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EGV7.DE vs. EIBX.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EGV7.DE vs. EIBX.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 5-7Y UCITS ETF Dist (EGV7.DE) and Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EGV7.DE achieves a -0.38% return, which is significantly higher than EIBX.DE's -0.47% return.


EGV7.DE

1D
-0.03%
1M
-1.01%
6M
-0.72%
YTD
-0.38%
1Y
0.27%
3Y*
2.73%
5Y*
-1.28%
10Y*

EIBX.DE

1D
0.03%
1M
-1.34%
6M
-0.83%
YTD
-0.47%
1Y
0.37%
3Y*
2.36%
5Y*
-2.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EGV7.DE vs. EIBX.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EGV7.DE
Amundi Euro Government Bond 5-7Y UCITS ETF Dist
-0.38%2.41%1.81%6.79%-14.32%-1.90%0.81%
EIBX.DE
Invesco Euro Government Bond 7-10 Year UCITS ETF Dist
-0.47%1.88%0.91%8.83%-19.82%-2.95%1.77%

Correlation

The correlation between EGV7.DE and EIBX.DE is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.95

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

0.97

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2020

0.97

The correlation between EGV7.DE and EIBX.DE has been stable across timeframes, ranging from 0.87 to 0.97 - a consistent structural relationship.

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Return for Risk

EGV7.DE vs. EIBX.DE — Risk / Return Rank

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

EGV7.DE
EGV7.DE Risk / Return Rank: 1111
Overall Rank
EGV7.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EGV7.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EGV7.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EGV7.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
EGV7.DE Martin Ratio Rank: 1111
Martin Ratio Rank

EIBX.DE
EIBX.DE Risk / Return Rank: 1111
Overall Rank
EIBX.DE Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EIBX.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
EIBX.DE Omega Ratio Rank: 1010
Omega Ratio Rank
EIBX.DE Calmar Ratio Rank: 1212
Calmar Ratio Rank
EIBX.DE Martin Ratio Rank: 1212
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.

EGV7.DE vs. EIBX.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 5-7Y UCITS ETF Dist (EGV7.DE) and Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.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.


EGV7.DEEIBX.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

1.02

1.02

0.00

Calmar ratioReturn relative to maximum drawdown

0.08

0.09

-0.01

Martin ratioReturn relative to average drawdown

0.20

0.23

-0.03

EGV7.DE vs. EIBX.DE - Sharpe Ratio Comparison

The current EGV7.DE Sharpe Ratio is 0.07, which is comparable to the EIBX.DE Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of EGV7.DE and EIBX.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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Drawdowns

EGV7.DE vs. EIBX.DE - Drawdown Comparison

The maximum EGV7.DE drawdown since its inception was -16.95%, smaller than the maximum EIBX.DE drawdown of -23.08%. Use the drawdown chart below to compare losses from any high point for EGV7.DE and EIBX.DE.


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Drawdown Indicators


EGV7.DEEIBX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.95%

-23.08%

+6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.36%

-4.07%

+0.71%

Max Drawdown (3Y)

Largest decline over 3 years

-3.36%

-4.43%

+1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-16.85%

-22.78%

+5.93%

Current Drawdown

Current decline from peak

-7.00%

-13.71%

+6.71%

Average Drawdown

Average peak-to-trough decline

-8.12%

-11.09%

+2.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.33%

1.62%

-0.29%

Volatility

EGV7.DE vs. EIBX.DE - Volatility Comparison

The current volatility for Amundi Euro Government Bond 5-7Y UCITS ETF Dist (EGV7.DE) is 1.00%, while Invesco Euro Government Bond 7-10 Year UCITS ETF Dist (EIBX.DE) has a volatility of 1.55%. This indicates that EGV7.DE experiences smaller price fluctuations and is considered to be less risky than EIBX.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EGV7.DEEIBX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

1.55%

-0.55%

Volatility (6M)

Calculated over the trailing 6-month period

3.39%

4.25%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

3.85%

5.14%

-1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

7.43%

-2.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

6.56%

-1.64%

EGV7.DE vs. EIBX.DE - Expense Ratio Comparison

EGV7.DE has a 0.17% expense ratio, which is higher than EIBX.DE's 0.10% 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

EGV7.DE vs. EIBX.DE - Dividend Comparison

EGV7.DE's dividend yield for the trailing twelve months is around 1.42%, less than EIBX.DE's 3.00% yield.


PositionTTM202520242023202220212020
EGV7.DE
Amundi Euro Government Bond 5-7Y UCITS ETF Dist
1.42%1.41%1.47%1.40%1.84%1.64%0.62%
EIBX.DE
Invesco Euro Government Bond 7-10 Year UCITS ETF Dist
3.00%2.89%2.87%2.43%0.12%0.00%0.00%

Frequently Asked Questions


EGV7.DE and EIBX.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIBX.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIBX.DE is cheaper with a 0.10% expense ratio, compared with 0.17% for EGV7.DE.

EGV7.DE tracks Bloomberg Euro Treasury 50bn 5-7 Year Bond, while EIBX.DE tracks Bloomberg Euro Government Select 7-10. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.17% for EGV7.DE and 0.10% for EIBX.DE.

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