LEEU.DE vs. XDRE.DE
LEEU.DE (Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist) and XDRE.DE (Xtrackers Developed Green Real Estate ESG UCITS ETF 1C) are both REIT funds - LEEU.DE tracks the FTSE EPRA/NAREIT Developed Europe while XDRE.DE tracks the Dow Jones Developed Green Real Estate Index. Both are passively managed. Over the past year, LEEU.DE returned -2.90% vs 9.66% for XDRE.DE. A 0.59 correlation means they provide meaningful diversification when combined. LEEU.DE charges 0.30%/yr vs 0.18%/yr for XDRE.DE.
Performance
LEEU.DE vs. XDRE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, LEEU.DE achieves a -1.07% return, which is significantly lower than XDRE.DE's 7.27% return.
LEEU.DE
- 1D
- 0.53%
- 1M
- -2.85%
- YTD
- -1.07%
- 6M
- 0.10%
- 1Y
- -2.90%
- 3Y*
- 6.48%
- 5Y*
- -4.92%
- 10Y*
- -0.33%
XDRE.DE
- 1D
- 0.41%
- 1M
- -0.85%
- YTD
- 7.27%
- 6M
- 6.89%
- 1Y
- 9.66%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
LEEU.DE vs. XDRE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
LEEU.DE Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist | -1.07% | 6.43% | -2.06% |
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C | 7.27% | -2.46% | -3.63% |
Correlation
The correlation between LEEU.DE and XDRE.DE is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2024 | 0.59 |
The correlation between LEEU.DE and XDRE.DE has been stable across timeframes, ranging from 0.59 to 0.61 - a consistent structural relationship.
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Return for Risk
LEEU.DE vs. XDRE.DE — Risk / Return Rank
LEEU.DE
XDRE.DE
LEEU.DE vs. XDRE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) and Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.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.
| LEEU.DE | XDRE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.03 | ||
| Sortino ratioReturn per unit of downside risk | -1.40 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.15 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | 1.41 | -1.59 |
| Martin ratioReturn relative to average drawdown | -0.46 | 4.22 | -4.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LEEU.DE | XDRE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.18 | 0.86 | -1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.04 | +0.15 |
Drawdowns
LEEU.DE vs. XDRE.DE - Drawdown Comparison
The maximum LEEU.DE drawdown since its inception was -48.13%, which is greater than XDRE.DE's maximum drawdown of -20.91%. Use the drawdown chart below to compare losses from any high point for LEEU.DE and XDRE.DE.
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Drawdown Indicators
| LEEU.DE | XDRE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.13% | -20.91% | -27.22% |
Max Drawdown (1Y)Largest decline over 1 year | -15.66% | -6.79% | -8.87% |
Max Drawdown (3Y)Largest decline over 3 years | -21.66% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -48.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -48.13% | — | — |
Current DrawdownCurrent decline from peak | -29.86% | -2.81% | -27.05% |
Average DrawdownAverage peak-to-trough decline | -14.36% | -8.22% | -6.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.27% | 2.27% | +4.00% |
Volatility
LEEU.DE vs. XDRE.DE - Volatility Comparison
Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist (LEEU.DE) has a higher volatility of 4.58% compared to Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) at 2.92%. This indicates that LEEU.DE's price experiences larger fluctuations and is considered to be riskier than XDRE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LEEU.DE | XDRE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.58% | 2.92% | +1.66% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 8.43% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 11.17% | +4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.81% | 14.01% | +7.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 14.01% | +6.08% |
LEEU.DE vs. XDRE.DE - Expense Ratio Comparison
LEEU.DE has a 0.30% expense ratio, which is higher than XDRE.DE's 0.18% expense ratio.
Dividends
LEEU.DE vs. XDRE.DE - Dividend Comparison
LEEU.DE's dividend yield for the trailing twelve months is around 2.77%, while XDRE.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LEEU.DE Amundi FTSE EPRA Europe Real Estate UCITS ETF Dist | 2.77% | 2.74% | 4.56% | 4.24% | 3.83% | 2.42% | 2.75% | 3.13% | 4.02% | 3.18% | 3.62% | 3.20% |
XDRE.DE Xtrackers Developed Green Real Estate ESG UCITS ETF 1C | 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
LEEU.DE and XDRE.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for LEEU.DE.
LEEU.DE tracks FTSE EPRA/NAREIT Developed Europe, while XDRE.DE tracks Dow Jones Developed Green Real Estate Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.30% for LEEU.DE and 0.18% for XDRE.DE.
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