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AHYD.DE vs. AHYB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHYD.DE vs. AHYB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Aggregate SRI UCITS ETF Hedged EUR (AHYD.DE) and Amundi Global Aggregate SRI UCITS ETF Hedged USD (AHYB.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AHYD.DE is traded in EUR, while AHYB.DE is traded in USD. To make them comparable, the AHYB.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AHYD.DE achieves a -0.33% return, which is significantly lower than AHYB.DE's 1.44% return.


AHYD.DE

1D
0.38%
1M
-0.25%
YTD
-0.33%
6M
-0.28%
1Y
0.67%
3Y*
1.67%
5Y*
10Y*

AHYB.DE

1D
0.14%
1M
1.27%
YTD
1.44%
6M
0.61%
1Y
0.85%
3Y*
0.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
AHYD.DE
Amundi Global Aggregate SRI UCITS ETF Hedged EUR
-0.33%2.02%0.67%4.41%-4.51%
AHYB.DE
Amundi Global Aggregate SRI UCITS ETF Hedged USD
1.45%-7.58%8.10%3.80%-7.90%

Correlation

The correlation between AHYD.DE and AHYB.DE is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

0.28

The correlation between AHYD.DE and AHYB.DE shifts across timeframes, from 0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

AHYD.DE
AHYD.DE Risk / Return Rank: 1111
Overall Rank
AHYD.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AHYD.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
AHYD.DE Omega Ratio Rank: 1010
Omega Ratio Rank
AHYD.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
AHYD.DE Martin Ratio Rank: 1212
Martin Ratio Rank

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
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.

AHYD.DE vs. AHYB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Aggregate SRI UCITS ETF Hedged EUR (AHYD.DE) and Amundi Global Aggregate SRI UCITS ETF Hedged USD (AHYB.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.


AHYD.DEAHYB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.03

1.03

0.00

Calmar ratioReturn relative to maximum drawdown

0.20

0.18

+0.01

Martin ratioReturn relative to average drawdown

0.55

0.47

+0.08

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

The current AHYD.DE Sharpe Ratio is 0.18, which is comparable to the AHYB.DE Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of AHYD.DE and AHYB.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


AHYD.DEAHYB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.18

0.14

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.06

+0.05

Drawdowns

AHYD.DE vs. AHYB.DE - Drawdown Comparison

The maximum AHYD.DE drawdown since its inception was -9.20%, smaller than the maximum AHYB.DE drawdown of -12.85%. Use the drawdown chart below to compare losses from any high point for AHYD.DE and AHYB.DE.


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Drawdown Indicators


AHYD.DEAHYB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.20%

-12.85%

+3.65%

Max Drawdown (1Y)

Largest decline over 1 year

-3.32%

-4.60%

+1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-3.78%

-11.29%

+7.51%

Current Drawdown

Current decline from peak

-1.74%

-7.94%

+6.20%

Average Drawdown

Average peak-to-trough decline

-3.57%

-7.10%

+3.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

1.80%

-0.61%

Volatility

AHYD.DE vs. AHYB.DE - Volatility Comparison

Amundi Global Aggregate SRI UCITS ETF Hedged EUR (AHYD.DE) has a higher volatility of 1.60% compared to Amundi Global Aggregate SRI UCITS ETF Hedged USD (AHYB.DE) at 1.34%. This indicates that AHYD.DE's price experiences larger fluctuations and is considered to be riskier than AHYB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AHYD.DEAHYB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.60%

1.34%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.11%

4.35%

-1.24%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

5.90%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.73%

7.95%

-3.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.73%

7.95%

-3.22%

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

Both AHYD.DE and AHYB.DE have an expense ratio of 0.16%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AHYD.DE vs. AHYB.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AHYD.DE and AHYB.DE have a correlation of 0.11, 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 0.16% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AHYD.DE and AHYB.DE have the same expense ratio: 0.16% per year.

AHYD.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral (EUR Hedged), while AHYB.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral (USD Hedged).

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