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IS0M.DE vs. KX1G.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS0M.DE vs. KX1G.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.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, IS0M.DE achieves a -0.32% return, which is significantly lower than KX1G.DE's 0.22% return. Over the past 10 years, IS0M.DE has outperformed KX1G.DE with an annualized return of 0.92%, while KX1G.DE has yielded a comparatively lower 0.22% annualized return.


IS0M.DE

1D
0.01%
1M
0.82%
YTD
-0.32%
6M
-0.34%
1Y
0.84%
3Y*
4.15%
5Y*
-0.79%
10Y*
0.92%

KX1G.DE

1D
0.13%
1M
0.66%
YTD
0.22%
6M
0.10%
1Y
0.45%
3Y*
3.02%
5Y*
-1.81%
10Y*
0.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS0M.DE vs. KX1G.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IS0M.DE
iShares Italy Government Bond UCITS ETF EUR Dist
-0.32%3.07%4.66%9.14%-17.24%-2.99%7.54%10.45%-1.48%0.31%
KX1G.DE
Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR
0.22%1.21%2.65%7.57%-18.42%-3.38%5.42%8.82%0.15%0.54%

Correlation

The correlation between IS0M.DE and KX1G.DE is 0.92, 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

0.92

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

0.93

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

0.94

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jul 25, 2012

0.84

The correlation between IS0M.DE and KX1G.DE shifts across timeframes, from 0.84 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

IS0M.DE vs. KX1G.DE — Risk / Return Rank

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

IS0M.DE
IS0M.DE Risk / Return Rank: 1111
Overall Rank
IS0M.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
IS0M.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
IS0M.DE Omega Ratio Rank: 1010
Omega Ratio Rank
IS0M.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
IS0M.DE Martin Ratio Rank: 1212
Martin Ratio Rank

KX1G.DE
KX1G.DE Risk / Return Rank: 1010
Overall Rank
KX1G.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KX1G.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
KX1G.DE Omega Ratio Rank: 99
Omega Ratio Rank
KX1G.DE Calmar Ratio Rank: 1010
Calmar Ratio Rank
KX1G.DE Martin Ratio Rank: 1111
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.

IS0M.DE vs. KX1G.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) and Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.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.


IS0M.DEKX1G.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.03

1.02

+0.01

Calmar ratioReturn relative to maximum drawdown

0.19

0.13

+0.07

Martin ratioReturn relative to average drawdown

0.58

0.34

+0.25

IS0M.DE vs. KX1G.DE - Sharpe Ratio Comparison

The current IS0M.DE Sharpe Ratio is 0.17, which is higher than the KX1G.DE Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of IS0M.DE and KX1G.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


IS0M.DEKX1G.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

0.10

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

-0.27

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.04

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.41

+0.08

Drawdowns

IS0M.DE vs. KX1G.DE - Drawdown Comparison

The maximum IS0M.DE drawdown since its inception was -21.08%, smaller than the maximum KX1G.DE drawdown of -22.43%. Use the drawdown chart below to compare losses from any high point for IS0M.DE and KX1G.DE.


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Drawdown Indicators


IS0M.DEKX1G.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.08%

-22.43%

+1.35%

Max Drawdown (1Y)

Largest decline over 1 year

-4.28%

-3.54%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-4.42%

-4.22%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-20.85%

-21.59%

+0.74%

Max Drawdown (10Y)

Largest decline over 10 years

-21.08%

-22.43%

+1.35%

Current Drawdown

Current decline from peak

-6.33%

-12.10%

+5.77%

Average Drawdown

Average peak-to-trough decline

-5.53%

-6.69%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.34%

+0.09%

Volatility

IS0M.DE vs. KX1G.DE - Volatility Comparison

iShares Italy Government Bond UCITS ETF EUR Dist (IS0M.DE) has a higher volatility of 1.99% compared to Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR (KX1G.DE) at 1.76%. This indicates that IS0M.DE's price experiences larger fluctuations and is considered to be riskier than KX1G.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS0M.DEKX1G.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.99%

1.76%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.25%

3.80%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.84%

4.57%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.80%

6.66%

+0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.73%

5.94%

+0.79%

IS0M.DE vs. KX1G.DE - Expense Ratio Comparison

IS0M.DE has a 0.20% expense ratio, which is higher than KX1G.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

IS0M.DE vs. KX1G.DE - Dividend Comparison

IS0M.DE's dividend yield for the trailing twelve months is around 2.83%, while KX1G.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IS0M.DE
iShares Italy Government Bond UCITS ETF EUR Dist
2.83%2.82%2.66%2.10%1.05%0.74%0.98%1.45%1.37%1.37%1.47%1.83%
KX1G.DE
Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, IS0M.DE and KX1G.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, KX1G.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

KX1G.DE is cheaper with a 0.14% expense ratio, compared with 0.20% for IS0M.DE.

IS0M.DE tracks Bloomberg Italy Treasury Bond, while KX1G.DE tracks FTSE Lowest-Rated Eurozone Government Bond Investment Grade. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.20% for IS0M.DE and 0.14% for KX1G.DE.

Portfolio Optimizer

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