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Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) Sharpe Ratio: 0.61

ETF · Currency in EUR · Last updated Jul 4, 2026

The fund tracks eurozone government inflation-linked bonds.

E15H.DE's Sharpe Ratio of 0.61 indicates that for each unit of volatility, it generates 0.61 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 4, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

E15H.DE Sharpe Ratio Rank

E15H.DE Sharpe Ratio Rank: 19.820
Concerning

E15H.DE ranks above 19.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

E15H.DE Sharpe Ratio Market Positioning

The chart shows E15H.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.80 or lower
  • Yellow zone (middle 50%): 0.80 to 1.95
  • Green zone (top 25%): 1.95 or higher
  • Top 1%: 6.56+
  • Median: 1.44 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)'s Sharpe Ratio with other ETFs in the Inflation-Protected Bonds category across multiple time periods, showing how E15H.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 4, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
TIUP.DEAmundi US Tips Government Inflation-Linked Bond UCITS ETF Dist1.09
XTIP.DEXtrackers II TIPS US Inflation-Linked Bond UCITS ETF 1C1.08
IUST.DEiShares USD TIPS UCITS ETF USD (Acc)1.08
EUIN.DEAmundi Euro Inflation Expectations 2-10Y UCITS ETF Acc0.99
UINF.DEAmundi Euro Inflation Expectations 2-10Y UCITS ETF (Acc)0.95
SXRH.DEiShares USD TIPS 0-5 UCITS ETF USD (Dist)0.92
IUS5.DEiShares Global Inflation Linked Government Bond UCITS ETF USD (Acc)0.88
XEIN.DEXtrackers II Eurozone Inflation-Linked Bond UCITS ETF (Acc)0.64
LYQ7.DEAmundi Euro Government Inflation-Linked Bond UCITS ETF Acc0.64
IBCI.DEiShares € Inflation Linked Govt Bond UCITS ETF0.63
E15H.DEAmundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)0.61

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How to choose period

Historical Sharpe Ratio

The chart shows E15H.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when E15H.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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