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IEXA.DE vs. A4H8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEXA.DE vs. A4H8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) and Amundi Index Euro Corporate SRI UCITS ETF DR (C) (A4H8.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, IEXA.DE achieves a 1.30% return, which is significantly higher than A4H8.DE's 1.20% return.


IEXA.DE

1D
0.00%
1M
0.74%
YTD
1.30%
6M
1.48%
1Y
2.24%
3Y*
4.16%
5Y*
10Y*

A4H8.DE

1D
0.00%
1M
0.67%
YTD
1.20%
6M
1.38%
1Y
2.32%
3Y*
4.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEXA.DE vs. A4H8.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
IEXA.DE
iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc
1.30%2.47%3.54%7.38%-5.39%
A4H8.DE
Amundi Index Euro Corporate SRI UCITS ETF DR (C)
1.20%2.94%4.18%7.09%-5.45%

Correlation

The correlation between IEXA.DE and A4H8.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.83

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

0.88

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.86

The correlation between IEXA.DE and A4H8.DE has been stable across timeframes, ranging from 0.83 to 0.88 - a consistent structural relationship.

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Return for Risk

IEXA.DE vs. A4H8.DE — Risk / Return Rank

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

IEXA.DE
IEXA.DE Risk / Return Rank: 2121
Overall Rank
IEXA.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
IEXA.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
IEXA.DE Omega Ratio Rank: 2121
Omega Ratio Rank
IEXA.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
IEXA.DE Martin Ratio Rank: 2323
Martin Ratio Rank

A4H8.DE
A4H8.DE Risk / Return Rank: 2323
Overall Rank
A4H8.DE Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
A4H8.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
A4H8.DE Omega Ratio Rank: 2323
Omega Ratio Rank
A4H8.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
A4H8.DE Martin Ratio Rank: 2525
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.

IEXA.DE vs. A4H8.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) and Amundi Index Euro Corporate SRI UCITS ETF DR (C) (A4H8.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.


IEXA.DEA4H8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.14

1.15

-0.01

Calmar ratioReturn relative to maximum drawdown

0.87

0.92

-0.05

Martin ratioReturn relative to average drawdown

2.79

3.04

-0.24

IEXA.DE vs. A4H8.DE - Sharpe Ratio Comparison

The current IEXA.DE Sharpe Ratio is 0.69, which is comparable to the A4H8.DE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of IEXA.DE and A4H8.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

IEXA.DE vs. A4H8.DE - Drawdown Comparison

The maximum IEXA.DE drawdown since its inception was -9.06%, smaller than the maximum A4H8.DE drawdown of -11.35%. Use the drawdown chart below to compare losses from any high point for IEXA.DE and A4H8.DE.


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Drawdown Indicators


IEXA.DEA4H8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-9.06%

-11.35%

+2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-2.56%

-2.52%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-2.56%

-2.52%

-0.04%

Current Drawdown

Current decline from peak

0.00%

-0.03%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.24%

-3.44%

+1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.77%

+0.03%

Volatility

IEXA.DE vs. A4H8.DE - Volatility Comparison

iShares EUR Corporate Bond ex-Financials UCITS ETF EUR Acc (IEXA.DE) has a higher volatility of 0.78% compared to Amundi Index Euro Corporate SRI UCITS ETF DR (C) (A4H8.DE) at 0.72%. This indicates that IEXA.DE's price experiences larger fluctuations and is considered to be riskier than A4H8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEXA.DEA4H8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.72%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

2.60%

+0.17%

Volatility (1Y)

Calculated over the trailing 1-year period

3.26%

2.96%

+0.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.77%

4.89%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

4.89%

-0.12%

IEXA.DE vs. A4H8.DE - Expense Ratio Comparison

IEXA.DE has a 0.20% expense ratio, which is higher than A4H8.DE's 0.14% 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

IEXA.DE vs. A4H8.DE - Dividend Comparison

Neither IEXA.DE nor A4H8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IEXA.DE and A4H8.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, A4H8.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

A4H8.DE is cheaper with a 0.14% expense ratio, compared with 0.20% for IEXA.DE.

IEXA.DE tracks Bloomberg Euro Corporate ex-Financials Bond, while A4H8.DE tracks Bloomberg MSCI Euro Corporate ESG Sustainability SRI. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IEXA.DE and 0.14% for A4H8.DE.

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