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AHYF.DE vs. STIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHYF.DE vs. STIP - 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 iShares 0-5 Year TIPS Bond ETF (STIP). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, AHYF.DE achieves a 1.96% return, which is significantly lower than STIP's 4.45% return.


AHYF.DE

1D
0.00%
1M
0.79%
6M
1.12%
YTD
1.96%
1Y
2.72%
3Y*
2.47%
5Y*
10Y*

STIP

1D
0.11%
1M
1.37%
6M
3.18%
YTD
4.45%
1Y
5.27%
3Y*
4.47%
5Y*
3.82%
10Y*
2.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHYF.DE vs. STIP - Yearly Performance Comparison


2026 (YTD)2025202420232022
AHYF.DE
Amundi Global Aggregate SRI 1-5 UCITS ETF USD
1.96%-3.21%5.06%0.94%-4.47%
STIP
iShares 0-5 Year TIPS Bond ETF
4.45%-6.56%11.69%1.50%-6.90%

Correlation

The correlation between AHYF.DE and STIP is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2022

0.65

The correlation between AHYF.DE and STIP has been stable across timeframes, ranging from 0.65 to 0.67 - a consistent structural relationship.

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Return for Risk

AHYF.DE vs. STIP — 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: 3030
Overall Rank
AHYF.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
AHYF.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
AHYF.DE Omega Ratio Rank: 2727
Omega Ratio Rank
AHYF.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
AHYF.DE Martin Ratio Rank: 3131
Martin Ratio Rank

STIP
STIP Risk / Return Rank: 9191
Overall Rank
STIP Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
STIP Sortino Ratio Rank: 9292
Sortino Ratio Rank
STIP Omega Ratio Rank: 9191
Omega Ratio Rank
STIP Calmar Ratio Rank: 9292
Calmar Ratio Rank
STIP Martin Ratio Rank: 9090
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. STIP - 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 iShares 0-5 Year TIPS Bond ETF (STIP). 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.


AHYF.DESTIPDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.16

1.16

-0.01

Calmar ratioReturn relative to maximum drawdown

1.53

1.27

+0.27

Martin ratioReturn relative to average drawdown

3.53

3.70

-0.17

AHYF.DE vs. STIP - Sharpe Ratio Comparison

The current AHYF.DE Sharpe Ratio is 0.86, which is comparable to the STIP Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of AHYF.DE and STIP, 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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Drawdowns

AHYF.DE vs. STIP - Drawdown Comparison

The maximum AHYF.DE drawdown since its inception was -8.40%, smaller than the maximum STIP drawdown of -16.51%. Use the drawdown chart below to compare losses from any high point for AHYF.DE and STIP.


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Drawdown Indicators


AHYF.DESTIPDifference

Max Drawdown

Largest peak-to-trough decline

-8.40%

-16.51%

+8.11%

Max Drawdown (1Y)

Largest decline over 1 year

-1.78%

-4.18%

+2.40%

Max Drawdown (3Y)

Largest decline over 3 years

-5.93%

-10.55%

+4.62%

Max Drawdown (5Y)

Largest decline over 5 years

-12.16%

Max Drawdown (10Y)

Largest decline over 10 years

-16.51%

Current Drawdown

Current decline from peak

-3.15%

-4.23%

+1.08%

Average Drawdown

Average peak-to-trough decline

-4.23%

-5.59%

+1.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

1.43%

-0.66%

Volatility

AHYF.DE vs. STIP - Volatility Comparison

The current volatility for Amundi Global Aggregate SRI 1-5 UCITS ETF USD (AHYF.DE) is 0.76%, while iShares 0-5 Year TIPS Bond ETF (STIP) has a volatility of 1.19%. This indicates that AHYF.DE experiences smaller price fluctuations and is considered to be less risky than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AHYF.DESTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

1.19%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

4.33%

-2.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.18%

5.89%

-2.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.42%

7.45%

-3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.42%

7.25%

-2.83%

AHYF.DE vs. STIP - Expense Ratio Comparison

AHYF.DE has a 0.14% expense ratio, which is higher than STIP's 0.06% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AHYF.DE vs. STIP - Dividend Comparison

AHYF.DE has not paid dividends to shareholders, while STIP's dividend yield for the trailing twelve months is around 4.91%.


PositionTTM2025202420232022202120202019201820172016
AHYF.DE
Amundi Global Aggregate SRI 1-5 UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STIP
iShares 0-5 Year TIPS Bond ETF
4.91%4.11%2.62%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%

Frequently Asked Questions


AHYF.DE and STIP have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, STIP is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

STIP is cheaper with a 0.06% expense ratio, compared with 0.14% for AHYF.DE.

AHYF.DE is categorized as Global Bonds, while STIP is Inflation-Protected Bonds. AHYF.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI 1-5 Year Sector Neutral, while STIP tracks Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for AHYF.DE and 0.06% for STIP.

Portfolio Optimizer

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