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IUS6.DE vs. ECR1.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IUS6.DE vs. ECR1.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Covered Bond UCITS ETF (IUS6.DE) and Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE). The values are adjusted to include any dividend payments, if applicable.

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IUS6.DE vs. ECR1.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IUS6.DE
iShares Euro Covered Bond UCITS ETF
-0.26%2.11%2.85%5.72%-13.52%-1.14%
ECR1.DE
Amundi Euro Corporate 0-1Y ESG UCITS ETF
0.39%2.49%3.92%3.16%-0.51%-0.31%

Returns By Period

In the year-to-date period, IUS6.DE achieves a -0.26% return, which is significantly lower than ECR1.DE's 0.39% return.


IUS6.DE

1D
0.16%
1M
-1.38%
YTD
-0.26%
6M
-0.09%
1Y
1.27%
3Y*
3.00%
5Y*
-1.11%
10Y*
-0.15%

ECR1.DE

1D
0.04%
1M
0.04%
YTD
0.39%
6M
0.92%
1Y
2.18%
3Y*
3.14%
5Y*
1.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IUS6.DE vs. ECR1.DE - Expense Ratio Comparison

IUS6.DE has a 0.20% expense ratio, which is higher than ECR1.DE's 0.08% 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%.


Return for Risk

IUS6.DE vs. ECR1.DE — Risk / Return Rank

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

IUS6.DE
IUS6.DE Risk / Return Rank: 2525
Overall Rank
IUS6.DE Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
IUS6.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
IUS6.DE Omega Ratio Rank: 2222
Omega Ratio Rank
IUS6.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
IUS6.DE Martin Ratio Rank: 2727
Martin Ratio Rank

ECR1.DE
ECR1.DE Risk / Return Rank: 9999
Overall Rank
ECR1.DE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ECR1.DE Sortino Ratio Rank: 9999
Sortino Ratio Rank
ECR1.DE Omega Ratio Rank: 9898
Omega Ratio Rank
ECR1.DE Calmar Ratio Rank: 9999
Calmar Ratio Rank
ECR1.DE Martin Ratio Rank: 9999
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.

IUS6.DE vs. ECR1.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Covered Bond UCITS ETF (IUS6.DE) and Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.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.


IUS6.DEECR1.DEDifference

Sharpe ratio

Return per unit of total volatility

0.54

3.77

-3.24

Sortino ratio

Return per unit of downside risk

0.75

6.36

-5.62

Omega ratio

Gain probability vs. loss probability

1.09

1.83

-0.74

Calmar ratio

Return relative to maximum drawdown

0.61

13.38

-12.77

Martin ratio

Return relative to average drawdown

2.56

73.41

-70.85

IUS6.DE vs. ECR1.DE - Sharpe Ratio Comparison

The current IUS6.DE Sharpe Ratio is 0.54, which is lower than the ECR1.DE Sharpe Ratio of 3.77. The chart below compares the historical Sharpe Ratios of IUS6.DE and ECR1.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IUS6.DEECR1.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

3.77

-3.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.29

2.80

-3.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

2.81

-2.49

Correlation

The correlation between IUS6.DE and ECR1.DE is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

IUS6.DE vs. ECR1.DE - Dividend Comparison

IUS6.DE's dividend yield for the trailing twelve months is around 2.17%, while ECR1.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
IUS6.DE
iShares Euro Covered Bond UCITS ETF
2.17%2.03%1.51%0.90%0.29%0.26%0.35%0.47%0.60%0.64%0.97%0.62%
ECR1.DE
Amundi Euro Corporate 0-1Y ESG UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IUS6.DE vs. ECR1.DE - Drawdown Comparison

The maximum IUS6.DE drawdown since its inception was -16.47%, which is greater than ECR1.DE's maximum drawdown of -1.49%. Use the drawdown chart below to compare losses from any high point for IUS6.DE and ECR1.DE.


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Drawdown Indicators


IUS6.DEECR1.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-1.49%

-14.98%

Max Drawdown (1Y)

Largest decline over 1 year

-2.22%

-0.16%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-15.57%

-1.49%

-14.08%

Max Drawdown (10Y)

Largest decline over 10 years

-16.47%

Current Drawdown

Current decline from peak

-6.88%

0.00%

-6.88%

Average Drawdown

Average peak-to-trough decline

-3.68%

-0.28%

-3.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.53%

0.03%

+0.50%

Volatility

IUS6.DE vs. ECR1.DE - Volatility Comparison

iShares Euro Covered Bond UCITS ETF (IUS6.DE) has a higher volatility of 1.07% compared to Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE) at 0.15%. This indicates that IUS6.DE's price experiences larger fluctuations and is considered to be riskier than ECR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUS6.DEECR1.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.07%

0.15%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

1.70%

0.34%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

2.36%

0.58%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.79%

0.63%

+3.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.14%

0.64%

+2.50%