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F701.DE vs. DBX0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

F701.DE vs. DBX0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Multi-Asset Portfolio UCITS ETF (Dist) (F701.DE) and Xtrackers Portfolio UCITS ETF (Acc) (DBX0.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, F701.DE achieves a 13.63% return, which is significantly higher than DBX0.DE's 10.53% return. Over the past 10 years, F701.DE has outperformed DBX0.DE with an annualized return of 7.54%, while DBX0.DE has yielded a comparatively lower 6.92% annualized return.


F701.DE

1D
1.11%
1M
1.29%
6M
13.08%
YTD
13.63%
1Y
21.80%
3Y*
12.59%
5Y*
6.97%
10Y*
7.54%

DBX0.DE

1D
0.31%
1M
1.00%
6M
10.70%
YTD
10.53%
1Y
19.52%
3Y*
11.74%
5Y*
5.70%
10Y*
6.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

F701.DE vs. DBX0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
F701.DE
Amundi Multi-Asset Portfolio UCITS ETF (Dist)
13.63%10.07%10.15%7.70%-9.59%16.55%2.60%19.49%-5.68%5.23%
DBX0.DE
Xtrackers Portfolio UCITS ETF (Acc)
10.53%8.75%10.83%11.97%-15.01%14.60%3.69%22.86%-9.17%7.86%

Correlation

The correlation between F701.DE and DBX0.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.28

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

0.40

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

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 12, 2016

0.43

Over the past year, the correlation between F701.DE and DBX0.DE has dropped to 0.21 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.

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Return for Risk

F701.DE vs. DBX0.DE — Risk / Return Rank

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

F701.DE
F701.DE Risk / Return Rank: 7575
Overall Rank
F701.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
F701.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
F701.DE Omega Ratio Rank: 6060
Omega Ratio Rank
F701.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
F701.DE Martin Ratio Rank: 8989
Martin Ratio Rank

DBX0.DE
DBX0.DE Risk / Return Rank: 7979
Overall Rank
DBX0.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBX0.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBX0.DE Omega Ratio Rank: 7474
Omega Ratio Rank
DBX0.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBX0.DE Martin Ratio Rank: 8585
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.

F701.DE vs. DBX0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Multi-Asset Portfolio UCITS ETF (Dist) (F701.DE) and Xtrackers Portfolio UCITS ETF (Acc) (DBX0.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.


F701.DEDBX0.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.15

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.30

1.36

-0.06

Calmar ratioReturn relative to maximum drawdown

4.34

4.19

+0.15

Martin ratioReturn relative to average drawdown

16.04

13.95

+2.09

F701.DE vs. DBX0.DE - Sharpe Ratio Comparison

The current F701.DE Sharpe Ratio is 1.78, which is comparable to the DBX0.DE Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of F701.DE and DBX0.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

F701.DE vs. DBX0.DE - Drawdown Comparison

The maximum F701.DE drawdown since its inception was -23.47%, smaller than the maximum DBX0.DE drawdown of -29.17%. Use the drawdown chart below to compare losses from any high point for F701.DE and DBX0.DE.


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Drawdown Indicators


F701.DEDBX0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.47%

-29.17%

+5.70%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-4.64%

-0.37%

Max Drawdown (3Y)

Largest decline over 3 years

-14.45%

-13.55%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-14.45%

-17.01%

+2.56%

Max Drawdown (10Y)

Largest decline over 10 years

-23.47%

-29.17%

+5.70%

Current Drawdown

Current decline from peak

0.00%

-0.21%

+0.21%

Average Drawdown

Average peak-to-trough decline

-3.29%

-4.71%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

1.40%

-0.04%

Volatility

F701.DE vs. DBX0.DE - Volatility Comparison

Amundi Multi-Asset Portfolio UCITS ETF (Dist) (F701.DE) has a higher volatility of 4.73% compared to Xtrackers Portfolio UCITS ETF (Acc) (DBX0.DE) at 3.16%. This indicates that F701.DE's price experiences larger fluctuations and is considered to be riskier than DBX0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


F701.DEDBX0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

3.16%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

7.79%

+1.53%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

10.09%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

11.22%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.68%

12.35%

-0.67%

F701.DE vs. DBX0.DE - Expense Ratio Comparison

F701.DE has a 0.41% expense ratio, which is lower than DBX0.DE's 0.70% expense ratio.


Dividends

F701.DE vs. DBX0.DE - Dividend Comparison

F701.DE's dividend yield for the trailing twelve months is around 1.16%, while DBX0.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DBX0.DE
Xtrackers Portfolio UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
F701.DE
Amundi Multi-Asset Portfolio UCITS ETF (Dist)
1.16%1.32%1.01%2.02%1.46%0.91%1.16%0.32%0.65%

Frequently Asked Questions


F701.DE and DBX0.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, F701.DE is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F701.DE is cheaper with a 0.41% expense ratio, compared with 0.70% for DBX0.DE.

They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.41% for F701.DE and 0.70% for DBX0.DE.

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