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AMEE.DE vs. XDG7.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEE.DE vs. XDG7.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) and Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.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, AMEE.DE achieves a 27.83% return, which is significantly lower than XDG7.DE's 34.27% return.


AMEE.DE

1D
-0.87%
1M
-2.39%
YTD
27.83%
6M
26.99%
1Y
61.42%
3Y*
32.97%
5Y*
28.59%
10Y*
15.13%

XDG7.DE

1D
-2.33%
1M
2.75%
YTD
34.27%
6M
33.93%
1Y
72.40%
3Y*
4.63%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEE.DE vs. XDG7.DE - Yearly Performance Comparison


2026 (YTD)202520242023
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
27.83%37.58%15.56%4.77%
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C
34.27%23.57%-15.19%-25.56%

Correlation

The correlation between AMEE.DE and XDG7.DE is 0.71, 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

0.71

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

0.67

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

0.65

The correlation between AMEE.DE and XDG7.DE has been stable across timeframes, ranging from 0.65 to 0.71 - a consistent structural relationship.

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Return for Risk

AMEE.DE vs. XDG7.DE — Risk / Return Rank

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

AMEE.DE
AMEE.DE Risk / Return Rank: 9191
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
AMEE.DE Martin Ratio Rank: 9393
Martin Ratio Rank

XDG7.DE
XDG7.DE Risk / Return Rank: 7676
Overall Rank
XDG7.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XDG7.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
XDG7.DE Omega Ratio Rank: 8989
Omega Ratio Rank
XDG7.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
XDG7.DE Martin Ratio Rank: 6262
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.

AMEE.DE vs. XDG7.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) and Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.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.


AMEE.DEXDG7.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.84

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.52

1.56

-0.04

Calmar ratioReturn relative to maximum drawdown

7.71

4.19

+3.53

Martin ratioReturn relative to average drawdown

23.88

10.86

+13.01

AMEE.DE vs. XDG7.DE - Sharpe Ratio Comparison

The current AMEE.DE Sharpe Ratio is 3.24, which is higher than the XDG7.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of AMEE.DE and XDG7.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


AMEE.DEXDG7.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.24

2.40

+0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.06

+0.35

Drawdowns

AMEE.DE vs. XDG7.DE - Drawdown Comparison

The maximum AMEE.DE drawdown since its inception was -59.14%, which is greater than XDG7.DE's maximum drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for AMEE.DE and XDG7.DE.


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Drawdown Indicators


AMEE.DEXDG7.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.14%

-48.68%

-10.46%

Max Drawdown (1Y)

Largest decline over 1 year

-7.92%

-17.21%

+9.29%

Max Drawdown (3Y)

Largest decline over 3 years

-15.74%

-43.66%

+27.92%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

Max Drawdown (10Y)

Largest decline over 10 years

-59.14%

Current Drawdown

Current decline from peak

-3.54%

-2.95%

-0.59%

Average Drawdown

Average peak-to-trough decline

-10.65%

-26.59%

+15.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

6.64%

-4.08%

Volatility

AMEE.DE vs. XDG7.DE - Volatility Comparison

The current volatility for Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) is 7.10%, while Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C (XDG7.DE) has a volatility of 7.88%. This indicates that AMEE.DE experiences smaller price fluctuations and is considered to be less risky than XDG7.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEE.DEXDG7.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

7.88%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

14.18%

13.49%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

30.00%

-11.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.25%

24.08%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.74%

24.08%

+1.66%

AMEE.DE vs. XDG7.DE - Expense Ratio Comparison

AMEE.DE has a 0.45% expense ratio, which is higher than XDG7.DE's 0.35% expense ratio.


Dividends

AMEE.DE vs. XDG7.DE - Dividend Comparison

Neither AMEE.DE nor XDG7.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AMEE.DE and XDG7.DE have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDG7.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDG7.DE is cheaper with a 0.35% expense ratio, compared with 0.45% for AMEE.DE.

AMEE.DE tracks Bloomberg Hydrogen ESG, while XDG7.DE tracks MSCI ACWI IMI SDG 7 Affordable and Clean Energy Select. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.45% for AMEE.DE and 0.35% for XDG7.DE.

Portfolio Optimizer

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