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10AK.DE vs. AHYA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

10AK.DE vs. AHYA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist (10AK.DE) and Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

10AK.DE is traded in EUR, while AHYA.DE is traded in USD. To make them comparable, the AHYA.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 10AK.DE achieves a 0.09% return, which is significantly lower than AHYA.DE's 1.09% return.


10AK.DE

1D
0.01%
1M
0.11%
YTD
0.09%
6M
-0.56%
1Y
-1.76%
3Y*
-1.30%
5Y*
-2.43%
10Y*

AHYA.DE

1D
0.01%
1M
1.08%
YTD
1.09%
6M
0.16%
1Y
0.35%
3Y*
-0.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

10AK.DE vs. AHYA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
10AK.DE
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist
0.09%-5.55%2.06%0.12%-3.98%
AHYA.DE
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD
1.10%-8.09%7.38%2.53%-4.29%

Correlation

The correlation between 10AK.DE and AHYA.DE is 0.67, 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

0.67

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

0.70

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2022

0.70

The correlation between 10AK.DE and AHYA.DE has been stable across timeframes, ranging from 0.67 to 0.70 - a consistent structural relationship.

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Return for Risk

10AK.DE vs. AHYA.DE — Risk / Return Rank

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

10AK.DE
10AK.DE Risk / Return Rank: 44
Overall Rank
10AK.DE Sharpe Ratio Rank: 55
Sharpe Ratio Rank
10AK.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
10AK.DE Omega Ratio Rank: 44
Omega Ratio Rank
10AK.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
10AK.DE Martin Ratio Rank: 33
Martin Ratio Rank

AHYA.DE
AHYA.DE Risk / Return Rank: 1818
Overall Rank
AHYA.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
AHYA.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
AHYA.DE Omega Ratio Rank: 1717
Omega Ratio Rank
AHYA.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
AHYA.DE Martin Ratio Rank: 1919
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.

10AK.DE vs. AHYA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist (10AK.DE) and Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.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.


10AK.DEAHYA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.80

Omega ratioGain probability vs. loss probability

0.92

1.01

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.67

0.07

-0.74

Martin ratioReturn relative to average drawdown

-1.23

0.18

-1.41

10AK.DE vs. AHYA.DE - Sharpe Ratio Comparison

The current 10AK.DE Sharpe Ratio is -0.52, which is lower than the AHYA.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of 10AK.DE and AHYA.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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Sharpe Ratios by Period


10AK.DEAHYA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

0.06

-0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.05

-0.07

+0.02

Drawdowns

10AK.DE vs. AHYA.DE - Drawdown Comparison

The maximum 10AK.DE drawdown since its inception was -20.98%, which is greater than AHYA.DE's maximum drawdown of -13.10%. Use the drawdown chart below to compare losses from any high point for 10AK.DE and AHYA.DE.


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Drawdown Indicators


10AK.DEAHYA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-13.10%

-7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-4.96%

+1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-8.61%

-11.97%

+3.36%

Max Drawdown (5Y)

Largest decline over 5 years

-17.53%

Current Drawdown

Current decline from peak

-20.12%

-8.94%

-11.18%

Average Drawdown

Average peak-to-trough decline

-10.25%

-7.64%

-2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.94%

-0.25%

Volatility

10AK.DE vs. AHYA.DE - Volatility Comparison

The current volatility for Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist (10AK.DE) is 1.04%, while Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) has a volatility of 1.29%. This indicates that 10AK.DE experiences smaller price fluctuations and is considered to be less risky than AHYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


10AK.DEAHYA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.29%

-0.25%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

4.44%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

6.08%

-2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

7.84%

-1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.17%

7.84%

-1.67%

10AK.DE vs. AHYA.DE - Expense Ratio Comparison

10AK.DE has a 0.20% expense ratio, which is lower than AHYA.DE's 0.22% 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

10AK.DE vs. AHYA.DE - Dividend Comparison

10AK.DE's dividend yield for the trailing twelve months is around 2.62%, while AHYA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
10AK.DE
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF EUR Dist
2.62%2.63%2.07%1.79%1.61%1.39%1.68%1.82%0.58%
AHYA.DE
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


10AK.DE and AHYA.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 10AK.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

10AK.DE is cheaper with a 0.20% expense ratio, compared with 0.22% for AHYA.DE.

10AK.DE tracks JP Morgan Government Bond Global, while AHYA.DE tracks JP Morgan Government Bond Global (USD Hedged). Their fees differ too: 0.20% for 10AK.DE and 0.22% for AHYA.DE.

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