ECR1.DE vs. XLIQ.DE
ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF) and XLIQ.DE (Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF) are both European Corporate Bonds funds - ECR1.DE tracks the iBoxx® MSCI ESG EUR Corporates 0-1 while XLIQ.DE tracks the iBoxx® EUR Liquid Covered Bond. Both are passively managed. At a 0.11 correlation, their price movements are largely independent. ECR1.DE charges 0.08%/yr vs 0.20%/yr for XLIQ.DE.
Performance
ECR1.DE vs. XLIQ.DE - Performance Comparison
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Returns By Period
ECR1.DE
- 1D
- -0.04%
- 1M
- 0.15%
- YTD
- 0.81%
- 6M
- 0.98%
- 1Y
- 2.05%
- 3Y*
- 3.16%
- 5Y*
- 1.93%
- 10Y*
- —
XLIQ.DE
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ECR1.DE vs. XLIQ.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
ECR1.DE Amundi Euro Corporate 0-1Y ESG UCITS ETF | 0.81% | 2.49% | 3.92% | 3.16% | -0.51% | -0.31% |
XLIQ.DE Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF | 0.27% | 1.87% | 2.30% | 6.61% | -18.10% | -1.75% |
Correlation
The correlation between ECR1.DE and XLIQ.DE is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 2021 | 0.11 |
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Return for Risk
ECR1.DE vs. XLIQ.DE — Risk / Return Rank
ECR1.DE
XLIQ.DE
ECR1.DE vs. XLIQ.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE) and Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF (XLIQ.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.
| ECR1.DE | XLIQ.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.80 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 22.26 | — | — |
| Martin ratioReturn relative to average drawdown | 77.85 | — | — |
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
| ECR1.DE | XLIQ.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.75 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 3.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.86 | — | — |
Drawdowns
ECR1.DE vs. XLIQ.DE - Drawdown Comparison
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Drawdown Indicators
| ECR1.DE | XLIQ.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.49% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -0.09% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -0.18% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -1.32% | — | — |
Current DrawdownCurrent decline from peak | -0.05% | — | — |
Average DrawdownAverage peak-to-trough decline | -0.27% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.03% | — | — |
Volatility
ECR1.DE vs. XLIQ.DE - Volatility Comparison
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Volatility by Period
| ECR1.DE | XLIQ.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 0.37% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.54% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.63% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.63% | — | — |
ECR1.DE vs. XLIQ.DE - Expense Ratio Comparison
ECR1.DE has a 0.08% expense ratio, which is lower than XLIQ.DE's 0.20% 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
ECR1.DE vs. XLIQ.DE - Dividend Comparison
Neither ECR1.DE nor XLIQ.DE has paid dividends to shareholders.
Frequently Asked Questions
ECR1.DE and XLIQ.DE have a correlation of 0.10, 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 0.20% for XLIQ.DE.
ECR1.DE tracks iBoxx® MSCI ESG EUR Corporates 0-1, while XLIQ.DE tracks iBoxx® EUR Liquid Covered Bond. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.08% for ECR1.DE and 0.20% for XLIQ.DE.
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