F702.DE vs. MODR.DE
F702.DE (Amundi Multi-Asset Portfolio Defensive 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, F702.DE returned 5.48%/yr vs 3.93%/yr for MODR.DE. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
F702.DE vs. MODR.DE - Performance Comparison
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Returns By Period
In the year-to-date period, F702.DE achieves a 5.66% return, which is significantly lower than MODR.DE's 6.71% return.
F702.DE
- 1D
- 0.14%
- 1M
- -0.15%
- 6M
- 5.67%
- YTD
- 5.66%
- 1Y
- 12.95%
- 3Y*
- 10.66%
- 5Y*
- 5.48%
- 10Y*
- —
MODR.DE
- 1D
- 0.15%
- 1M
- 0.29%
- 6M
- 6.54%
- YTD
- 6.71%
- 1Y
- 12.69%
- 3Y*
- 9.29%
- 5Y*
- 3.93%
- 10Y*
- —
F702.DE vs. MODR.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
F702.DE Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) | 5.66% | 11.87% | 10.77% | 8.69% | -10.51% | 7.98% | 3.55% |
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 F702.DE and MODR.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Sep 10, 2020 | 0.59 |
The correlation between F702.DE and MODR.DE shifts across timeframes, from 0.48 (3 years) to 0.59 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
F702.DE vs. MODR.DE — Risk / Return Rank
F702.DE
MODR.DE
F702.DE vs. MODR.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) (F702.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.
| F702.DE | MODR.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.44 | -0.46 |
| Martin ratioReturn relative to average drawdown | 7.85 | 10.15 | -2.30 |
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Drawdowns
F702.DE vs. MODR.DE - Drawdown Comparison
The maximum F702.DE drawdown since its inception was -16.81%, smaller than the maximum MODR.DE drawdown of -17.98%. Use the drawdown chart below to compare losses from any high point for F702.DE and MODR.DE.
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Drawdown Indicators
| F702.DE | MODR.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.81% | -17.98% | +1.17% |
Max Drawdown (1Y)Largest decline over 1 year | -6.51% | -5.18% | -1.33% |
Max Drawdown (3Y)Largest decline over 3 years | -6.83% | -10.57% | +3.74% |
Max Drawdown (5Y)Largest decline over 5 years | -13.81% | -17.98% | +4.17% |
Current DrawdownCurrent decline from peak | -1.49% | -0.44% | -1.05% |
Average DrawdownAverage peak-to-trough decline | -3.05% | -5.42% | +2.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.65% | 1.25% | +0.40% |
Volatility
F702.DE vs. MODR.DE - Volatility Comparison
Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) (F702.DE) has a higher volatility of 5.09% compared to iShares Moderate Portfolio UCITS ETF EUR (Acc) (MODR.DE) at 2.20%. This indicates that F702.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
| F702.DE | MODR.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 2.20% | +2.89% |
Volatility (6M)Calculated over the trailing 6-month period | 8.38% | 6.08% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.33% | 7.35% | +2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.46% | 8.16% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.68% | 8.27% | +0.41% |
Dividends
F702.DE vs. MODR.DE - Dividend Comparison
F702.DE's dividend yield for the trailing twelve months is around 1.27%, while MODR.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
F702.DE Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) | 1.27% | 1.34% | 1.10% | 0.96% | 0.80% | 0.76% | 0.75% | 0.34% | 0.63% |
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
F702.DE and MODR.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: Amundi and iShares.
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