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18M2.DE vs. XB4A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

18M2.DE vs. XB4A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and Xtrackers ATX UCITS ETF (Acc) (XB4A.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, 18M2.DE achieves a 12.11% return, which is significantly lower than XB4A.DE's 24.55% return. Over the past 10 years, 18M2.DE has underperformed XB4A.DE with an annualized return of 9.02%, while XB4A.DE has yielded a comparatively higher 14.71% annualized return.


18M2.DE

1D
0.33%
1M
1.97%
6M
12.11%
YTD
12.11%
1Y
22.74%
3Y*
13.82%
5Y*
9.90%
10Y*
9.02%

XB4A.DE

1D
-0.21%
1M
0.52%
6M
21.13%
YTD
24.55%
1Y
49.11%
3Y*
31.51%
5Y*
18.13%
10Y*
14.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

18M2.DE vs. XB4A.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
12.11%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.44%7.99%
XB4A.DE
Xtrackers ATX UCITS ETF (Acc)
24.55%51.29%11.01%14.27%-16.45%42.39%-10.86%19.79%-17.99%32.88%

Correlation

The correlation between 18M2.DE and XB4A.DE is 0.64, 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

0.64

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

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.71

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2011

0.71

The correlation between 18M2.DE and XB4A.DE has been stable across timeframes, ranging from 0.64 to 0.71 - a consistent structural relationship.

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Return for Risk

18M2.DE vs. XB4A.DE — Risk / Return Rank

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

18M2.DE
18M2.DE Risk / Return Rank: 7979
Overall Rank
18M2.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 8383
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 6969
Martin Ratio Rank

XB4A.DE
XB4A.DE Risk / Return Rank: 9292
Overall Rank
XB4A.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
XB4A.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
XB4A.DE Omega Ratio Rank: 9191
Omega Ratio Rank
XB4A.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
XB4A.DE Martin Ratio Rank: 8989
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.

18M2.DE vs. XB4A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and Xtrackers ATX UCITS ETF (Acc) (XB4A.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.


18M2.DEXB4A.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.39

1.47

-0.08

Calmar ratioReturn relative to maximum drawdown

3.66

4.49

-0.84

Martin ratioReturn relative to average drawdown

9.81

15.21

-5.41

18M2.DE vs. XB4A.DE - Sharpe Ratio Comparison

The current 18M2.DE Sharpe Ratio is 2.09, which is comparable to the XB4A.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of 18M2.DE and XB4A.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

18M2.DE vs. XB4A.DE - Drawdown Comparison

The maximum 18M2.DE drawdown since its inception was -37.06%, smaller than the maximum XB4A.DE drawdown of -53.54%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and XB4A.DE.


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Drawdown Indicators


18M2.DEXB4A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-53.54%

+16.48%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-10.88%

+4.69%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-16.26%

+1.58%

Max Drawdown (5Y)

Largest decline over 5 years

-20.81%

-32.50%

+11.69%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

-53.54%

+16.48%

Current Drawdown

Current decline from peak

0.00%

-2.05%

+2.05%

Average Drawdown

Average peak-to-trough decline

-6.39%

-9.88%

+3.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.31%

3.22%

-0.91%

Volatility

18M2.DE vs. XB4A.DE - Volatility Comparison

The current volatility for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) is 2.69%, while Xtrackers ATX UCITS ETF (Acc) (XB4A.DE) has a volatility of 4.80%. This indicates that 18M2.DE experiences smaller price fluctuations and is considered to be less risky than XB4A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


18M2.DEXB4A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.69%

4.80%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

8.58%

14.89%

-6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.84%

17.61%

-6.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.39%

19.15%

-5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

20.14%

-5.09%

18M2.DE vs. XB4A.DE - Expense Ratio Comparison

18M2.DE has a 0.30% expense ratio, which is higher than XB4A.DE's 0.25% expense ratio.


Dividends

18M2.DE vs. XB4A.DE - Dividend Comparison

Neither 18M2.DE nor XB4A.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


18M2.DE and XB4A.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XB4A.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XB4A.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for 18M2.DE.

18M2.DE tracks MSCI EMU High Dividend Yield, while XB4A.DE tracks ATX Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for 18M2.DE and 0.25% for XB4A.DE.

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