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MTDD.DE vs. D5BB.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTDD.DE vs. D5BB.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) and Xtrackers II Germany Government Bond UCITS ETF (D5BB.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, MTDD.DE achieves a 0.11% return, which is significantly higher than D5BB.DE's -0.06% return. Over the past 10 years, MTDD.DE has outperformed D5BB.DE with an annualized return of -0.01%, while D5BB.DE has yielded a comparatively lower -1.28% annualized return.


MTDD.DE

1D
0.04%
1M
-0.00%
YTD
0.11%
6M
0.13%
1Y
0.75%
3Y*
2.73%
5Y*
-2.13%
10Y*
-0.01%

D5BB.DE

1D
0.09%
1M
-0.02%
YTD
-0.06%
6M
-0.23%
1Y
-0.99%
3Y*
0.85%
5Y*
-3.03%
10Y*
-1.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTDD.DE vs. D5BB.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
0.11%1.75%1.15%8.48%-19.28%-2.83%3.93%6.98%1.40%0.91%
D5BB.DE
Xtrackers II Germany Government Bond UCITS ETF
-0.06%-1.48%0.17%5.19%-17.79%-2.56%2.70%2.83%2.38%-1.64%

Correlation

The correlation between MTDD.DE and D5BB.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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 Jan 20, 2010

0.72

Over the past year, MTDD.DE and D5BB.DE have become more correlated (0.96) than their long-term average of 0.72, meaning their price movements have been converging.

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Return for Risk

MTDD.DE vs. D5BB.DE — Risk / Return Rank

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

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

D5BB.DE
D5BB.DE Risk / Return Rank: 55
Overall Rank
D5BB.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
D5BB.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
D5BB.DE Omega Ratio Rank: 55
Omega Ratio Rank
D5BB.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
D5BB.DE Martin Ratio Rank: 44
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.

MTDD.DE vs. D5BB.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) and Xtrackers II Germany Government Bond UCITS ETF (D5BB.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.


MTDD.DED5BB.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.61

Omega ratioGain probability vs. loss probability

1.01

0.94

+0.07

Calmar ratioReturn relative to maximum drawdown

0.06

-0.48

+0.54

Martin ratioReturn relative to average drawdown

0.16

-1.00

+1.16

MTDD.DE vs. D5BB.DE - Sharpe Ratio Comparison

The current MTDD.DE Sharpe Ratio is 0.05, which is higher than the D5BB.DE Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of MTDD.DE and D5BB.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


MTDD.DED5BB.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

-0.37

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.30

-0.49

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

-0.24

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.17

+0.26

Drawdowns

MTDD.DE vs. D5BB.DE - Drawdown Comparison

The maximum MTDD.DE drawdown since its inception was -22.48%, smaller than the maximum D5BB.DE drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for MTDD.DE and D5BB.DE.


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Drawdown Indicators


MTDD.DED5BB.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-23.86%

+1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-4.13%

-2.88%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-4.42%

-4.96%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-21.18%

-1.00%

Max Drawdown (10Y)

Largest decline over 10 years

-22.48%

-23.86%

+1.38%

Current Drawdown

Current decline from peak

-12.65%

-19.30%

+6.65%

Average Drawdown

Average peak-to-trough decline

-5.55%

-6.98%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.39%

+0.14%

Volatility

MTDD.DE vs. D5BB.DE - Volatility Comparison

Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) has a higher volatility of 2.06% compared to Xtrackers II Germany Government Bond UCITS ETF (D5BB.DE) at 1.45%. This indicates that MTDD.DE's price experiences larger fluctuations and is considered to be riskier than D5BB.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTDD.DED5BB.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

1.45%

+0.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

2.97%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

4.96%

3.70%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.09%

6.10%

+0.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.07%

5.26%

+0.81%

MTDD.DE vs. D5BB.DE - Expense Ratio Comparison

MTDD.DE has a 0.17% expense ratio, which is higher than D5BB.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%.


Dividends

MTDD.DE vs. D5BB.DE - Dividend Comparison

MTDD.DE's dividend yield for the trailing twelve months is around 2.68%, more than D5BB.DE's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
D5BB.DE
Xtrackers II Germany Government Bond UCITS ETF
1.70%1.58%1.36%1.13%1.79%1.15%0.00%0.00%0.00%0.56%0.00%0.77%
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
2.68%2.68%1.85%1.25%1.45%1.74%1.68%0.83%0.77%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, MTDD.DE and D5BB.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, D5BB.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

D5BB.DE is cheaper with a 0.15% expense ratio, compared with 0.17% for MTDD.DE.

MTDD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond, while D5BB.DE tracks iBoxx® EUR Germany. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.17% for MTDD.DE and 0.15% for D5BB.DE.

Portfolio Optimizer

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