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DECR.DE vs. ECMA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DECR.DE vs. ECMA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index Euro Corporate SRI UCITS ETF Dist (DECR.DE) and Invesco EUR Corporate Bond ESG Multi-Factor UCITS ETF Acc (ECMA.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, DECR.DE achieves a 1.29% return, which is significantly higher than ECMA.DE's 1.12% return.


DECR.DE

1D
0.17%
1M
0.71%
YTD
1.29%
6M
1.49%
1Y
2.46%
3Y*
4.66%
5Y*
0.11%
10Y*

ECMA.DE

1D
0.00%
1M
0.61%
YTD
1.12%
6M
1.33%
1Y
2.13%
3Y*
4.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DECR.DE vs. ECMA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
DECR.DE
Amundi Index Euro Corporate SRI UCITS ETF Dist
1.29%2.90%4.22%7.14%-0.62%
ECMA.DE
Invesco EUR Corporate Bond ESG Multi-Factor UCITS ETF Acc
1.12%2.90%4.30%7.06%-0.85%

Correlation

The correlation between DECR.DE and ECMA.DE is 0.70, 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

0.70

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

0.88

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2022

0.90

The correlation between DECR.DE and ECMA.DE shifts across timeframes, from 0.70 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DECR.DE vs. ECMA.DE — Risk / Return Rank

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

DECR.DE
DECR.DE Risk / Return Rank: 2424
Overall Rank
DECR.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
DECR.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
DECR.DE Omega Ratio Rank: 2525
Omega Ratio Rank
DECR.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
DECR.DE Martin Ratio Rank: 2626
Martin Ratio Rank

ECMA.DE
ECMA.DE Risk / Return Rank: 2020
Overall Rank
ECMA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
ECMA.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
ECMA.DE Omega Ratio Rank: 2020
Omega Ratio Rank
ECMA.DE Calmar Ratio Rank: 1919
Calmar Ratio Rank
ECMA.DE Martin Ratio Rank: 2222
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.

DECR.DE vs. ECMA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF Dist (DECR.DE) and Invesco EUR Corporate Bond ESG Multi-Factor UCITS ETF Acc (ECMA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DECR.DEECMA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.16

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratioReturn relative to maximum drawdown

0.93

0.80

+0.13

Martin ratioReturn relative to average drawdown

3.32

2.63

+0.69

DECR.DE vs. ECMA.DE - Sharpe Ratio Comparison

The current DECR.DE Sharpe Ratio is 0.84, which is comparable to the ECMA.DE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of DECR.DE and ECMA.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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Drawdowns

DECR.DE vs. ECMA.DE - Drawdown Comparison

The maximum DECR.DE drawdown since its inception was -17.15%, which is greater than ECMA.DE's maximum drawdown of -8.91%. Use the drawdown chart below to compare losses from any high point for DECR.DE and ECMA.DE.


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Drawdown Indicators


DECR.DEECMA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-17.15%

-8.91%

-8.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-2.68%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-2.64%

-2.68%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-17.15%

Current Drawdown

Current decline from peak

-0.92%

-0.15%

-0.77%

Average Drawdown

Average peak-to-trough decline

-4.75%

-2.08%

-2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.74%

0.81%

-0.07%

Volatility

DECR.DE vs. ECMA.DE - Volatility Comparison

Amundi Index Euro Corporate SRI UCITS ETF Dist (DECR.DE) has a higher volatility of 1.15% compared to Invesco EUR Corporate Bond ESG Multi-Factor UCITS ETF Acc (ECMA.DE) at 0.78%. This indicates that DECR.DE's price experiences larger fluctuations and is considered to be riskier than ECMA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DECR.DEECMA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

0.78%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

2.57%

2.77%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

3.11%

-0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

4.16%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

4.16%

+1.09%

DECR.DE vs. ECMA.DE - Expense Ratio Comparison

DECR.DE has a 0.14% expense ratio, which is lower than ECMA.DE's 0.19% 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

DECR.DE vs. ECMA.DE - Dividend Comparison

DECR.DE's dividend yield for the trailing twelve months is around 2.49%, while ECMA.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DECR.DE
Amundi Index Euro Corporate SRI UCITS ETF Dist
2.49%2.52%2.14%1.70%1.30%1.19%1.32%1.51%1.16%
ECMA.DE
Invesco EUR Corporate Bond ESG Multi-Factor UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DECR.DE and ECMA.DE have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

DECR.DE is cheaper with a 0.14% expense ratio, compared with 0.19% for ECMA.DE.

DECR.DE tracks Bloomberg MSCI Euro Corporate ESG Sustainability SRI, while ECMA.DE tracks Invesco EUR Corporate Bond ESG Multi-Factor. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.14% for DECR.DE and 0.19% for ECMA.DE.

Portfolio Optimizer

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