AE50.DE vs. XCO2.DE
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) and XCO2.DE (Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc) are both exchange-traded funds - AE50.DE is a Europe Equities fund tracking the STOXX® Europe 50, while XCO2.DE is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD. Both are passively managed. Over the past 5 years, AE50.DE returned 11.73%/yr vs -0.58%/yr for XCO2.DE. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
AE50.DE vs. XCO2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AE50.DE achieves a 11.24% return, which is significantly higher than XCO2.DE's 1.63% return.
AE50.DE
- 1D
- 0.71%
- 1M
- 3.13%
- YTD
- 11.24%
- 6M
- 11.92%
- 1Y
- 24.57%
- 3Y*
- 13.99%
- 5Y*
- 11.73%
- 10Y*
- 10.59%
XCO2.DE
- 1D
- -0.15%
- 1M
- 0.99%
- YTD
- 1.63%
- 6M
- 1.90%
- 1Y
- 2.82%
- 3Y*
- 3.84%
- 5Y*
- -0.58%
- 10Y*
- —
AE50.DE vs. XCO2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 11.24% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | -6.38% | 7.11% |
XCO2.DE Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc | 1.63% | 1.12% | 4.38% | 5.87% | -15.35% | -2.28% | 3.83% | -0.80% |
Correlation
The correlation between AE50.DE and XCO2.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019 | 0.12 |
Over the past year, AE50.DE and XCO2.DE have become more correlated (0.48) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
AE50.DE vs. XCO2.DE — Risk / Return Rank
AE50.DE
XCO2.DE
AE50.DE vs. XCO2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.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.
| AE50.DE | XCO2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.19 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.20 | +1.36 |
| Martin ratioReturn relative to average drawdown | 9.38 | 3.72 | +5.66 |
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Drawdowns
AE50.DE vs. XCO2.DE - Drawdown Comparison
The maximum AE50.DE drawdown since its inception was -32.20%, which is greater than XCO2.DE's maximum drawdown of -17.88%. Use the drawdown chart below to compare losses from any high point for AE50.DE and XCO2.DE.
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Drawdown Indicators
| AE50.DE | XCO2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -17.88% | -14.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -2.33% | -7.21% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -2.47% | -14.82% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -17.24% | -0.05% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -6.75% | +6.75% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -8.53% | +2.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 0.76% | +1.85% |
Volatility
AE50.DE vs. XCO2.DE - Volatility Comparison
Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a higher volatility of 2.91% compared to Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) at 0.92%. This indicates that AE50.DE's price experiences larger fluctuations and is considered to be riskier than XCO2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AE50.DE | XCO2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 0.92% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 2.11% | +8.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 2.66% | +10.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 4.88% | +9.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 5.24% | +9.63% |
AE50.DE vs. XCO2.DE - Expense Ratio Comparison
Both AE50.DE and XCO2.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
AE50.DE vs. XCO2.DE - Dividend Comparison
Neither AE50.DE nor XCO2.DE has paid dividends to shareholders.
Frequently Asked Questions
AE50.DE and XCO2.DE have a correlation of 0.48, 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 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AE50.DE and XCO2.DE have the same expense ratio: 0.15% per year.
AE50.DE is categorized as Europe Equities, while XCO2.DE is Global Corporate Bonds. AE50.DE tracks STOXX® Europe 50, while XCO2.DE tracks Bloomberg Gbl Agg Corp TR USD.
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