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F702.DE vs. XS7W.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

F702.DE vs. XS7W.DE

Last updated Jul 4, 2026
See Documentation

F702.DE (Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist)) and XS7W.DE (Xtrackers Portfolio Income UCITS ETF (Dist)) are both Global Allocation funds. Both are actively managed. Over the past 5 years, F702.DE returned 5.48%/yr vs 2.71%/yr for XS7W.DE. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

F702.DE vs. XS7W.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) (F702.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, F702.DE achieves a 5.66% return, which is significantly higher than XS7W.DE's 5.33% 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*
—

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)

F702.DE vs. XS7W.DE - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
F702.DE
Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist)		5.66%11.87%10.77%8.69%-10.51%7.98%4.12%13.10%-2.04%
XS7W.DE
Xtrackers Portfolio Income UCITS ETF (Dist)		5.33%3.90%7.56%8.46%-12.92%8.31%1.80%14.68%-2.17%

Correlation

The correlation between F702.DE and XS7W.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.37

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

0.40

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

0.47

Correlation (All Time)
Calculated using the full available price history since Mar 7, 2018

0.54

The correlation between F702.DE and XS7W.DE shifts across timeframes, from 0.37 (1 year) to 0.54 (all time), reflecting how their relationship changes across market environments.

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Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist)

Xtrackers Portfolio Income UCITS ETF (Dist)

Return for Risk

F702.DE vs. XS7W.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
F702.DE
F702.DE Risk / Return Rank: 4545
Overall Rank
F702.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
F702.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
F702.DE Omega Ratio Rank: 4242
Omega Ratio Rank
F702.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
F702.DE Martin Ratio Rank: 5454
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.

F702.DE vs. XS7W.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 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.

F702.DEXS7W.DEDifference
Sharpe ratioReturn per unit of total volatility
1.25
1.52

-0.27

Sortino ratioReturn per unit of downside risk
1.82
2.31

-0.49

Omega ratioGain probability vs. loss probability

1.23

1.29

-0.06

Calmar ratioReturn relative to maximum drawdown

1.98

2.15

-0.17

Martin ratioReturn relative to average drawdown

7.85

9.70

-1.85

F702.DE vs. XS7W.DE - Sharpe Ratio Comparison

The current F702.DE Sharpe Ratio is 1.25, which is comparable to the XS7W.DE Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of F702.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

F702.DE vs. XS7W.DE - Drawdown Comparison

The maximum F702.DE drawdown since its inception was -16.81%, smaller than the maximum XS7W.DE drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for F702.DE and XS7W.DE.

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Drawdown Indicators

F702.DEXS7W.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.81%

-17.71%

+0.90%

Max Drawdown (1Y)

Largest decline over 1 year

-6.51%

-4.20%

-2.31%

Max Drawdown (3Y)

Largest decline over 3 years

-6.83%

-7.31%

+0.48%

Max Drawdown (5Y)

Largest decline over 5 years

-13.81%

-17.08%

+3.27%

Max Drawdown (10Y)

Largest decline over 10 years

—

-17.52%

—

Current Drawdown

Current decline from peak

-1.49%

-0.14%

-1.35%

Average Drawdown

Average peak-to-trough decline

-3.05%

-4.26%

+1.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.93%

+0.72%

Volatility

F702.DE vs. XS7W.DE - Volatility Comparison

Amundi Multi-Asset Portfolio Defensive UCITS ETF (Dist) (F702.DE) has a higher volatility of 5.09% compared to Xtrackers Portfolio Income UCITS ETF (Dist) (XS7W.DE) at 1.58%. This indicates that F702.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

F702.DEXS7W.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

1.58%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

8.38%

4.47%

+3.91%

Volatility (1Y)

Calculated over the trailing 1-year period

10.33%

5.94%

+4.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.46%

6.58%

+1.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.68%

7.14%

+1.54%

Dividends

F702.DE vs. XS7W.DE - Dividend Comparison

F702.DE's dividend yield for the trailing twelve months is around 1.27%, less than XS7W.DE's 2.86% yield.

PositionTTM2025202420232022202120202019201820172016
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%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

F702.DE and XS7W.DE have a correlation of 0.37, 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 Xtrackers.

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