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8OUU.DE vs. AHYA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

8OUU.DE vs. AHYA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Aggregate SRI UCITS ETF (8OUU.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

8OUU.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, 8OUU.DE achieves a 0.38% return, which is significantly lower than AHYA.DE's 1.09% return.


8OUU.DE

1D
0.02%
1M
0.53%
YTD
0.38%
6M
-0.13%
1Y
-1.04%
3Y*
-0.08%
5Y*
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)

8OUU.DE vs. AHYA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
8OUU.DE
Amundi Global Aggregate SRI UCITS ETF
0.38%-3.96%2.49%1.79%-3.61%
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 8OUU.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

0.71

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

0.68

The correlation between 8OUU.DE and AHYA.DE has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.

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Return for Risk

8OUU.DE vs. AHYA.DE — Risk / Return Rank

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

8OUU.DE
8OUU.DE Risk / Return Rank: 66
Overall Rank
8OUU.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
8OUU.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
8OUU.DE Omega Ratio Rank: 66
Omega Ratio Rank
8OUU.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
8OUU.DE Martin Ratio Rank: 55
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.

8OUU.DE vs. AHYA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Aggregate SRI UCITS ETF (8OUU.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.


8OUU.DEAHYA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.34

Sortino ratioReturn per unit of downside risk

-0.48

Omega ratioGain probability vs. loss probability

0.96

1.01

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.42

0.07

-0.49

Martin ratioReturn relative to average drawdown

-0.80

0.18

-0.98

8OUU.DE vs. AHYA.DE - Sharpe Ratio Comparison

The current 8OUU.DE Sharpe Ratio is -0.28, which is lower than the AHYA.DE Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of 8OUU.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


8OUU.DEAHYA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

0.06

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.30

-0.07

-0.23

Drawdowns

8OUU.DE vs. AHYA.DE - Drawdown Comparison

The maximum 8OUU.DE drawdown since its inception was -12.83%, roughly equal to the maximum AHYA.DE drawdown of -13.10%. Use the drawdown chart below to compare losses from any high point for 8OUU.DE and AHYA.DE.


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Drawdown Indicators


8OUU.DEAHYA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.83%

-13.10%

+0.27%

Max Drawdown (1Y)

Largest decline over 1 year

-2.46%

-4.96%

+2.50%

Max Drawdown (3Y)

Largest decline over 3 years

-6.94%

-11.97%

+5.03%

Current Drawdown

Current decline from peak

-9.22%

-8.94%

-0.28%

Average Drawdown

Average peak-to-trough decline

-8.03%

-7.64%

-0.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.30%

1.94%

-0.64%

Volatility

8OUU.DE vs. AHYA.DE - Volatility Comparison

The current volatility for Amundi Global Aggregate SRI UCITS ETF (8OUU.DE) is 1.00%, while Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) has a volatility of 1.29%. This indicates that 8OUU.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


8OUU.DEAHYA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

1.29%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

4.44%

-1.78%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

6.08%

-2.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.05%

7.84%

-1.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.05%

7.84%

-1.79%

8OUU.DE vs. AHYA.DE - Expense Ratio Comparison

8OUU.DE has a 0.14% 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

8OUU.DE vs. AHYA.DE - Dividend Comparison

Neither 8OUU.DE nor AHYA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


8OUU.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, 8OUU.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

8OUU.DE is cheaper with a 0.14% expense ratio, compared with 0.22% for AHYA.DE.

8OUU.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral, while AHYA.DE tracks JP Morgan Government Bond Global (USD Hedged). Their fees differ too: 0.14% for 8OUU.DE and 0.22% for AHYA.DE.

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