EFQ8.DE vs. ECR3.DE
EFQ8.DE (Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF) and ECR3.DE (Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF) are both European Corporate Bonds funds - EFQ8.DE tracks the iBoxx® EUR Liquid Non-Financials Diversified while ECR3.DE tracks the Bloomberg MSCI Euro Corporate ESG BB+ Sustainability SRI 0-3 Year. Both are passively managed. Over the past 5 years, EFQ8.DE returned -1.07%/yr vs 1.59%/yr for ECR3.DE. A 0.60 correlation means they provide meaningful diversification when combined. EFQ8.DE charges 0.20%/yr vs 0.12%/yr for ECR3.DE.
Performance
EFQ8.DE vs. ECR3.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 ECR3.DE's 0.78% 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%
ECR3.DE
- 1D
- 0.02%
- 1M
- -0.00%
- 6M
- 0.57%
- YTD
- 0.78%
- 1Y
- 1.64%
- 3Y*
- 3.62%
- 5Y*
- 1.59%
- 10Y*
- —
EFQ8.DE vs. ECR3.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EFQ8.DE Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF | -0.06% | 2.57% | 2.98% | 7.44% | -15.12% | -1.44% | 2.82% | -1.24% |
ECR3.DE Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF | 0.78% | 2.98% | 4.20% | 4.16% | -3.71% | -0.12% | 0.42% | -0.02% |
Correlation
The correlation between EFQ8.DE and ECR3.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2019 | 0.60 |
The correlation between EFQ8.DE and ECR3.DE has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.
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Return for Risk
EFQ8.DE vs. ECR3.DE — Risk / Return Rank
EFQ8.DE
ECR3.DE
EFQ8.DE vs. ECR3.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 Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.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 | ECR3.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.29 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 1.85 | -1.64 |
| Martin ratioReturn relative to average drawdown | 0.61 | 7.23 | -6.62 |
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Drawdowns
EFQ8.DE vs. ECR3.DE - Drawdown Comparison
The maximum EFQ8.DE drawdown since its inception was -19.42%, which is greater than ECR3.DE's maximum drawdown of -5.30%. Use the drawdown chart below to compare losses from any high point for EFQ8.DE and ECR3.DE.
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Drawdown Indicators
| EFQ8.DE | ECR3.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.42% | -5.30% | -14.12% |
Max Drawdown (1Y)Largest decline over 1 year | -3.12% | -0.89% | -2.23% |
Max Drawdown (3Y)Largest decline over 3 years | -3.12% | -0.89% | -2.23% |
Max Drawdown (5Y)Largest decline over 5 years | -19.42% | -5.05% | -14.37% |
Max Drawdown (10Y)Largest decline over 10 years | -19.42% | — | — |
Current DrawdownCurrent decline from peak | -5.98% | -0.24% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -4.26% | -0.98% | -3.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.07% | 0.23% | +0.84% |
Volatility
EFQ8.DE vs. ECR3.DE - Volatility Comparison
Deka iBoxx EUR Liquid Non-Financials Diversified UCITS ETF (EFQ8.DE) has a higher volatility of 1.01% compared to Amundi Index Euro Corporate SRI 0-3 Y UCITS ETF (ECR3.DE) at 0.34%. This indicates that EFQ8.DE's price experiences larger fluctuations and is considered to be riskier than ECR3.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 | ECR3.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 0.34% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 3.51% | 1.01% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.08% | 1.20% | +2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.90% | 1.41% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.36% | 1.87% | +3.49% |
EFQ8.DE vs. ECR3.DE - Expense Ratio Comparison
EFQ8.DE has a 0.20% expense ratio, which is higher than ECR3.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%.
Dividends
EFQ8.DE vs. ECR3.DE - Dividend Comparison
EFQ8.DE's dividend yield for the trailing twelve months is around 3.57%, while ECR3.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 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 ECR3.DE have a correlation of 0.61, 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 0.20% for EFQ8.DE.
EFQ8.DE tracks iBoxx® EUR Liquid Non-Financials Diversified, while ECR3.DE tracks Bloomberg MSCI Euro Corporate ESG BB+ Sustainability SRI 0-3 Year. They also come from different issuers: Deka and Amundi. Their fees differ too: 0.20% for EFQ8.DE and 0.12% for ECR3.DE.
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