PortfoliosLab logoPortfoliosLab logo
AHYB.DE vs. AHYA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHYB.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 Hedged USD (AHYB.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.

Loading charts...

Returns By Period

In the year-to-date period, AHYB.DE achieves a 0.29% return, which is significantly higher than AHYA.DE's -0.05% return.


AHYB.DE

1D
0.28%
1M
-0.08%
YTD
0.29%
6M
0.47%
1Y
2.89%
3Y*
3.62%
5Y*
10Y*

AHYA.DE

1D
0.15%
1M
-0.15%
YTD
-0.05%
6M
0.13%
1Y
2.11%
3Y*
2.65%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHYB.DE vs. AHYA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
AHYB.DE
Amundi Global Aggregate SRI UCITS ETF Hedged USD
0.29%4.31%1.94%7.01%-1.60%
AHYA.DE
Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD
-0.05%3.73%1.27%5.70%-2.20%

Correlation

The correlation between AHYB.DE and AHYA.DE is 0.90, 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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2022

0.88

The correlation between AHYB.DE and AHYA.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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

AHYB.DE vs. AHYA.DE — Risk / Return Rank

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

AHYB.DE
AHYB.DE Risk / Return Rank: 2121
Overall Rank
AHYB.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
AHYB.DE Sortino Ratio Rank: 2121
Sortino Ratio Rank
AHYB.DE Omega Ratio Rank: 2020
Omega Ratio Rank
AHYB.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
AHYB.DE Martin Ratio Rank: 2222
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.

AHYB.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 Hedged USD (AHYB.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.


AHYB.DEAHYA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.13

1.10

+0.03

Calmar ratioReturn relative to maximum drawdown

0.92

0.69

+0.23

Martin ratioReturn relative to average drawdown

2.73

1.97

+0.77

AHYB.DE vs. AHYA.DE - Sharpe Ratio Comparison

The current AHYB.DE Sharpe Ratio is 0.72, which is comparable to the AHYA.DE Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of AHYB.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.


Loading charts...

Sharpe Ratios by Period


AHYB.DEAHYA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.72

0.58

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.43

+0.20

Drawdowns

AHYB.DE vs. AHYA.DE - Drawdown Comparison

The maximum AHYB.DE drawdown since its inception was -8.62%, which is greater than AHYA.DE's maximum drawdown of -8.05%. Use the drawdown chart below to compare losses from any high point for AHYB.DE and AHYA.DE.


Loading charts...

Drawdown Indicators


AHYB.DEAHYA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.62%

-8.05%

-0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-2.79%

-2.99%

+0.20%

Max Drawdown (3Y)

Largest decline over 3 years

-3.27%

-3.86%

+0.59%

Current Drawdown

Current decline from peak

-1.31%

-1.74%

+0.43%

Average Drawdown

Average peak-to-trough decline

-2.13%

-2.51%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.94%

1.04%

-0.10%

Volatility

AHYB.DE vs. AHYA.DE - Volatility Comparison

Amundi Global Aggregate SRI UCITS ETF Hedged USD (AHYB.DE) has a higher volatility of 1.54% compared to Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) at 1.41%. This indicates that AHYB.DE's price experiences larger fluctuations and is considered to be riskier than AHYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AHYB.DEAHYA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.41%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.94%

2.86%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

3.54%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.74%

4.67%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.74%

4.67%

+0.07%

AHYB.DE vs. AHYA.DE - Expense Ratio Comparison

AHYB.DE has a 0.16% 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

AHYB.DE vs. AHYA.DE - Dividend Comparison

Neither AHYB.DE nor AHYA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, AHYB.DE and AHYA.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, AHYB.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AHYB.DE is cheaper with a 0.16% expense ratio, compared with 0.22% for AHYA.DE.

AHYB.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral (USD Hedged), while AHYA.DE tracks JP Morgan Government Bond Global (USD Hedged). Their fees differ too: 0.16% for AHYB.DE and 0.22% for AHYA.DE.

Portfolio Optimizer

Find the right allocation for AHYB.DE and AHYA.DE

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