D5BG.DE vs. ECR1.DE
D5BG.DE (Xtrackers II EUR Corporate Bond UCITS ETF 1C) and ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF) are both European Corporate Bonds funds - D5BG.DE tracks the Bloomberg Euro Corporate Bond while ECR1.DE tracks the iBoxx® MSCI ESG EUR Corporates 0-1. Both are passively managed. Over the past 5 years, D5BG.DE returned 0.10%/yr vs 1.93%/yr for ECR1.DE. At a 0.21 correlation, their price movements are largely independent. D5BG.DE charges 0.12%/yr vs 0.08%/yr for ECR1.DE.
Performance
D5BG.DE vs. ECR1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, D5BG.DE achieves a 0.58% return, which is significantly lower than ECR1.DE's 0.81% return.
D5BG.DE
- 1D
- 0.15%
- 1M
- 0.36%
- YTD
- 0.58%
- 6M
- 0.60%
- 1Y
- 2.20%
- 3Y*
- 4.59%
- 5Y*
- 0.10%
- 10Y*
- 0.93%
ECR1.DE
- 1D
- -0.04%
- 1M
- 0.15%
- YTD
- 0.81%
- 6M
- 0.98%
- 1Y
- 2.05%
- 3Y*
- 3.16%
- 5Y*
- 1.93%
- 10Y*
- —
D5BG.DE vs. ECR1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | 0.58% | 3.14% | 4.22% | 7.44% | -12.98% | -0.42% |
ECR1.DE Amundi Euro Corporate 0-1Y ESG UCITS ETF | 0.81% | 2.49% | 3.92% | 3.16% | -0.51% | -0.31% |
Correlation
The correlation between D5BG.DE and ECR1.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2021 | 0.21 |
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Return for Risk
D5BG.DE vs. ECR1.DE — Risk / Return Rank
D5BG.DE
ECR1.DE
D5BG.DE vs. ECR1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) and Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.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.
| D5BG.DE | ECR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.11 | ||
| Sortino ratioReturn per unit of downside risk | -5.76 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.80 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | 0.74 | 22.26 | -21.52 |
| Martin ratioReturn relative to average drawdown | 2.53 | 77.85 | -75.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| D5BG.DE | ECR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.63 | 3.75 | -3.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.02 | 3.02 | -2.99 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.20 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 2.86 | -2.38 |
Drawdowns
D5BG.DE vs. ECR1.DE - Drawdown Comparison
The maximum D5BG.DE drawdown since its inception was -17.22%, which is greater than ECR1.DE's maximum drawdown of -1.49%. Use the drawdown chart below to compare losses from any high point for D5BG.DE and ECR1.DE.
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Drawdown Indicators
| D5BG.DE | ECR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.22% | -1.49% | -15.73% |
Max Drawdown (1Y)Largest decline over 1 year | -2.68% | -0.09% | -2.59% |
Max Drawdown (3Y)Largest decline over 3 years | -2.68% | -0.18% | -2.50% |
Max Drawdown (5Y)Largest decline over 5 years | -17.22% | -1.32% | -15.90% |
Max Drawdown (10Y)Largest decline over 10 years | -17.22% | — | — |
Current DrawdownCurrent decline from peak | -0.97% | -0.05% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -2.88% | -0.27% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.78% | 0.03% | +0.75% |
Volatility
D5BG.DE vs. ECR1.DE - Volatility Comparison
Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) has a higher volatility of 1.16% compared to Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE) at 0.11%. This indicates that D5BG.DE's price experiences larger fluctuations and is considered to be riskier than ECR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| D5BG.DE | ECR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.11% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 0.37% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.13% | 0.54% | +2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.49% | 0.63% | +3.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 0.63% | +4.01% |
D5BG.DE vs. ECR1.DE - Expense Ratio Comparison
D5BG.DE has a 0.12% expense ratio, which is higher than ECR1.DE's 0.08% 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
D5BG.DE vs. ECR1.DE - Dividend Comparison
Neither D5BG.DE nor ECR1.DE has paid dividends to shareholders.
Frequently Asked Questions
D5BG.DE and ECR1.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ECR1.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ECR1.DE is cheaper with a 0.08% expense ratio, compared with 0.12% for D5BG.DE.
D5BG.DE tracks Bloomberg Euro Corporate Bond, while ECR1.DE tracks iBoxx® MSCI ESG EUR Corporates 0-1. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.12% for D5BG.DE and 0.08% for ECR1.DE.
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