88%	-21.78%
Volatility (1Y) Calculated over the trailing 1-year period	3.51%	31.80%	-28.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.63%	24.66%	-20.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.63%	26.78%	-22.15%

Dividends

XYPL.DE vs. LSEG.L - Dividend Comparison

XYPL.DE has not paid dividends to shareholders, while LSEG.L's dividend yield for the trailing twelve months is around 1.64%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LSEG.L London Stock Exchange Group plc	1.64%	1.52%	1.07%	1.20%	1.43%	1.11%	0.81%	0.82%	1.34%	1.20%	1.28%	0.86%
XYPL.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus 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

Can I hold both XYPL.DE and LSEG.L in my portfolio?

XYPL.DE and LSEG.L have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.