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AHYH.DE vs. ENTR.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AHYH.DE vs. ENTR.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE) and L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AHYH.DE achieves a -0.20% return, which is significantly lower than ENTR.DE's 12.78% return.


AHYH.DE

1D
-0.01%
1M
0.03%
YTD
-0.20%
6M
-0.02%
1Y
1.25%
3Y*
2.59%
5Y*
10Y*

ENTR.DE

1D
-0.84%
1M
0.87%
YTD
12.78%
6M
22.77%
1Y
36.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AHYH.DE vs. ENTR.DE - Yearly Performance Comparison


Correlation

The correlation between AHYH.DE and ENTR.DE is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.15

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2024

-0.12

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Return for Risk

AHYH.DE vs. ENTR.DE — Risk / Return Rank

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

AHYH.DE
AHYH.DE Risk / Return Rank: 1616
Overall Rank
AHYH.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AHYH.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
AHYH.DE Omega Ratio Rank: 1515
Omega Ratio Rank
AHYH.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
AHYH.DE Martin Ratio Rank: 1818
Martin Ratio Rank

ENTR.DE
ENTR.DE Risk / Return Rank: 7272
Overall Rank
ENTR.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ENTR.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
ENTR.DE Omega Ratio Rank: 7070
Omega Ratio Rank
ENTR.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
ENTR.DE Martin Ratio Rank: 7373
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.

AHYH.DE vs. ENTR.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE) and L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.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.


AHYH.DEENTR.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-2.43

Omega ratioGain probability vs. loss probability

1.08

1.41

-0.32

Calmar ratioReturn relative to maximum drawdown

0.65

3.86

-3.21

Martin ratioReturn relative to average drawdown

1.89

13.56

-11.67

AHYH.DE vs. ENTR.DE - Sharpe Ratio Comparison

The current AHYH.DE Sharpe Ratio is 0.45, which is lower than the ENTR.DE Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of AHYH.DE and ENTR.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


AHYH.DEENTR.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

2.27

-1.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.92

-0.13

Drawdowns

AHYH.DE vs. ENTR.DE - Drawdown Comparison

The maximum AHYH.DE drawdown since its inception was -1.86%, smaller than the maximum ENTR.DE drawdown of -14.17%. Use the drawdown chart below to compare losses from any high point for AHYH.DE and ENTR.DE.


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Drawdown Indicators


AHYH.DEENTR.DEDifference

Max Drawdown

Largest peak-to-trough decline

-1.86%

-14.17%

+12.31%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

-9.72%

+8.13%

Max Drawdown (3Y)

Largest decline over 3 years

-1.59%

Current Drawdown

Current decline from peak

-0.94%

-2.59%

+1.65%

Average Drawdown

Average peak-to-trough decline

-0.49%

-5.85%

+5.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.55%

2.77%

-2.22%

Volatility

AHYH.DE vs. ENTR.DE - Volatility Comparison

The current volatility for Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE) is 0.61%, while L&G New Energy Commodities UCITS ETF USD Accumulating (ENTR.DE) has a volatility of 4.62%. This indicates that AHYH.DE experiences smaller price fluctuations and is considered to be less risky than ENTR.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AHYH.DEENTR.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.61%

4.62%

-4.01%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

13.78%

-11.78%

Volatility (1Y)

Calculated over the trailing 1-year period

2.27%

16.50%

-14.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

15.02%

-11.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.07%

15.02%

-11.95%

AHYH.DE vs. ENTR.DE - Expense Ratio Comparison

AHYH.DE has a 0.16% expense ratio, which is lower than ENTR.DE's 0.65% expense ratio.


Dividends

AHYH.DE vs. ENTR.DE - Dividend Comparison

Neither AHYH.DE nor ENTR.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AHYH.DE and ENTR.DE have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

AHYH.DE is cheaper with a 0.16% expense ratio, compared with 0.65% for ENTR.DE.

AHYH.DE is categorized as Global Bonds, while ENTR.DE is Commodities. AHYH.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI 1-5 Year Sector Neutral (EUR Hedged), while ENTR.DE tracks Solactive Energy Transition Commodity. They also come from different issuers: Amundi and Legal & General. Their fees differ too: 0.16% for AHYH.DE and 0.65% for ENTR.DE.

Portfolio Optimizer

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