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E15H.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

E15H.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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, E15H.DE achieves a 2.91% return, which is significantly lower than WEBG.DE's 13.52% return.


E15H.DE

1D
-0.20%
1M
-0.14%
6M
3.29%
YTD
2.91%
1Y
2.34%
3Y*
2.00%
5Y*
0.64%
10Y*

WEBG.DE

1D
0.00%
1M
0.41%
6M
13.58%
YTD
13.52%
1Y
25.99%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

E15H.DE vs. WEBG.DE - Yearly Performance Comparison


Correlation

The correlation between E15H.DE and WEBG.DE is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2024

0.20

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Return for Risk

E15H.DE vs. WEBG.DE — Risk / Return Rank

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

E15H.DE
E15H.DE Risk / Return Rank: 2222
Overall Rank
E15H.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
E15H.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
E15H.DE Omega Ratio Rank: 1818
Omega Ratio Rank
E15H.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
E15H.DE Martin Ratio Rank: 2929
Martin Ratio Rank

WEBG.DE

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

E15H.DE vs. WEBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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.


E15H.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.11

1.36

-0.25

Calmar ratioReturn relative to maximum drawdown

1.17

1.65

-0.48

Martin ratioReturn relative to average drawdown

3.55

2.93

+0.63

E15H.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current E15H.DE Sharpe Ratio is 0.61, which is lower than the WEBG.DE Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of E15H.DE and WEBG.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

E15H.DE vs. WEBG.DE - Drawdown Comparison

The maximum E15H.DE drawdown since its inception was -15.98%, smaller than the maximum WEBG.DE drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for E15H.DE and WEBG.DE.


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Drawdown Indicators


E15H.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.98%

-21.31%

+5.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.00%

-15.74%

+13.74%

Max Drawdown (3Y)

Largest decline over 3 years

-5.43%

Max Drawdown (5Y)

Largest decline over 5 years

-15.98%

Current Drawdown

Current decline from peak

-5.61%

-1.30%

-4.31%

Average Drawdown

Average peak-to-trough decline

-7.16%

-5.93%

-1.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

8.88%

-8.23%

Volatility

E15H.DE vs. WEBG.DE - Volatility Comparison

The current volatility for Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist) (E15H.DE) is 0.81%, while Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) has a volatility of 3.76%. This indicates that E15H.DE experiences smaller price fluctuations and is considered to be less risky than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


E15H.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.81%

3.76%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

3.09%

8.89%

-5.80%

Volatility (1Y)

Calculated over the trailing 1-year period

3.86%

24.40%

-20.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.66%

20.64%

-13.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.34%

20.64%

-14.30%

E15H.DE vs. WEBG.DE - Expense Ratio Comparison

E15H.DE has a 0.09% expense ratio, which is higher than WEBG.DE's 0.07% 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

E15H.DE vs. WEBG.DE - Dividend Comparison

E15H.DE's dividend yield for the trailing twelve months is around 0.94%, while WEBG.DE has not paid dividends to shareholders.


PositionTTM202520242023202220212020
E15H.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF (Dist)
0.94%0.97%0.82%0.74%0.94%0.86%0.36%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist
1.22%1.32%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


E15H.DE and WEBG.DE have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.09% for E15H.DE.

E15H.DE is categorized as Inflation-Protected Bonds, while WEBG.DE is Global Equities. E15H.DE tracks Bloomberg Euro Government Inflation-Linked Bond Index, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.09% for E15H.DE and 0.07% for WEBG.DE.

Portfolio Optimizer

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