AE5B.DE vs. EVSD
AE5B.DE (Amundi MSCI Europe Climate Action UCITS ETF Dist) and EVSD (Eaton Vance Short Duration Income ETF) are both exchange-traded funds - AE5B.DE is a Europe Equities fund tracking the MSCI Europe Climate Action, while EVSD is a Short-Term Bond fund actively managed by Eaton Vance. AE5B.DE is passively managed, while EVSD is actively managed. Over the past year, AE5B.DE returned 12.22% vs 2.75% for EVSD. At a correlation of -0.01, they often move in opposite directions. AE5B.DE charges 0.09%/yr vs 0.24%/yr for EVSD.
Performance
AE5B.DE vs. EVSD - Performance Comparison
Loading charts...
Different Trading Currencies
AE5B.DE is traded in EUR, while EVSD is traded in USD. To make them comparable, the EVSD values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AE5B.DE achieves a 4.65% return, which is significantly higher than EVSD's 1.98% return.
AE5B.DE
- 1D
- -0.61%
- 1M
- 3.49%
- YTD
- 4.65%
- 6M
- 7.61%
- 1Y
- 12.22%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVSD
- 1D
- 0.14%
- 1M
- 1.04%
- YTD
- 1.98%
- 6M
- 1.71%
- 1Y
- 2.75%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AE5B.DE vs. EVSD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AE5B.DE Amundi MSCI Europe Climate Action UCITS ETF Dist | 4.65% | 16.59% | -2.11% |
EVSD Eaton Vance Short Duration Income ETF | 1.98% | -5.88% | 7.68% |
Correlation
The correlation between AE5B.DE and EVSD is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2024 | -0.01 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AE5B.DE vs. EVSD — Risk / Return Rank
AE5B.DE
EVSD
AE5B.DE vs. EVSD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Climate Action UCITS ETF Dist (AE5B.DE) and Eaton Vance Short Duration Income ETF (EVSD). 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.
| AE5B.DE | EVSD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.67 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.09 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.79 | +0.37 |
| Martin ratioReturn relative to average drawdown | 3.92 | 2.02 | +1.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AE5B.DE | EVSD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 0.48 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.81 | 0.24 | +0.56 |
Drawdowns
AE5B.DE vs. EVSD - Drawdown Comparison
The maximum AE5B.DE drawdown since its inception was -16.86%, which is greater than EVSD's maximum drawdown of -10.29%. Use the drawdown chart below to compare losses from any high point for AE5B.DE and EVSD.
Loading charts...
Drawdown Indicators
| AE5B.DE | EVSD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.86% | -10.29% | -6.57% |
Max Drawdown (1Y)Largest decline over 1 year | -10.52% | -3.51% | -7.01% |
Current DrawdownCurrent decline from peak | -2.25% | -5.22% | +2.97% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -4.76% | +2.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 1.39% | +1.72% |
Volatility
AE5B.DE vs. EVSD - Volatility Comparison
Amundi MSCI Europe Climate Action UCITS ETF Dist (AE5B.DE) has a higher volatility of 4.50% compared to Eaton Vance Short Duration Income ETF (EVSD) at 0.97%. This indicates that AE5B.DE's price experiences larger fluctuations and is considered to be riskier than EVSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AE5B.DE | EVSD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 0.97% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 10.84% | 3.99% | +6.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.36% | 5.77% | +7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.34% | 7.03% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.34% | 7.03% | +6.31% |
AE5B.DE vs. EVSD - Expense Ratio Comparison
AE5B.DE has a 0.09% expense ratio, which is lower than EVSD's 0.24% 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
AE5B.DE vs. EVSD - Dividend Comparison
AE5B.DE's dividend yield for the trailing twelve months is around 2.18%, less than EVSD's 4.62% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AE5B.DE Amundi MSCI Europe Climate Action UCITS ETF Dist | 2.18% | 2.28% | 2.68% | 0.63% |
EVSD Eaton Vance Short Duration Income ETF | 4.62% | 4.64% | 2.91% | 0.00% |
Frequently Asked Questions
AE5B.DE and EVSD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE5B.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE5B.DE is cheaper with a 0.09% expense ratio, compared with 0.24% for EVSD.
AE5B.DE is categorized as Europe Equities, while EVSD is Short-Term Bond. They also come from different issuers: Amundi and Eaton Vance. Their fees differ too: 0.09% for AE5B.DE and 0.24% for EVSD.
Find the right allocation for AE5B.DE and EVSD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer