F701.DE vs. MODR.DE
F701.DE (Amundi Multi-Asset Portfolio UCITS ETF (Dist)) and MODR.DE (iShares Moderate Portfolio UCITS ETF EUR (Acc)) are both Global Allocation funds. Both are actively managed. Over the past 5 years, F701.DE returned 6.97%/yr vs 3.93%/yr for MODR.DE. A 0.63 correlation means they provide meaningful diversification when combined. F701.DE charges 0.41%/yr vs 0.25%/yr for MODR.DE.
Performance
F701.DE vs. MODR.DE - Performance Comparison
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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 MODR.DE's 6.71% 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%
MODR.DE
- 1D
- 0.15%
- 1M
- 0.29%
- 6M
- 6.54%
- YTD
- 6.71%
- 1Y
- 12.69%
- 3Y*
- 9.29%
- 5Y*
- 3.93%
- 10Y*
- —
F701.DE vs. MODR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
F701.DE Amundi Multi-Asset Portfolio UCITS ETF (Dist) | 13.63% | 10.07% | 10.15% | 7.70% | -9.59% | 16.55% | 5.25% |
MODR.DE iShares Moderate Portfolio UCITS ETF EUR (Acc) | 6.71% | 7.37% | 9.34% | 8.76% | -15.49% | 11.65% | 5.35% |
Correlation
The correlation between F701.DE and MODR.DE is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.63 |
The correlation between F701.DE and MODR.DE shifts across timeframes, from 0.46 (1 year) to 0.63 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
F701.DE vs. MODR.DE — Risk / Return Rank
F701.DE
MODR.DE
F701.DE vs. MODR.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 iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.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.DE | MODR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.33 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 4.34 | 2.44 | +1.89 |
| Martin ratioReturn relative to average drawdown | 16.04 | 10.15 | +5.89 |
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Drawdowns
F701.DE vs. MODR.DE - Drawdown Comparison
The maximum F701.DE drawdown since its inception was -23.47%, which is greater than MODR.DE's maximum drawdown of -17.98%. Use the drawdown chart below to compare losses from any high point for F701.DE and MODR.DE.
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Drawdown Indicators
| F701.DE | MODR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.47% | -17.98% | -5.49% |
Max Drawdown (1Y)Largest decline over 1 year | -5.01% | -5.18% | +0.17% |
Max Drawdown (3Y)Largest decline over 3 years | -14.45% | -10.57% | -3.88% |
Max Drawdown (5Y)Largest decline over 5 years | -14.45% | -17.98% | +3.53% |
Max Drawdown (10Y)Largest decline over 10 years | -23.47% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -0.44% | +0.44% |
Average DrawdownAverage peak-to-trough decline | -3.29% | -5.42% | +2.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.36% | 1.25% | +0.11% |
Volatility
F701.DE vs. MODR.DE - Volatility Comparison
Amundi Multi-Asset Portfolio UCITS ETF (Dist) (F701.DE) has a higher volatility of 4.73% compared to iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.DE) at 2.20%. This indicates that F701.DE's price experiences larger fluctuations and is considered to be riskier than MODR.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.DE | MODR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.73% | 2.20% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 9.32% | 6.08% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.20% | 7.35% | +4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.36% | 8.16% | +4.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.68% | 8.27% | +3.41% |
F701.DE vs. MODR.DE - Expense Ratio Comparison
F701.DE has a 0.41% expense ratio, which is higher than MODR.DE's 0.25% expense ratio.
Dividends
F701.DE vs. MODR.DE - Dividend Comparison
F701.DE's dividend yield for the trailing twelve months is around 1.16%, while MODR.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
MODR.DE iShares Moderate Portfolio UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
F701.DE and MODR.DE have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, MODR.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
MODR.DE is cheaper with a 0.25% expense ratio, compared with 0.41% for F701.DE.
They also come from different issuers: Amundi and iShares. Their fees differ too: 0.41% for F701.DE and 0.25% for MODR.DE.
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