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HGGA.DE vs. AHYH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGGA.DE vs. AHYH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) and Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.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, HGGA.DE achieves a 1.31% return, which is significantly higher than AHYH.DE's -0.20% return.


HGGA.DE

1D
0.00%
1M
0.50%
YTD
1.31%
6M
0.88%
1Y
0.39%
3Y*
0.90%
5Y*
10Y*

AHYH.DE

1D
-0.01%
1M
0.03%
YTD
-0.20%
6M
-0.02%
1Y
1.25%
3Y*
2.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGGA.DE vs. AHYH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HGGA.DE
HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF
1.31%-4.17%5.69%0.16%-4.13%
AHYH.DE
Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR
-0.20%3.12%2.55%3.20%0.34%

Correlation

The correlation between HGGA.DE and AHYH.DE is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2022

0.05

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Return for Risk

HGGA.DE vs. AHYH.DE — Risk / Return Rank

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

HGGA.DE
HGGA.DE Risk / Return Rank: 99
Overall Rank
HGGA.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
HGGA.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
HGGA.DE Omega Ratio Rank: 99
Omega Ratio Rank
HGGA.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
HGGA.DE Martin Ratio Rank: 1010
Martin Ratio Rank

AHYH.DE
AHYH.DE Risk / Return Rank: 1616
Overall Rank
AHYH.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AHYH.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
AHYH.DE Omega Ratio Rank: 1515
Omega Ratio Rank
AHYH.DE Calmar Ratio Rank: 1717
Calmar Ratio Rank
AHYH.DE Martin Ratio Rank: 1818
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.

HGGA.DE vs. AHYH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) and Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.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.


HGGA.DEAHYH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.52

Omega ratioGain probability vs. loss probability

1.01

1.08

-0.07

Calmar ratioReturn relative to maximum drawdown

0.08

0.65

-0.56

Martin ratioReturn relative to average drawdown

0.17

1.89

-1.72

HGGA.DE vs. AHYH.DE - Sharpe Ratio Comparison

The current HGGA.DE Sharpe Ratio is 0.05, which is lower than the AHYH.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of HGGA.DE and AHYH.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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Sharpe Ratios by Period


HGGA.DEAHYH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

0.45

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.80

-0.76

Drawdowns

HGGA.DE vs. AHYH.DE - Drawdown Comparison

The maximum HGGA.DE drawdown since its inception was -8.58%, which is greater than AHYH.DE's maximum drawdown of -1.86%. Use the drawdown chart below to compare losses from any high point for HGGA.DE and AHYH.DE.


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Drawdown Indicators


HGGA.DEAHYH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-8.58%

-1.86%

-6.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.04%

-1.59%

-0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-6.78%

-1.59%

-5.19%

Current Drawdown

Current decline from peak

-4.56%

-0.94%

-3.62%

Average Drawdown

Average peak-to-trough decline

-4.18%

-0.49%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

0.55%

+0.47%

Volatility

HGGA.DE vs. AHYH.DE - Volatility Comparison

The current volatility for HSBC Bloomberg Global Sustainable Aggregate 1-3 Year Bond UCITS ETF (HGGA.DE) is 0.53%, while Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE) has a volatility of 0.61%. This indicates that HGGA.DE experiences smaller price fluctuations and is considered to be less risky than AHYH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HGGA.DEAHYH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

0.61%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.33%

2.00%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

3.42%

2.27%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.98%

3.07%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.98%

3.07%

+1.91%

HGGA.DE vs. AHYH.DE - Expense Ratio Comparison

HGGA.DE has a 0.18% expense ratio, which is higher than AHYH.DE's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HGGA.DE vs. AHYH.DE - Dividend Comparison

Neither HGGA.DE nor AHYH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HGGA.DE and AHYH.DE have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AHYH.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AHYH.DE is cheaper with a 0.16% expense ratio, compared with 0.18% for HGGA.DE.

HGGA.DE tracks Bloomberg MSCI Global Aggregate 1-3 SRI Carbon ESG-Weighted, while AHYH.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI 1-5 Year Sector Neutral (EUR Hedged). They also come from different issuers: HSBC and Amundi. Their fees differ too: 0.18% for HGGA.DE and 0.16% for AHYH.DE.

Portfolio Optimizer

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