PortfoliosLab logoPortfoliosLab logo
KLMT.DE vs. XCO2.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KLMT.DE vs. XCO2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE) and Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

KLMT.DE vs. XCO2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
KLMT.DE
Amundi Global Aggregate Green Bond UCITS ETF Acc
0.16%-0.22%3.21%6.84%-18.17%-1.90%0.72%
XCO2.DE
Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc
-0.23%1.13%4.41%5.82%-15.31%-2.31%1.42%

Returns By Period

In the year-to-date period, KLMT.DE achieves a 0.16% return, which is significantly higher than XCO2.DE's -0.23% return.


KLMT.DE

1D
0.66%
1M
-1.41%
YTD
0.16%
6M
0.18%
1Y
0.74%
3Y*
2.74%
5Y*
-2.01%
10Y*

XCO2.DE

1D
0.43%
1M
-1.39%
YTD
-0.23%
6M
0.36%
1Y
0.96%
3Y*
3.20%
5Y*
-1.13%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KLMT.DE vs. XCO2.DE - Expense Ratio Comparison

KLMT.DE has a 0.25% expense ratio, which is higher than XCO2.DE's 0.15% 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

KLMT.DE vs. XCO2.DE — Risk / Return Rank

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

KLMT.DE
KLMT.DE Risk / Return Rank: 1616
Overall Rank
KLMT.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
KLMT.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
KLMT.DE Omega Ratio Rank: 1313
Omega Ratio Rank
KLMT.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
KLMT.DE Martin Ratio Rank: 2020
Martin Ratio Rank

XCO2.DE
XCO2.DE Risk / Return Rank: 2020
Overall Rank
XCO2.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
XCO2.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
XCO2.DE Omega Ratio Rank: 1717
Omega Ratio Rank
XCO2.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
XCO2.DE Martin Ratio Rank: 2323
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.

KLMT.DE vs. XCO2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE) and Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.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.


KLMT.DEXCO2.DEDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.38

-0.17

Sortino ratio

Return per unit of downside risk

0.30

0.55

-0.24

Omega ratio

Gain probability vs. loss probability

1.04

1.06

-0.03

Calmar ratio

Return relative to maximum drawdown

0.37

0.48

-0.11

Martin ratio

Return relative to average drawdown

1.40

2.00

-0.60

KLMT.DE vs. XCO2.DE - Sharpe Ratio Comparison

The current KLMT.DE Sharpe Ratio is 0.20, which is lower than the XCO2.DE Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of KLMT.DE and XCO2.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.


Loading graphics...

Sharpe Ratios by Period


KLMT.DEXCO2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.38

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

-0.23

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.27

-0.19

-0.08

Correlation

The correlation between KLMT.DE and XCO2.DE is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

KLMT.DE vs. XCO2.DE - Dividend Comparison

Neither KLMT.DE nor XCO2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KLMT.DE vs. XCO2.DE - Drawdown Comparison

The maximum KLMT.DE drawdown since its inception was -21.03%, which is greater than XCO2.DE's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for KLMT.DE and XCO2.DE.


Loading graphics...

Drawdown Indicators


KLMT.DEXCO2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.03%

-17.90%

-3.13%

Max Drawdown (1Y)

Largest decline over 1 year

-3.19%

-2.36%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-20.36%

-17.26%

-3.10%

Current Drawdown

Current decline from peak

-12.30%

-8.45%

-3.85%

Average Drawdown

Average peak-to-trough decline

-10.82%

-8.64%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.84%

0.56%

+0.28%

Volatility

KLMT.DE vs. XCO2.DE - Volatility Comparison

Amundi Global Aggregate Green Bond UCITS ETF Acc (KLMT.DE) has a higher volatility of 1.78% compared to Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) at 1.14%. This indicates that KLMT.DE's price experiences larger fluctuations and is considered to be riskier than XCO2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


KLMT.DEXCO2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.78%

1.14%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

2.51%

1.72%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

3.70%

2.55%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

4.88%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.77%

5.29%

+1.48%