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MTDD.DE vs. DE5A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTDD.DE vs. DE5A.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 Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.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 lower than DE5A.DE's 0.27% return. Over the past 10 years, MTDD.DE has outperformed DE5A.DE with an annualized return of -0.01%, while DE5A.DE has yielded a comparatively lower -1.18% 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%

DE5A.DE

1D
0.08%
1M
-0.09%
YTD
0.27%
6M
0.19%
1Y
-0.43%
3Y*
1.24%
5Y*
-3.17%
10Y*
-1.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTDD.DE vs. DE5A.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%
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
0.27%-0.65%-0.40%5.80%-19.06%-3.67%3.70%4.28%1.66%-0.73%

Correlation

The correlation between MTDD.DE and DE5A.DE is 0.98 - 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

0.98

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

0.98

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

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2011

0.82

The correlation between MTDD.DE and DE5A.DE shifts across timeframes, from 0.82 (all time) to 0.98 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MTDD.DE vs. DE5A.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

DE5A.DE
DE5A.DE Risk / Return Rank: 77
Overall Rank
DE5A.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DE5A.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
DE5A.DE Omega Ratio Rank: 66
Omega Ratio Rank
DE5A.DE Calmar Ratio Rank: 77
Calmar Ratio Rank
DE5A.DE Martin Ratio Rank: 66
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. DE5A.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 Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.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.DEDE5A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.01

0.97

+0.04

Calmar ratioReturn relative to maximum drawdown

0.06

-0.26

+0.32

Martin ratioReturn relative to average drawdown

0.16

-0.58

+0.74

MTDD.DE vs. DE5A.DE - Sharpe Ratio Comparison

The current MTDD.DE Sharpe Ratio is 0.05, which is higher than the DE5A.DE Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of MTDD.DE and DE5A.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.DEDE5A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.05

-0.20

+0.25

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

-0.22

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.22

+0.21

Drawdowns

MTDD.DE vs. DE5A.DE - Drawdown Comparison

The maximum MTDD.DE drawdown since its inception was -22.48%, smaller than the maximum DE5A.DE drawdown of -24.92%. Use the drawdown chart below to compare losses from any high point for MTDD.DE and DE5A.DE.


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Drawdown Indicators


MTDD.DEDE5A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-24.92%

+2.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.13%

-3.13%

-1.00%

Max Drawdown (3Y)

Largest decline over 3 years

-4.42%

-4.45%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-22.78%

+0.60%

Max Drawdown (10Y)

Largest decline over 10 years

-22.48%

-24.92%

+2.44%

Current Drawdown

Current decline from peak

-12.65%

-19.43%

+6.78%

Average Drawdown

Average peak-to-trough decline

-5.55%

-7.30%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

1.42%

+0.11%

Volatility

MTDD.DE vs. DE5A.DE - Volatility Comparison

Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) has a higher volatility of 2.06% compared to Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) at 1.71%. This indicates that MTDD.DE's price experiences larger fluctuations and is considered to be riskier than DE5A.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.DEDE5A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.06%

1.71%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

4.19%

3.44%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

4.96%

4.19%

+0.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.09%

6.45%

+0.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.07%

5.37%

+0.70%

MTDD.DE vs. DE5A.DE - Expense Ratio Comparison

MTDD.DE has a 0.17% expense ratio, which is higher than DE5A.DE's 0.14% 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. DE5A.DE - Dividend Comparison

MTDD.DE's dividend yield for the trailing twelve months is around 2.68%, while DE5A.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Frequently Asked Questions


With a correlation of 0.98, MTDD.DE and DE5A.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, DE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.17% for MTDD.DE.

MTDD.DE tracks Bloomberg Euro Treasury 50bn 7-10 Year Bond, while DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond. Their fees differ too: 0.17% for MTDD.DE and 0.14% for DE5A.DE.

Portfolio Optimizer

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