ECMS.DE vs. ECR1.DE
ECMS.DE (Invesco EUR Corporate Bond ESG Short Duration Multi-Factor UCITS ETF Acc) and ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF) are both European Corporate Bonds funds - ECMS.DE tracks the Invesco EUR Corporate Bond ESG Short Duration Multi-Factor while ECR1.DE tracks the iBoxx® MSCI ESG EUR Corporates 0-1. Both are passively managed. Over the past 3 years, ECMS.DE returned 3.99%/yr vs 3.16%/yr for ECR1.DE. At a 0.23 correlation, their price movements are largely independent. ECMS.DE charges 0.15%/yr vs 0.08%/yr for ECR1.DE.
Performance
ECMS.DE vs. ECR1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ECMS.DE achieves a 0.21% return, which is significantly lower than ECR1.DE's 0.81% return.
ECMS.DE
- 1D
- 0.07%
- 1M
- 0.12%
- YTD
- 0.21%
- 6M
- 0.30%
- 1Y
- 1.87%
- 3Y*
- 3.99%
- 5Y*
- —
- 10Y*
- —
ECR1.DE
- 1D
- -0.04%
- 1M
- 0.15%
- YTD
- 0.81%
- 6M
- 0.98%
- 1Y
- 2.05%
- 3Y*
- 3.16%
- 5Y*
- 1.93%
- 10Y*
- —
ECMS.DE vs. ECR1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
ECMS.DE Invesco EUR Corporate Bond ESG Short Duration Multi-Factor UCITS ETF Acc | 0.21% | 3.37% | 3.99% | 5.24% | -0.54% |
ECR1.DE Amundi Euro Corporate 0-1Y ESG UCITS ETF | 0.81% | 2.49% | 3.92% | 3.16% | 0.22% |
Correlation
The correlation between ECMS.DE and ECR1.DE is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2022 | 0.23 |
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Return for Risk
ECMS.DE vs. ECR1.DE — Risk / Return Rank
ECMS.DE
ECR1.DE
ECMS.DE vs. ECR1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco EUR Corporate Bond ESG Short Duration Multi-Factor UCITS ETF Acc (ECMS.DE) and Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.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.
| ECMS.DE | ECR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.96 | ||
| Sortino ratioReturn per unit of downside risk | -5.55 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.80 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 22.26 | -21.39 |
| Martin ratioReturn relative to average drawdown | 2.98 | 77.85 | -74.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECMS.DE | ECR1.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 3.75 | -2.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 3.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 2.86 | -1.79 |
Drawdowns
ECMS.DE vs. ECR1.DE - Drawdown Comparison
The maximum ECMS.DE drawdown since its inception was -5.27%, which is greater than ECR1.DE's maximum drawdown of -1.49%. Use the drawdown chart below to compare losses from any high point for ECMS.DE and ECR1.DE.
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Drawdown Indicators
| ECMS.DE | ECR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.27% | -1.49% | -3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -1.90% | -0.09% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -1.90% | -0.18% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | — | -1.32% | — |
Current DrawdownCurrent decline from peak | -0.61% | -0.05% | -0.56% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -0.27% | -0.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.03% | +0.52% |
Volatility
ECMS.DE vs. ECR1.DE - Volatility Comparison
Invesco EUR Corporate Bond ESG Short Duration Multi-Factor UCITS ETF Acc (ECMS.DE) has a higher volatility of 0.91% compared to Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE) at 0.11%. This indicates that ECMS.DE's price experiences larger fluctuations and is considered to be riskier than ECR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECMS.DE | ECR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 0.11% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 1.88% | 0.37% | +1.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.08% | 0.54% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 0.63% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.87% | 0.63% | +2.24% |
ECMS.DE vs. ECR1.DE - Expense Ratio Comparison
ECMS.DE has a 0.15% expense ratio, which is higher than ECR1.DE's 0.08% 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
ECMS.DE vs. ECR1.DE - Dividend Comparison
Neither ECMS.DE nor ECR1.DE has paid dividends to shareholders.
Frequently Asked Questions
ECMS.DE and ECR1.DE have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ECR1.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ECR1.DE is cheaper with a 0.08% expense ratio, compared with 0.15% for ECMS.DE.
ECMS.DE tracks Invesco EUR Corporate Bond ESG Short Duration Multi-Factor, while ECR1.DE tracks iBoxx® MSCI ESG EUR Corporates 0-1. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.15% for ECMS.DE and 0.08% for ECR1.DE.
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