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B41J.DE vs. 10AI.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

B41J.DE vs. 10AI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) and Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE). The values are adjusted to include any dividend payments, if applicable.

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B41J.DE vs. 10AI.DE - Yearly Performance Comparison


Returns By Period

In the year-to-date period, B41J.DE achieves a 8.74% return, which is significantly higher than 10AI.DE's 1.49% return.


B41J.DE

1D
3.21%
1M
-2.44%
YTD
8.74%
6M
9.91%
1Y
20.52%
3Y*
5Y*
10Y*

10AI.DE

1D
2.54%
1M
-3.93%
YTD
1.49%
6M
6.57%
1Y
13.41%
3Y*
12.14%
5Y*
9.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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B41J.DE vs. 10AI.DE - Expense Ratio Comparison

B41J.DE has a 0.47% expense ratio, which is higher than 10AI.DE's 0.15% expense ratio.


Return for Risk

B41J.DE vs. 10AI.DE — Risk / Return Rank

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

B41J.DE
B41J.DE Risk / Return Rank: 6262
Overall Rank
B41J.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
B41J.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
B41J.DE Omega Ratio Rank: 6060
Omega Ratio Rank
B41J.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
B41J.DE Martin Ratio Rank: 5858
Martin Ratio Rank

10AI.DE
10AI.DE Risk / Return Rank: 4747
Overall Rank
10AI.DE Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
10AI.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
10AI.DE Omega Ratio Rank: 4646
Omega Ratio Rank
10AI.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
10AI.DE Martin Ratio Rank: 5252
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.

B41J.DE vs. 10AI.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) and Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.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.


B41J.DE10AI.DEDifference

Sharpe ratio

Return per unit of total volatility

1.18

0.90

+0.28

Sortino ratio

Return per unit of downside risk

1.64

1.23

+0.40

Omega ratio

Gain probability vs. loss probability

1.24

1.19

+0.05

Calmar ratio

Return relative to maximum drawdown

2.12

1.39

+0.73

Martin ratio

Return relative to average drawdown

6.58

5.38

+1.19

B41J.DE vs. 10AI.DE - Sharpe Ratio Comparison

The current B41J.DE Sharpe Ratio is 1.18, which is higher than the 10AI.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of B41J.DE and 10AI.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


B41J.DE10AI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

0.90

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

1.34

0.57

+0.77

Correlation

The correlation between B41J.DE and 10AI.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

B41J.DE vs. 10AI.DE - Dividend Comparison

B41J.DE has not paid dividends to shareholders, while 10AI.DE's dividend yield for the trailing twelve months is around 2.48%.


TTM20252024202320222021202020192018
B41J.DE
Global X European Infrastructure Development UCITS ETF EUR Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
10AI.DE
Amundi Index MSCI Europe UCITS ETF DR EUR (D)
2.48%2.51%2.82%2.77%3.02%2.17%2.07%3.17%3.21%

Drawdowns

B41J.DE vs. 10AI.DE - Drawdown Comparison

The maximum B41J.DE drawdown since its inception was -12.00%, smaller than the maximum 10AI.DE drawdown of -35.68%. Use the drawdown chart below to compare losses from any high point for B41J.DE and 10AI.DE.


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Drawdown Indicators


B41J.DE10AI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.00%

-35.68%

+23.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.88%

-12.46%

+2.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.53%

Current Drawdown

Current decline from peak

-3.23%

-5.44%

+2.21%

Average Drawdown

Average peak-to-trough decline

-2.36%

-4.94%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.62%

+0.56%

Volatility

B41J.DE vs. 10AI.DE - Volatility Comparison

Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) has a higher volatility of 6.85% compared to Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) at 5.93%. This indicates that B41J.DE's price experiences larger fluctuations and is considered to be riskier than 10AI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


B41J.DE10AI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.85%

5.93%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

9.22%

+2.41%

Volatility (1Y)

Calculated over the trailing 1-year period

17.37%

14.93%

+2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.86%

14.08%

+1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.86%

17.06%

-1.20%