ECMS.DE vs. XYPL.DE
ECMS.DE (Invesco EUR Corporate Bond ESG Short Duration Multi-Factor UCITS ETF Acc) and XYPL.DE (Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF) are both European Corporate Bonds funds - ECMS.DE tracks the Invesco EUR Corporate Bond ESG Short Duration Multi-Factor while XYPL.DE tracks the iBoxx® EUR Corporates Yield Plus. Both are passively managed. Over the past 3 years, ECMS.DE returned 3.99%/yr vs 5.49%/yr for XYPL.DE. Their correlation of 0.85 suggests significant overlap in exposure. ECMS.DE charges 0.15%/yr vs 0.25%/yr for XYPL.DE.
Performance
ECMS.DE vs. XYPL.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 XYPL.DE's 0.59% return.
ECMS.DE
- 1D
- 0.07%
- 1M
- 0.12%
- YTD
- 0.21%
- 6M
- 0.30%
- 1Y
- 1.87%
- 3Y*
- 3.99%
- 5Y*
- —
- 10Y*
- —
XYPL.DE
- 1D
- 0.11%
- 1M
- 0.28%
- YTD
- 0.59%
- 6M
- 0.53%
- 1Y
- 2.49%
- 3Y*
- 5.49%
- 5Y*
- —
- 10Y*
- —
ECMS.DE vs. XYPL.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% | -0.34% |
XYPL.DE Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF | 0.59% | 3.49% | 5.30% | 9.38% | -0.01% |
Correlation
The correlation between ECMS.DE and XYPL.DE is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2022 | 0.85 |
The correlation between ECMS.DE and XYPL.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
ECMS.DE vs. XYPL.DE — Risk / Return Rank
ECMS.DE
XYPL.DE
ECMS.DE vs. XYPL.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 Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.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 | XYPL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.12 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 0.72 | +0.15 |
| Martin ratioReturn relative to average drawdown | 2.98 | 2.50 | +0.49 |
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 | XYPL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.79 | 0.63 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.07 | 1.01 | +0.06 |
Drawdowns
ECMS.DE vs. XYPL.DE - Drawdown Comparison
The maximum ECMS.DE drawdown since its inception was -5.27%, smaller than the maximum XYPL.DE drawdown of -9.99%. Use the drawdown chart below to compare losses from any high point for ECMS.DE and XYPL.DE.
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Drawdown Indicators
| ECMS.DE | XYPL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.27% | -9.99% | +4.72% |
Max Drawdown (1Y)Largest decline over 1 year | -1.90% | -3.09% | +1.19% |
Max Drawdown (3Y)Largest decline over 3 years | -1.90% | -3.09% | +1.19% |
Current DrawdownCurrent decline from peak | -0.61% | -0.88% | +0.27% |
Average DrawdownAverage peak-to-trough decline | -1.16% | -1.98% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.55% | 0.89% | -0.34% |
Volatility
ECMS.DE vs. XYPL.DE - Volatility Comparison
The current volatility for Invesco EUR Corporate Bond ESG Short Duration Multi-Factor UCITS ETF Acc (ECMS.DE) is 0.91%, while Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XYPL.DE) has a volatility of 1.39%. This indicates that ECMS.DE experiences smaller price fluctuations and is considered to be less risky than XYPL.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 | XYPL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 1.39% | -0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 1.88% | 3.10% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.08% | 3.51% | -1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.87% | 4.63% | -1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.87% | 4.63% | -1.76% |
ECMS.DE vs. XYPL.DE - Expense Ratio Comparison
ECMS.DE has a 0.15% expense ratio, which is lower than XYPL.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
ECMS.DE vs. XYPL.DE - Dividend Comparison
Neither ECMS.DE nor XYPL.DE has paid dividends to shareholders.
Frequently Asked Questions
ECMS.DE and XYPL.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ECMS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ECMS.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for XYPL.DE.
ECMS.DE tracks Invesco EUR Corporate Bond ESG Short Duration Multi-Factor, while XYPL.DE tracks iBoxx® EUR Corporates Yield Plus. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.15% for ECMS.DE and 0.25% for XYPL.DE.
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