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EAH.DE vs. VGEA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAH.DE vs. VGEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Green Bond UCITS ETF Acc (EAH.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.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, EAH.DE achieves a 0.01% return, which is significantly lower than VGEA.DE's 0.11% return.


EAH.DE

1D
0.11%
1M
-0.12%
YTD
0.01%
6M
-0.10%
1Y
-1.07%
3Y*
1.19%
5Y*
10Y*

VGEA.DE

1D
0.06%
1M
-0.02%
YTD
0.11%
6M
0.18%
1Y
0.33%
3Y*
2.38%
5Y*
-2.24%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EAH.DE vs. VGEA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EAH.DE
Amundi Euro Government Green Bond UCITS ETF Acc
0.01%-2.11%-0.57%8.84%-30.65%-1.77%
VGEA.DE
Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating
0.11%0.67%1.54%6.93%-18.30%-1.28%

Correlation

The correlation between EAH.DE and VGEA.DE is 0.96 - 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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Jul 16, 2021

0.97

The correlation between EAH.DE and VGEA.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

EAH.DE vs. VGEA.DE — Risk / Return Rank

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

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

VGEA.DE
VGEA.DE Risk / Return Rank: 99
Overall Rank
VGEA.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VGEA.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
VGEA.DE Omega Ratio Rank: 88
Omega Ratio Rank
VGEA.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
VGEA.DE Martin Ratio Rank: 99
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.

EAH.DE vs. VGEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Green Bond UCITS ETF Acc (EAH.DE) and Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.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.


EAH.DEVGEA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

0.97

1.00

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.33

-0.01

-0.31

Martin ratioReturn relative to average drawdown

-0.71

-0.04

-0.67

EAH.DE vs. VGEA.DE - Sharpe Ratio Comparison

The current EAH.DE Sharpe Ratio is -0.24, which is lower than the VGEA.DE Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of EAH.DE and VGEA.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


EAH.DEVGEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.24

-0.01

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

-0.10

-0.49

Drawdowns

EAH.DE vs. VGEA.DE - Drawdown Comparison

The maximum EAH.DE drawdown since its inception was -36.30%, which is greater than VGEA.DE's maximum drawdown of -22.34%. Use the drawdown chart below to compare losses from any high point for EAH.DE and VGEA.DE.


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Drawdown Indicators


EAH.DEVGEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.30%

-22.34%

-13.96%

Max Drawdown (1Y)

Largest decline over 1 year

-4.72%

-3.44%

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-7.83%

-4.00%

-3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-21.47%

Current Drawdown

Current decline from peak

-29.61%

-13.91%

-15.70%

Average Drawdown

Average peak-to-trough decline

-25.57%

-10.30%

-15.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.33%

+0.86%

Volatility

EAH.DE vs. VGEA.DE - Volatility Comparison

Amundi Euro Government Green Bond UCITS ETF Acc (EAH.DE) has a higher volatility of 2.49% compared to Vanguard EUR Eurozone Government Bond UCITS ETF Accumulating (VGEA.DE) at 1.67%. This indicates that EAH.DE's price experiences larger fluctuations and is considered to be riskier than VGEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EAH.DEVGEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.49%

1.67%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

5.30%

3.62%

+1.68%

Volatility (1Y)

Calculated over the trailing 1-year period

6.55%

4.33%

+2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.85%

6.39%

+4.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.85%

5.86%

+4.99%

EAH.DE vs. VGEA.DE - Expense Ratio Comparison

EAH.DE has a 0.20% expense ratio, which is higher than VGEA.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

EAH.DE vs. VGEA.DE - Dividend Comparison

Neither EAH.DE nor VGEA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, EAH.DE and VGEA.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, VGEA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VGEA.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for EAH.DE.

EAH.DE tracks Solactive Euro Government Green Bond, while VGEA.DE tracks Bloomberg Euro Aggregate Treasury. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.20% for EAH.DE and 0.07% for VGEA.DE.

Portfolio Optimizer

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