EFQ8.DE vs. ECR1.DE
EFQ8.DE (Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF) and ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF) are both European Corporate Bonds funds - EFQ8.DE tracks the iBoxx® EUR Liquid Non-Financials Diversified while ECR1.DE tracks the iBoxx® MSCI ESG EUR Corporates 0-1. Both are passively managed. Over the past 5 years, EFQ8.DE returned -1.07%/yr vs 1.99%/yr for ECR1.DE. At a 0.20 correlation, their price movements are largely independent. EFQ8.DE charges 0.20%/yr vs 0.08%/yr for ECR1.DE.
Performance
EFQ8.DE vs. ECR1.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EFQ8.DE achieves a -0.06% return, which is significantly lower than ECR1.DE's 1.11% return.
EFQ8.DE
- 1D
- 0.00%
- 1M
- -0.82%
- 6M
- -0.55%
- YTD
- -0.06%
- 1Y
- 0.65%
- 3Y*
- 3.44%
- 5Y*
- -1.07%
- 10Y*
- 0.12%
ECR1.DE
- 1D
- 0.00%
- 1M
- 0.19%
- 6M
- 1.04%
- YTD
- 1.11%
- 1Y
- 2.03%
- 3Y*
- 3.10%
- 5Y*
- 1.99%
- 10Y*
- —
EFQ8.DE vs. ECR1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
EFQ8.DE Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF | -0.06% | 2.57% | 2.98% | 7.44% | -15.12% | -0.26% |
ECR1.DE Amundi Euro Corporate 0-1Y ESG UCITS ETF | 1.11% | 2.49% | 3.92% | 3.16% | -0.51% | -0.26% |
Correlation
The correlation between EFQ8.DE and ECR1.DE is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2021 | 0.20 |
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Return for Risk
EFQ8.DE vs. ECR1.DE — Risk / Return Rank
EFQ8.DE
ECR1.DE
EFQ8.DE vs. ECR1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EFQ8.DE | ECR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.59 | ||
| Sortino ratioReturn per unit of downside risk | -6.25 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.82 | -0.78 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 18.60 | -18.39 |
| Martin ratioReturn relative to average drawdown | 0.61 | 74.21 | -73.60 |
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Drawdowns
EFQ8.DE vs. ECR1.DE - Drawdown Comparison
The maximum EFQ8.DE drawdown since its inception was -19.42%, 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 EFQ8.DE and ECR1.DE.
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Drawdown Indicators
| EFQ8.DE | ECR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -1.49% | -17.93% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -0.11% | -3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -3.12% | -0.18% | -2.94% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -1.28% | -18.14% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | — | — |
Current DrawdownCurrent decline from peak | -5.98% | -0.01% | -5.97% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -0.27% | -3.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 0.03% | +1.04% |
Volatility
EFQ8.DE vs. ECR1.DE - Volatility Comparison
Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.DE) has a higher volatility of 1.01% compared to Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE) at 0.22%. This indicates that EFQ8.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
| EFQ8.DE | ECR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 0.22% | +0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 3.51% | 0.41% | +3.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 0.54% | +3.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 0.63% | +5.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.36% | 0.63% | +4.73% |
EFQ8.DE vs. ECR1.DE - Expense Ratio Comparison
EFQ8.DE has a 0.20% 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
EFQ8.DE vs. ECR1.DE - Dividend Comparison
EFQ8.DE's dividend yield for the trailing twelve months is around 3.57%, while ECR1.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECR1.DE Amundi Euro Corporate 0-1Y ESG UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EFQ8.DE Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF | 3.57% | 3.18% | 2.61% | 2.33% | 1.18% | 0.92% | 0.90% | 0.96% | 0.67% | 1.17% | 1.70% | 2.59% |
Frequently Asked Questions
EFQ8.DE and ECR1.DE have a correlation of 0.18, 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 EFQ8.DE.
EFQ8.DE tracks iBoxx® EUR Liquid Non-Financials Diversified, while ECR1.DE tracks iBoxx® MSCI ESG EUR Corporates 0-1. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.20% for EFQ8.DE and 0.08% for ECR1.DE.
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