PortfoliosLab logoPortfoliosLab logo
MACV.DE vs. F701.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MACV.DE vs. F701.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.DE) and Amundi Multi-Asset Portfolio UCITS ETF (Dist) (F701.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, MACV.DE achieves a 3.65% return, which is significantly lower than F701.DE's 13.63% return.


MACV.DE

1D
0.00%
1M
0.19%
6M
3.65%
YTD
3.65%
1Y
6.72%
3Y*
5.11%
5Y*
0.68%
10Y*

F701.DE

1D
1.11%
1M
1.29%
6M
13.08%
YTD
13.63%
1Y
21.80%
3Y*
12.59%
5Y*
6.97%
10Y*
7.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MACV.DE vs. F701.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MACV.DE
iShares Conservative Portfolio UCITS ETF EUR (Acc)
3.65%4.83%3.33%5.02%-13.58%3.11%2.65%
F701.DE
Amundi Multi-Asset Portfolio UCITS ETF (Dist)
13.63%10.07%10.15%7.70%-9.59%16.55%6.10%

Correlation

The correlation between MACV.DE and F701.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.45

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

0.44

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

0.46

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2020

0.46

Compare stocks, funds, or ETFs

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


Return for Risk

MACV.DE vs. F701.DE — Risk / Return Rank

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

MACV.DE
MACV.DE Risk / Return Rank: 4545
Overall Rank
MACV.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MACV.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
MACV.DE Omega Ratio Rank: 4646
Omega Ratio Rank
MACV.DE Calmar Ratio Rank: 3939
Calmar Ratio Rank
MACV.DE Martin Ratio Rank: 5252
Martin Ratio Rank

F701.DE
F701.DE Risk / Return Rank: 7575
Overall Rank
F701.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
F701.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
F701.DE Omega Ratio Rank: 6060
Omega Ratio Rank
F701.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
F701.DE Martin Ratio Rank: 8989
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.

MACV.DE vs. F701.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.DE) and Amundi Multi-Asset Portfolio UCITS ETF (Dist) (F701.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.


MACV.DEF701.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.51

Sortino ratioReturn per unit of downside risk

-0.68

Omega ratioGain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

1.69

4.34

-2.64

Martin ratioReturn relative to average drawdown

7.43

16.04

-8.60

MACV.DE vs. F701.DE - Sharpe Ratio Comparison

The current MACV.DE Sharpe Ratio is 1.27, which is comparable to the F701.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of MACV.DE and F701.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.


Loading charts...

Drawdowns

MACV.DE vs. F701.DE - Drawdown Comparison

The maximum MACV.DE drawdown since its inception was -15.57%, smaller than the maximum F701.DE drawdown of -23.47%. Use the drawdown chart below to compare losses from any high point for MACV.DE and F701.DE.


Loading charts...

Drawdown Indicators


MACV.DEF701.DEDifference

Max Drawdown

Largest peak-to-trough decline

-15.57%

-23.47%

+7.90%

Max Drawdown (1Y)

Largest decline over 1 year

-3.95%

-5.01%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-3.95%

-14.45%

+10.50%

Max Drawdown (5Y)

Largest decline over 5 years

-15.57%

-14.45%

-1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-23.47%

Current Drawdown

Current decline from peak

-0.37%

0.00%

-0.37%

Average Drawdown

Average peak-to-trough decline

-6.32%

-3.29%

-3.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

1.36%

-0.46%

Volatility

MACV.DE vs. F701.DE - Volatility Comparison

The current volatility for iShares Conservative Portfolio UCITS ETF EUR (Acc) (MACV.DE) is 1.73%, while Amundi Multi-Asset Portfolio UCITS ETF (Dist) (F701.DE) has a volatility of 4.73%. This indicates that MACV.DE experiences smaller price fluctuations and is considered to be less risky than F701.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MACV.DEF701.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.73%

4.73%

-3.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

9.32%

-4.69%

Volatility (1Y)

Calculated over the trailing 1-year period

5.26%

12.20%

-6.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.25%

12.36%

-7.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.23%

11.68%

-6.45%

MACV.DE vs. F701.DE - Expense Ratio Comparison

MACV.DE has a 0.25% expense ratio, which is lower than F701.DE's 0.41% expense ratio.


Dividends

MACV.DE vs. F701.DE - Dividend Comparison

MACV.DE has not paid dividends to shareholders, while F701.DE's dividend yield for the trailing twelve months is around 1.16%.


PositionTTM20252024202320222021202020192018
F701.DE
Amundi Multi-Asset Portfolio UCITS ETF (Dist)
1.16%1.32%1.01%2.02%1.46%0.91%1.16%0.32%0.65%
MACV.DE
iShares Conservative Portfolio UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MACV.DE and F701.DE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MACV.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MACV.DE is cheaper with a 0.25% expense ratio, compared with 0.41% for F701.DE.

They also come from different issuers: iShares and Amundi. Their fees differ too: 0.25% for MACV.DE and 0.41% for F701.DE.

Portfolio Optimizer

Find the right allocation for MACV.DE and F701.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer