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DE5A.DE vs. D5BB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DE5A.DE vs. D5BB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) and Xtrackers II Germany Government Bond UCITS ETF (D5BB.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, DE5A.DE achieves a 0.27% return, which is significantly higher than D5BB.DE's -0.06% return. Over the past 10 years, DE5A.DE has outperformed D5BB.DE with an annualized return of -1.18%, while D5BB.DE has yielded a comparatively lower -1.28% annualized return.


DE5A.DE

1D
0.08%
1M
-0.09%
YTD
0.27%
6M
0.19%
1Y
-0.43%
3Y*
1.24%
5Y*
-3.17%
10Y*
-1.18%

D5BB.DE

1D
0.09%
1M
-0.02%
YTD
-0.06%
6M
-0.23%
1Y
-0.99%
3Y*
0.85%
5Y*
-3.03%
10Y*
-1.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DE5A.DE vs. D5BB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
0.27%-0.65%-0.40%5.80%-19.06%-3.67%3.70%4.28%1.66%-0.73%
D5BB.DE
Xtrackers II Germany Government Bond UCITS ETF
-0.06%-1.48%0.17%5.19%-17.79%-2.56%2.70%2.83%2.38%-1.64%

Correlation

The correlation between DE5A.DE and D5BB.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2011

0.94

The correlation between DE5A.DE and D5BB.DE has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.

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Return for Risk

DE5A.DE vs. D5BB.DE — Risk / Return Rank

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

DE5A.DE
DE5A.DE Risk / Return Rank: 77
Overall Rank
DE5A.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DE5A.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
DE5A.DE Omega Ratio Rank: 66
Omega Ratio Rank
DE5A.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DE5A.DE Martin Ratio Rank: 66
Martin Ratio Rank

D5BB.DE
D5BB.DE Risk / Return Rank: 55
Overall Rank
D5BB.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
D5BB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
D5BB.DE Omega Ratio Rank: 55
Omega Ratio Rank
D5BB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
D5BB.DE Martin Ratio Rank: 44
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.

DE5A.DE vs. D5BB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) and Xtrackers II Germany Government Bond UCITS ETF (D5BB.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.


DE5A.DED5BB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.18

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

0.97

0.94

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.26

-0.48

+0.22

Martin ratioReturn relative to average drawdown

-0.58

-1.00

+0.42

DE5A.DE vs. D5BB.DE - Sharpe Ratio Comparison

The current DE5A.DE Sharpe Ratio is -0.20, which is higher than the D5BB.DE Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of DE5A.DE and D5BB.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


DE5A.DED5BB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

-0.37

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

-0.49

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

-0.24

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.17

+0.05

Drawdowns

DE5A.DE vs. D5BB.DE - Drawdown Comparison

The maximum DE5A.DE drawdown since its inception was -24.92%, roughly equal to the maximum D5BB.DE drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for DE5A.DE and D5BB.DE.


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Drawdown Indicators


DE5A.DED5BB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-24.92%

-23.86%

-1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-3.13%

-2.88%

-0.25%

Max Drawdown (3Y)

Largest decline over 3 years

-4.45%

-4.96%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

-21.18%

-1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-24.92%

-23.86%

-1.06%

Current Drawdown

Current decline from peak

-19.43%

-19.30%

-0.13%

Average Drawdown

Average peak-to-trough decline

-7.30%

-6.98%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.42%

1.39%

+0.03%

Volatility

DE5A.DE vs. D5BB.DE - Volatility Comparison

Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) has a higher volatility of 1.71% compared to Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) at 1.45%. This indicates that DE5A.DE's price experiences larger fluctuations and is considered to be riskier than D5BB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DE5A.DED5BB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.71%

1.45%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

3.44%

2.97%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

4.19%

3.70%

+0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.45%

6.10%

+0.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.37%

5.26%

+0.11%

DE5A.DE vs. D5BB.DE - Expense Ratio Comparison

DE5A.DE has a 0.14% expense ratio, which is lower than D5BB.DE's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

DE5A.DE vs. D5BB.DE - Dividend Comparison

DE5A.DE has not paid dividends to shareholders, while D5BB.DE's dividend yield for the trailing twelve months is around 1.70%.


PositionTTM20252024202320222021202020192018201720162015
D5BB.DE
Xtrackers II Germany Government Bond UCITS ETF
1.70%1.58%1.36%1.13%1.79%1.15%0.00%0.00%0.00%0.56%0.00%0.77%
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.97, DE5A.DE and D5BB.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, DE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.15% for D5BB.DE.

DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond, while D5BB.DE tracks iBoxx® EUR Germany. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.14% for DE5A.DE and 0.15% for D5BB.DE.

Portfolio Optimizer

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