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ECR3.DE vs. XDEP.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ECR3.DE vs. XDEP.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) and Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with ECR3.DE at 0.60% and XDEP.DE at 0.60%.


ECR3.DE

1D
0.04%
1M
0.40%
YTD
0.60%
6M
0.68%
1Y
1.91%
3Y*
3.72%
5Y*
1.57%
10Y*

XDEP.DE

1D
0.09%
1M
0.84%
YTD
0.60%
6M
0.39%
1Y
2.26%
3Y*
5.50%
5Y*
0.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECR3.DE vs. XDEP.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ECR3.DE
Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF
0.60%2.97%4.19%4.18%-3.69%-0.14%0.37%0.00%
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
0.60%3.58%5.25%9.38%-15.31%-0.31%2.90%-0.24%

Correlation

The correlation between ECR3.DE and XDEP.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.76

Correlation (5Y)
Calculated over the trailing 5-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Dec 30, 2019

0.63

The correlation between ECR3.DE and XDEP.DE shifts across timeframes, from 0.63 (all time) to 0.76 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ECR3.DE vs. XDEP.DE — Risk / Return Rank

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

ECR3.DE
ECR3.DE Risk / Return Rank: 5656
Overall Rank
ECR3.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ECR3.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
ECR3.DE Omega Ratio Rank: 6666
Omega Ratio Rank
ECR3.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
ECR3.DE Martin Ratio Rank: 5353
Martin Ratio Rank

XDEP.DE
XDEP.DE Risk / Return Rank: 1919
Overall Rank
XDEP.DE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
XDEP.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XDEP.DE Omega Ratio Rank: 2020
Omega Ratio Rank
XDEP.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
XDEP.DE Martin Ratio Rank: 2020
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.

ECR3.DE vs. XDEP.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) and Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.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.


ECR3.DEXDEP.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.91

Omega ratioGain probability vs. loss probability

1.39

1.13

+0.27

Calmar ratioReturn relative to maximum drawdown

2.16

0.70

+1.46

Martin ratioReturn relative to average drawdown

8.95

2.39

+6.56

ECR3.DE vs. XDEP.DE - Sharpe Ratio Comparison

The current ECR3.DE Sharpe Ratio is 1.79, which is higher than the XDEP.DE Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ECR3.DE and XDEP.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


ECR3.DEXDEP.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.65

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.06

+1.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

0.30

+0.50

Drawdowns

ECR3.DE vs. XDEP.DE - Drawdown Comparison

The maximum ECR3.DE drawdown since its inception was -5.04%, smaller than the maximum XDEP.DE drawdown of -19.79%. Use the drawdown chart below to compare losses from any high point for ECR3.DE and XDEP.DE.


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Drawdown Indicators


ECR3.DEXDEP.DEDifference

Max Drawdown

Largest peak-to-trough decline

-5.04%

-19.79%

+14.75%

Max Drawdown (1Y)

Largest decline over 1 year

-0.88%

-3.22%

+2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-0.88%

-3.22%

+2.34%

Max Drawdown (5Y)

Largest decline over 5 years

-5.04%

-19.79%

+14.75%

Current Drawdown

Current decline from peak

-0.10%

-0.90%

+0.80%

Average Drawdown

Average peak-to-trough decline

-1.05%

-4.48%

+3.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.95%

-0.74%

Volatility

ECR3.DE vs. XDEP.DE - Volatility Comparison

The current volatility for Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) is 0.38%, while Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF (XDEP.DE) has a volatility of 1.21%. This indicates that ECR3.DE experiences smaller price fluctuations and is considered to be less risky than XDEP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECR3.DEXDEP.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

1.21%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

0.96%

3.13%

-2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

1.06%

3.47%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.39%

4.72%

-3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.74%

5.28%

-3.54%

ECR3.DE vs. XDEP.DE - Expense Ratio Comparison

ECR3.DE has a 0.12% expense ratio, which is lower than XDEP.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

ECR3.DE vs. XDEP.DE - Dividend Comparison

ECR3.DE has not paid dividends to shareholders, while XDEP.DE's dividend yield for the trailing twelve months is around 2.88%.


PositionTTM20252024202320222021202020192018
ECR3.DE
Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDEP.DE
Xtrackers iBoxx EUR Corporate Bond Yield Plus UCITS ETF
2.88%2.73%2.26%1.68%2.51%1.53%1.85%1.40%0.72%

Frequently Asked Questions


ECR3.DE and XDEP.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ECR3.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ECR3.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for XDEP.DE.

ECR3.DE tracks Bloomberg MSCI Euro Corporate ESG BB+ Sustainability SRI 0-3 Year, while XDEP.DE tracks iBoxx® EUR Corporates Yield Plus. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.12% for ECR3.DE and 0.25% for XDEP.DE.

Portfolio Optimizer

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