EVSD vs. AE5B.DE
EVSD (Eaton Vance Short Duration Income ETF) and AE5B.DE (Amundi MSCI Europe Climate Action UCITS ETF Dist) are both exchange-traded funds - EVSD is a Short-Term Bond fund actively managed by Eaton Vance, while AE5B.DE is a Europe Equities fund tracking the MSCI Europe Climate Action. EVSD is actively managed, while AE5B.DE is passively managed. Over the past year, EVSD returned 4.72% vs 13.42% for AE5B.DE. At a 0.26 correlation, their price movements are largely independent. EVSD charges 0.24%/yr vs 0.09%/yr for AE5B.DE.
Performance
EVSD vs. AE5B.DE - Performance Comparison
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Different Trading Currencies
EVSD is traded in USD, while AE5B.DE is traded in EUR. To make them comparable, the AE5B.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, EVSD achieves a 0.85% return, which is significantly lower than AE5B.DE's 3.32% return.
EVSD
- 1D
- 0.08%
- 1M
- 0.34%
- YTD
- 0.85%
- 6M
- 1.28%
- 1Y
- 4.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AE5B.DE
- 1D
- -0.89%
- 1M
- 1.50%
- YTD
- 3.32%
- 6M
- 6.72%
- 1Y
- 13.42%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EVSD vs. AE5B.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EVSD Eaton Vance Short Duration Income ETF | 0.85% | 6.80% | 3.87% |
AE5B.DE Amundi MSCI Europe Climate Action UCITS ETF Dist | 3.32% | 31.63% | -5.10% |
Correlation
The correlation between EVSD and AE5B.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2024 | 0.26 |
The correlation between EVSD and AE5B.DE shifts across timeframes, from 0.26 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EVSD vs. AE5B.DE — Risk / Return Rank
EVSD
AE5B.DE
EVSD vs. AE5B.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Short Duration Income ETF (EVSD) and Amundi MSCI Europe Climate Action UCITS ETF Dist (AE5B.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.
| EVSD | AE5B.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +3.52 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.18 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | 1.16 | +2.59 |
| Martin ratioReturn relative to average drawdown | 15.79 | 3.93 | +11.86 |
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
| EVSD | AE5B.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.10 | 0.94 | +2.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 3.05 | 0.83 | +2.22 |
Drawdowns
EVSD vs. AE5B.DE - Drawdown Comparison
The maximum EVSD drawdown since its inception was -1.26%, smaller than the maximum AE5B.DE drawdown of -14.82%. Use the drawdown chart below to compare losses from any high point for EVSD and AE5B.DE.
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Drawdown Indicators
| EVSD | AE5B.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.26% | -14.82% | +13.56% |
Max Drawdown (1Y)Largest decline over 1 year | -1.26% | -12.41% | +11.15% |
Current DrawdownCurrent decline from peak | -0.10% | -3.70% | +3.60% |
Average DrawdownAverage peak-to-trough decline | -0.19% | -3.28% | +3.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.30% | 3.68% | -3.38% |
Volatility
EVSD vs. AE5B.DE - Volatility Comparison
The current volatility for Eaton Vance Short Duration Income ETF (EVSD) is 0.47%, while Amundi MSCI Europe Climate Action UCITS ETF Dist (AE5B.DE) has a volatility of 5.24%. This indicates that EVSD experiences smaller price fluctuations and is considered to be less risky than AE5B.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EVSD | AE5B.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.47% | 5.24% | -4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 1.14% | 12.55% | -11.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.54% | 15.30% | -13.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.94% | 15.50% | -13.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.94% | 15.50% | -13.56% |
EVSD vs. AE5B.DE - Expense Ratio Comparison
EVSD has a 0.24% expense ratio, which is higher than AE5B.DE's 0.09% 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
EVSD vs. AE5B.DE - Dividend Comparison
EVSD's dividend yield for the trailing twelve months is around 4.61%, more than AE5B.DE's 2.18% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AE5B.DE Amundi MSCI Europe Climate Action UCITS ETF Dist | 2.18% | 2.28% | 2.68% | 0.63% |
EVSD Eaton Vance Short Duration Income ETF | 4.61% | 4.64% | 2.91% | 0.00% |
Frequently Asked Questions
EVSD and AE5B.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE5B.DE is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE5B.DE is cheaper with a 0.09% expense ratio, compared with 0.24% for EVSD.
EVSD is categorized as Short-Term Bond, while AE5B.DE is Europe Equities. They also come from different issuers: Eaton Vance and Amundi. Their fees differ too: 0.24% for EVSD and 0.09% for AE5B.DE.
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