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F701.DE vs. XS7W.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

F701.DE vs. XS7W.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 Income UCITS ETF (Dist) (XS7W.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 XS7W.DE's 5.33% return. Over the past 10 years, F701.DE has outperformed XS7W.DE with an annualized return of 7.54%, while XS7W.DE has yielded a comparatively lower 3.57% 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%

XS7W.DE

1D
0.14%
1M
0.94%
6M
5.26%
YTD
5.33%
1Y
9.07%
3Y*
7.00%
5Y*
2.71%
10Y*
3.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

F701.DE vs. XS7W.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%
XS7W.DE
Xtrackers Portfolio Income UCITS ETF (Dist)
5.33%3.90%7.56%8.46%-12.92%8.31%1.80%14.68%-4.57%2.61%

Correlation

The correlation between F701.DE and XS7W.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.47

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

0.54

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

0.57

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

0.57

The correlation between F701.DE and XS7W.DE shifts across timeframes, from 0.40 (1 year) to 0.57 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

F701.DE vs. XS7W.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

XS7W.DE
XS7W.DE Risk / Return Rank: 5757
Overall Rank
XS7W.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
XS7W.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
XS7W.DE Omega Ratio Rank: 5757
Omega Ratio Rank
XS7W.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
XS7W.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.

F701.DE vs. XS7W.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 Income UCITS ETF (Dist) (XS7W.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.DEXS7W.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.30

1.29

+0.01

Calmar ratioReturn relative to maximum drawdown

4.34

2.15

+2.19

Martin ratioReturn relative to average drawdown

16.04

9.70

+6.34

F701.DE vs. XS7W.DE - Sharpe Ratio Comparison

The current F701.DE Sharpe Ratio is 1.78, which is comparable to the XS7W.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of F701.DE and XS7W.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. XS7W.DE - Drawdown Comparison

The maximum F701.DE drawdown since its inception was -23.47%, which is greater than XS7W.DE's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for F701.DE and XS7W.DE.


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Drawdown Indicators


F701.DEXS7W.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.47%

-17.71%

-5.76%

Max Drawdown (1Y)

Largest decline over 1 year

-5.01%

-4.20%

-0.81%

Max Drawdown (3Y)

Largest decline over 3 years

-14.45%

-7.31%

-7.14%

Max Drawdown (5Y)

Largest decline over 5 years

-14.45%

-17.08%

+2.63%

Max Drawdown (10Y)

Largest decline over 10 years

-23.47%

-17.52%

-5.95%

Current Drawdown

Current decline from peak

0.00%

-0.14%

+0.14%

Average Drawdown

Average peak-to-trough decline

-3.29%

-4.26%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.36%

0.93%

+0.43%

Volatility

F701.DE vs. XS7W.DE - Volatility Comparison

Amundi Multi-Asset Portfolio UCITS ETF (Dist) (F701.DE) has a higher volatility of 4.73% compared to Xtrackers Portfolio Income UCITS ETF (Dist) (XS7W.DE) at 1.58%. This indicates that F701.DE's price experiences larger fluctuations and is considered to be riskier than XS7W.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.DEXS7W.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

1.58%

+3.15%

Volatility (6M)

Calculated over the trailing 6-month period

9.32%

4.47%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

12.20%

5.94%

+6.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.36%

6.58%

+5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.68%

7.14%

+4.54%

F701.DE vs. XS7W.DE - Expense Ratio Comparison

F701.DE has a 0.41% expense ratio, which is lower than XS7W.DE's 0.65% expense ratio.


Dividends

F701.DE vs. XS7W.DE - Dividend Comparison

F701.DE's dividend yield for the trailing twelve months is around 1.16%, less than XS7W.DE's 2.86% yield.


PositionTTM2025202420232022202120202019201820172016
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%0.00%0.00%
XS7W.DE
Xtrackers Portfolio Income UCITS ETF (Dist)
2.86%5.42%0.00%0.00%1.37%0.80%2.20%1.91%0.64%1.13%1.40%

Frequently Asked Questions


F701.DE and XS7W.DE have a correlation of 0.40, 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 0.65% for XS7W.DE.

They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.41% for F701.DE and 0.65% for XS7W.DE.

Portfolio Optimizer

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