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EUIN.DE vs. LEER.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUIN.DE vs. LEER.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) and Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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, EUIN.DE achieves a 2.26% return, which is significantly lower than LEER.DE's 16.60% return. Over the past 10 years, EUIN.DE has underperformed LEER.DE with an annualized return of 1.89%, while LEER.DE has yielded a comparatively higher 11.43% annualized return.


EUIN.DE

1D
0.01%
1M
-0.74%
YTD
2.26%
6M
2.31%
1Y
2.58%
3Y*
1.53%
5Y*
4.13%
10Y*
1.89%

LEER.DE

1D
-0.78%
1M
-0.51%
YTD
16.60%
6M
17.68%
1Y
37.83%
3Y*
29.77%
5Y*
16.34%
10Y*
11.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUIN.DE vs. LEER.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc
2.26%1.21%2.05%1.03%10.68%7.29%-2.78%-1.73%-2.68%-0.47%
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
16.60%53.95%4.13%41.71%-21.18%20.41%-18.42%1.30%-8.37%30.59%

Correlation

The correlation between EUIN.DE and LEER.DE is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.25

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

-0.09

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

0.02

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Apr 13, 2016

0.12

The correlation between EUIN.DE and LEER.DE shifts across timeframes, from -0.25 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

EUIN.DE vs. LEER.DE — Risk / Return Rank

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

EUIN.DE
EUIN.DE Risk / Return Rank: 3030
Overall Rank
EUIN.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
EUIN.DE Sortino Ratio Rank: 2525
Sortino Ratio Rank
EUIN.DE Omega Ratio Rank: 2929
Omega Ratio Rank
EUIN.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
EUIN.DE Martin Ratio Rank: 4040
Martin Ratio Rank

LEER.DE
LEER.DE Risk / Return Rank: 6767
Overall Rank
LEER.DE Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 6060
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 6666
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.

EUIN.DE vs. LEER.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) and Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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.


EUIN.DELEER.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.19

1.31

-0.12

Calmar ratioReturn relative to maximum drawdown

1.43

3.80

-2.37

Martin ratioReturn relative to average drawdown

5.75

10.28

-4.53

EUIN.DE vs. LEER.DE - Sharpe Ratio Comparison

The current EUIN.DE Sharpe Ratio is 0.88, which is lower than the LEER.DE Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of EUIN.DE and LEER.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

EUIN.DE vs. LEER.DE - Drawdown Comparison

The maximum EUIN.DE drawdown since its inception was -12.08%, smaller than the maximum LEER.DE drawdown of -69.75%. Use the drawdown chart below to compare losses from any high point for EUIN.DE and LEER.DE.


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Drawdown Indicators


EUIN.DELEER.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.08%

-69.75%

+57.67%

Max Drawdown (1Y)

Largest decline over 1 year

-1.80%

-9.92%

+8.12%

Max Drawdown (3Y)

Largest decline over 3 years

-2.43%

-15.85%

+13.42%

Max Drawdown (5Y)

Largest decline over 5 years

-4.44%

-43.51%

+39.07%

Max Drawdown (10Y)

Largest decline over 10 years

-12.08%

-48.74%

+36.66%

Current Drawdown

Current decline from peak

-1.61%

-4.51%

+2.90%

Average Drawdown

Average peak-to-trough decline

-3.04%

-30.41%

+27.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.45%

3.67%

-3.22%

Volatility

EUIN.DE vs. LEER.DE - Volatility Comparison

The current volatility for Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) is 0.86%, while Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) has a volatility of 6.07%. This indicates that EUIN.DE experiences smaller price fluctuations and is considered to be less risky than LEER.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUIN.DELEER.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.86%

6.07%

-5.21%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

17.52%

-14.70%

Volatility (1Y)

Calculated over the trailing 1-year period

2.92%

21.12%

-18.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.56%

23.12%

-19.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

21.73%

-18.32%

EUIN.DE vs. LEER.DE - Expense Ratio Comparison

EUIN.DE has a 0.25% expense ratio, which is lower than LEER.DE's 0.50% expense ratio.


Dividends

EUIN.DE vs. LEER.DE - Dividend Comparison

Neither EUIN.DE nor LEER.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUIN.DE and LEER.DE have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUIN.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUIN.DE is cheaper with a 0.25% expense ratio, compared with 0.50% for LEER.DE.

EUIN.DE is categorized as Inflation-Protected Bonds, while LEER.DE is Emerging Markets Equities. EUIN.DE tracks iBoxx EUR Breakeven Euro-Inflation France & Germany, while LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index. Their fees differ too: 0.25% for EUIN.DE and 0.50% for LEER.DE.

Portfolio Optimizer

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