ECRP.L vs. D5BG.DE
Compare and contrast key facts about Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE).
ECRP.L and D5BG.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ECRP.L is a passively managed fund by Amundi that tracks the performance of the Bloomberg Euro Corp TR EUR. It was launched on Nov 11, 2016. D5BG.DE is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg Euro Corporate Bond. It was launched on Feb 23, 2010. Both ECRP.L and D5BG.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ECRP.L vs. D5BG.DE - Performance Comparison
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ECRP.L vs. D5BG.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ECRP.L Amundi Index Euro Corporate SRI UCITS ETF DR (C) | -0.74% | 8.36% | -0.55% | 5.00% | -8.32% | -8.20% | 10.39% |
D5BG.DE Xtrackers II EUR Corporate Bond UCITS ETF 1C | -0.31% | 8.51% | -0.32% | 5.29% | -8.21% | -8.34% | 10.15% |
Different Trading Currencies
ECRP.L is traded in GBp, while D5BG.DE is traded in EUR. To make them comparable, the D5BG.DE values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, ECRP.L achieves a -0.74% return, which is significantly lower than D5BG.DE's -0.31% return.
ECRP.L
- 1D
- 0.32%
- 1M
- -1.60%
- YTD
- -0.74%
- 6M
- -0.15%
- 1Y
- 6.59%
- 3Y*
- 3.89%
- 5Y*
- 0.19%
- 10Y*
- —
D5BG.DE
- 1D
- 0.58%
- 1M
- -1.21%
- YTD
- -0.31%
- 6M
- 0.18%
- 1Y
- 7.06%
- 3Y*
- 4.06%
- 5Y*
- 0.34%
- 10Y*
- 1.76%
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ECRP.L vs. D5BG.DE - Expense Ratio Comparison
ECRP.L has a 0.14% expense ratio, which is higher than D5BG.DE's 0.12% 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%.
Return for Risk
ECRP.L vs. D5BG.DE — Risk / Return Rank
ECRP.L
D5BG.DE
ECRP.L vs. D5BG.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.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.
| ECRP.L | D5BG.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.33 | -0.03 |
Sortino ratioReturn per unit of downside risk | 1.93 | 2.01 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.24 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.92 | -0.21 |
Martin ratioReturn relative to average drawdown | 5.06 | 5.62 | -0.57 |
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
| ECRP.L | D5BG.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.33 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.05 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.23 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.21 | -0.10 |
Correlation
The correlation between ECRP.L and D5BG.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
ECRP.L vs. D5BG.DE - Dividend Comparison
Neither ECRP.L nor D5BG.DE has paid dividends to shareholders.
Drawdowns
ECRP.L vs. D5BG.DE - Drawdown Comparison
The maximum ECRP.L drawdown since its inception was -21.22%, roughly equal to the maximum D5BG.DE drawdown of -21.39%. Use the drawdown chart below to compare losses from any high point for ECRP.L and D5BG.DE.
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Drawdown Indicators
| ECRP.L | D5BG.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.22% | -17.22% | -4.00% |
Max Drawdown (1Y)Largest decline over 1 year | -3.87% | -2.68% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -16.71% | -17.22% | +0.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -17.22% | — |
Current DrawdownCurrent decline from peak | -6.67% | -2.13% | -4.54% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -2.89% | -8.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.31% | 0.61% | +0.70% |
Volatility
ECRP.L vs. D5BG.DE - Volatility Comparison
Amundi Index Euro Corporate SRI UCITS ETF DR (C) (ECRP.L) and Xtrackers II EUR Corporate Bond UCITS ETF 1C (D5BG.DE) have volatilities of 1.94% and 1.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECRP.L | D5BG.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.94% | 1.97% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 3.48% | 3.57% | -0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.06% | 5.29% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.42% | 6.29% | +0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.94% | 7.71% | -0.77% |