PortfoliosLab logoPortfoliosLab logo
AHYF.DE vs. 8OUU.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

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

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Aggregate SRI 1-5 UCITS ETF USD (AHYF.DE) and Amundi Global Aggregate SRI UCITS ETF (8OUU.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AHYF.DE achieves a 0.87% return, which is significantly higher than 8OUU.DE's 0.38% return.


AHYF.DE

1D
-0.02%
1M
0.41%
YTD
0.87%
6M
0.48%
1Y
-0.11%
3Y*
1.07%
5Y*
10Y*

8OUU.DE

1D
0.02%
1M
0.53%
YTD
0.38%
6M
-0.13%
1Y
-1.04%
3Y*
-0.08%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
AHYF.DE
Amundi Global Aggregate SRI 1-5 UCITS ETF USD
0.87%-3.21%5.06%0.94%-4.47%
8OUU.DE
Amundi Global Aggregate SRI UCITS ETF
0.38%-3.96%2.49%1.79%-6.45%

Correlation

The correlation between AHYF.DE and 8OUU.DE is 0.83, 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

0.83

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

0.82

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2022

0.79

The correlation between AHYF.DE and 8OUU.DE has been stable across timeframes, ranging from 0.79 to 0.83 - 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

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

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

AHYF.DE
AHYF.DE Risk / Return Rank: 88
Overall Rank
AHYF.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
AHYF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
AHYF.DE Omega Ratio Rank: 88
Omega Ratio Rank
AHYF.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
AHYF.DE Martin Ratio Rank: 88
Martin Ratio Rank

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
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Aggregate SRI 1-5 UCITS ETF USD (AHYF.DE) and Amundi Global Aggregate SRI UCITS ETF (8OUU.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.


AHYF.DE8OUU.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.00

0.96

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.06

-0.42

+0.36

Martin ratioReturn relative to average drawdown

-0.12

-0.80

+0.68

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

The current AHYF.DE Sharpe Ratio is -0.03, which is higher than the 8OUU.DE Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of AHYF.DE and 8OUU.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


AHYF.DE8OUU.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.03

-0.28

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.06

-0.30

+0.23

Drawdowns

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

The maximum AHYF.DE drawdown since its inception was -8.40%, smaller than the maximum 8OUU.DE drawdown of -12.83%. Use the drawdown chart below to compare losses from any high point for AHYF.DE and 8OUU.DE.


Loading charts...

Drawdown Indicators


AHYF.DE8OUU.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-12.83%

+4.43%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

-2.46%

+0.68%

Max Drawdown (3Y)

Largest decline over 3 years

-5.93%

-6.94%

+1.01%

Current Drawdown

Current decline from peak

-4.19%

-9.22%

+5.03%

Average Drawdown

Average peak-to-trough decline

-4.26%

-8.03%

+3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

1.30%

-0.39%

Volatility

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

The current volatility for Amundi Global Aggregate SRI 1-5 UCITS ETF USD (AHYF.DE) is 0.46%, while Amundi Global Aggregate SRI UCITS ETF (8OUU.DE) has a volatility of 1.00%. This indicates that AHYF.DE experiences smaller price fluctuations and is considered to be less risky than 8OUU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AHYF.DE8OUU.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.46%

1.00%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

2.10%

2.66%

-0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

3.21%

3.69%

-0.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.46%

6.05%

-1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.46%

6.05%

-1.59%

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

Both AHYF.DE and 8OUU.DE have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

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

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


Tickers have no history of dividend payments

Frequently Asked Questions


AHYF.DE and 8OUU.DE have a correlation of 0.83, 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 0.14% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AHYF.DE and 8OUU.DE have the same expense ratio: 0.14% per year.

AHYF.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI 1-5 Year Sector Neutral, while 8OUU.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral.

Portfolio Optimizer

Find the right allocation for AHYF.DE and 8OUU.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