E15G.DE vs. XCS2.DE
E15G.DE (Amundi Euro Government Bond 15+Y UCITS ETF (Dist)) and XCS2.DE (Xtrackers II Australia Government Bond UCITS ETF (Acc)) are both Government Bonds funds - E15G.DE tracks the Bloomberg Euro Treasury 50bn 15+ Year Bond Index while XCS2.DE tracks the FTSE Australian Government Bond Index. Both are passively managed. Over the past 5 years, E15G.DE returned -8.00%/yr vs -1.91%/yr for XCS2.DE. At a 0.48 correlation, their price movements are largely independent. E15G.DE charges 0.15%/yr vs 0.25%/yr for XCS2.DE.
Performance
E15G.DE vs. XCS2.DE - Performance Comparison
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Returns By Period
In the year-to-date period, E15G.DE achieves a 1.08% return, which is significantly lower than XCS2.DE's 8.74% return.
E15G.DE
- 1D
- -0.31%
- 1M
- 0.98%
- 6M
- 2.09%
- YTD
- 1.08%
- 1Y
- -1.70%
- 3Y*
- -0.05%
- 5Y*
- -8.00%
- 10Y*
- —
XCS2.DE
- 1D
- 0.64%
- 1M
- 0.17%
- 6M
- 8.57%
- YTD
- 8.74%
- 1Y
- 9.20%
- 3Y*
- 2.45%
- 5Y*
- -1.91%
- 10Y*
- -0.09%
E15G.DE vs. XCS2.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
E15G.DE Amundi Euro Government Bond 15+Y UCITS ETF (Dist) | 1.08% | -6.02% | -1.35% | 9.51% | -35.59% | -7.77% | 2.88% |
XCS2.DE Xtrackers II Australia Government Bond UCITS ETF (Acc) | 8.74% | -2.17% | -1.70% | 0.78% | -13.88% | -0.26% | 2.12% |
Correlation
The correlation between E15G.DE and XCS2.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.48 |
The correlation between E15G.DE and XCS2.DE has been stable across timeframes, ranging from 0.48 to 0.53 - a consistent structural relationship.
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Return for Risk
E15G.DE vs. XCS2.DE — Risk / Return Rank
E15G.DE
XCS2.DE
E15G.DE vs. XCS2.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.DE) and Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.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.
| E15G.DE | XCS2.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.75 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.19 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 2.01 | -2.28 |
| Martin ratioReturn relative to average drawdown | -0.57 | 6.68 | -7.25 |
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Drawdowns
E15G.DE vs. XCS2.DE - Drawdown Comparison
The maximum E15G.DE drawdown since its inception was -46.08%, which is greater than XCS2.DE's maximum drawdown of -41.58%. Use the drawdown chart below to compare losses from any high point for E15G.DE and XCS2.DE.
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Drawdown Indicators
| E15G.DE | XCS2.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.08% | -41.58% | -4.50% |
Max Drawdown (1Y)Largest decline over 1 year | -6.17% | -4.56% | -1.61% |
Max Drawdown (3Y)Largest decline over 3 years | -12.77% | -12.00% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -44.05% | -22.36% | -21.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.58% | — |
Current DrawdownCurrent decline from peak | -39.63% | -32.78% | -6.85% |
Average DrawdownAverage peak-to-trough decline | -29.67% | -25.75% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 1.37% | +1.54% |
Volatility
E15G.DE vs. XCS2.DE - Volatility Comparison
Amundi Euro Government Bond 15+Y UCITS ETF (Dist) (E15G.DE) and Xtrackers II Australia Government Bond UCITS ETF (Acc) (XCS2.DE) have volatilities of 2.20% and 2.20%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| E15G.DE | XCS2.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.20% | 2.20% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 7.20% | 7.40% | -0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.27% | 8.80% | +0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 10.13% | +4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.59% | 21.02% | -7.43% |
E15G.DE vs. XCS2.DE - Expense Ratio Comparison
E15G.DE has a 0.15% expense ratio, which is lower than XCS2.DE's 0.25% 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
E15G.DE vs. XCS2.DE - Dividend Comparison
E15G.DE's dividend yield for the trailing twelve months is around 2.96%, while XCS2.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
E15G.DE Amundi Euro Government Bond 15+Y UCITS ETF (Dist) | 2.96% | 2.99% | 2.47% | 2.13% | 2.81% | 1.91% | 0.73% |
XCS2.DE Xtrackers II Australia Government Bond UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
E15G.DE and XCS2.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, E15G.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
E15G.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XCS2.DE.
E15G.DE tracks Bloomberg Euro Treasury 50bn 15+ Year Bond Index, while XCS2.DE tracks FTSE Australian Government Bond Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.15% for E15G.DE and 0.25% for XCS2.DE.
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