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

Performance

10AK.DE vs. XGVC.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 Xtrackers II ESG Global Government Bond UCITS ETF (XGVC.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, 10AK.DE achieves a 0.09% return, which is significantly lower than XGVC.DE's 0.30% return.


10AK.DE

1D
0.01%
1M
0.45%
YTD
0.09%
6M
-0.62%
1Y
-2.09%
3Y*
-1.30%
5Y*
-2.43%
10Y*

XGVC.DE

1D
0.21%
1M
0.59%
YTD
0.30%
6M
-0.18%
1Y
-1.35%
3Y*
-0.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

10AK.DE vs. XGVC.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%-4.05%
XGVC.DE
Xtrackers II ESG Global Government Bond UCITS ETF
0.30%-4.28%1.61%2.49%-5.86%

Correlation

The correlation between 10AK.DE and XGVC.DE is 0.82, 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

0.82

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

0.89

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2022

0.89

The correlation between 10AK.DE and XGVC.DE has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

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Return for Risk

10AK.DE vs. XGVC.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

XGVC.DE
XGVC.DE Risk / Return Rank: 55
Overall Rank
XGVC.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
XGVC.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
XGVC.DE Omega Ratio Rank: 55
Omega Ratio Rank
XGVC.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
XGVC.DE Martin Ratio Rank: 55
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. XGVC.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 Xtrackers II ESG Global Government Bond UCITS ETF (XGVC.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.DEXGVC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.25

Omega ratioGain probability vs. loss probability

0.92

0.95

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.67

-0.51

-0.17

Martin ratioReturn relative to average drawdown

-1.23

-0.95

-0.28

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

The current 10AK.DE Sharpe Ratio is -0.52, which is lower than the XGVC.DE Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of 10AK.DE and XGVC.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.DEXGVC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

-0.34

-0.18

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

-0.24

+0.20

Drawdowns

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

The maximum 10AK.DE drawdown since its inception was -20.98%, which is greater than XGVC.DE's maximum drawdown of -15.47%. Use the drawdown chart below to compare losses from any high point for 10AK.DE and XGVC.DE.


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Drawdown Indicators


10AK.DEXGVC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.98%

-15.47%

-5.51%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-2.66%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-8.61%

-7.10%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-17.53%

Current Drawdown

Current decline from peak

-20.12%

-12.39%

-7.73%

Average Drawdown

Average peak-to-trough decline

-10.25%

-10.81%

+0.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.69%

1.42%

+0.27%

Volatility

10AK.DE vs. XGVC.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 Xtrackers II ESG Global Government Bond UCITS ETF (XGVC.DE) has a volatility of 1.54%. This indicates that 10AK.DE experiences smaller price fluctuations and is considered to be less risky than XGVC.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.DEXGVC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.04%

1.54%

-0.50%

Volatility (6M)

Calculated over the trailing 6-month period

2.98%

3.05%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

4.00%

4.00%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.49%

6.22%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.17%

6.22%

-0.05%

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

Both 10AK.DE and XGVC.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

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

10AK.DE's dividend yield for the trailing twelve months is around 2.62%, while XGVC.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%
XGVC.DE
Xtrackers II ESG Global Government Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


10AK.DE and XGVC.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

10AK.DE and XGVC.DE have the same expense ratio: 0.20% per year.

10AK.DE tracks JP Morgan Government Bond Global, while XGVC.DE tracks FTSE ESG Select World Government Bond Developed Markets. They also come from different issuers: Amundi and Xtrackers.

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