DECD.DE vs. IDVY.AS
Compare and contrast key facts about Amundi DAX 50 ESG UCITS ETF (DECD.DE) and iShares Euro Dividend UCITS ETF (IDVY.AS).
DECD.DE and IDVY.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DECD.DE is a passively managed fund by Amundi that tracks the performance of the DAX® 50 ESG. It was launched on Nov 24, 2020. IDVY.AS is a passively managed fund by iShares that tracks the performance of the MSCI EMU NR EUR. It was launched on Oct 28, 2005. Both DECD.DE and IDVY.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DECD.DE or IDVY.AS.
Key characteristics
| DECD.DE | IDVY.AS | |
|---|---|---|
| YTD Return | 12.62% | 8.54% |
| 1Y Return | 24.85% | 16.96% |
| 3Y Return (Ann) | 3.93% | -0.38% |
| Sharpe Ratio | 1.68 | 1.32 |
| Sortino Ratio | 2.30 | 1.81 |
| Omega Ratio | 1.30 | 1.23 |
| Calmar Ratio | 2.24 | 0.85 |
| Martin Ratio | 8.26 | 5.70 |
| Ulcer Index | 2.44% | 2.55% |
| Daily Std Dev | 12.18% | 11.01% |
| Max Drawdown | -28.60% | -71.31% |
| Current Drawdown | -2.23% | -4.90% |
Correlation
The correlation between DECD.DE and IDVY.AS is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DECD.DE vs. IDVY.AS - Performance Comparison
In the year-to-date period, DECD.DE achieves a 12.62% return, which is significantly higher than IDVY.AS's 8.54% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DECD.DE vs. IDVY.AS - Expense Ratio Comparison
DECD.DE has a 0.15% expense ratio, which is lower than IDVY.AS's 0.40% expense ratio.
Risk-Adjusted Performance
DECD.DE vs. IDVY.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DAX 50 ESG UCITS ETF (DECD.DE) and iShares Euro Dividend UCITS ETF (IDVY.AS). 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.
Dividends
DECD.DE vs. IDVY.AS - Dividend Comparison
DECD.DE has not paid dividends to shareholders, while IDVY.AS's dividend yield for the trailing twelve months is around 5.78%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DECD.DE Amundi DAX 50 ESG UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDVY.AS iShares Euro Dividend UCITS ETF | 5.78% | 5.84% | 5.28% | 3.68% | 3.57% | 4.84% | 4.76% | 3.91% | 3.97% | 4.00% | 3.81% | 4.24% |
Drawdowns
DECD.DE vs. IDVY.AS - Drawdown Comparison
The maximum DECD.DE drawdown since its inception was -28.60%, smaller than the maximum IDVY.AS drawdown of -71.31%. Use the drawdown chart below to compare losses from any high point for DECD.DE and IDVY.AS. For additional features, visit the drawdowns tool.
Volatility
DECD.DE vs. IDVY.AS - Volatility Comparison
Amundi DAX 50 ESG UCITS ETF (DECD.DE) has a higher volatility of 5.39% compared to iShares Euro Dividend UCITS ETF (IDVY.AS) at 4.68%. This indicates that DECD.DE's price experiences larger fluctuations and is considered to be riskier than IDVY.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.