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MTDD.DE vs. EL4P.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MTDD.DE vs. EL4P.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 Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with MTDD.DE having a 1.42% return and EL4P.DE slightly higher at 1.47%.


MTDD.DE

1D
0.06%
1M
1.04%
YTD
1.42%
6M
1.58%
1Y
1.73%
3Y*
2.92%
5Y*
-1.82%
10Y*

EL4P.DE

1D
0.05%
1M
0.99%
YTD
1.47%
6M
1.68%
1Y
1.84%
3Y*
2.88%
5Y*
-2.03%
10Y*
-0.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTDD.DE vs. EL4P.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
1.42%1.75%1.15%8.48%-19.28%-2.83%1.23%
EL4P.DE
Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF
1.47%1.64%1.06%8.67%-20.09%-3.04%1.35%

Correlation

The correlation between MTDD.DE and EL4P.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

0.97

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

0.96

Correlation (All Time)
Calculated using the full available price history since Sep 17, 2020

0.96

The correlation between MTDD.DE and EL4P.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

MTDD.DE vs. EL4P.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: 1313
Overall Rank
MTDD.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MTDD.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
MTDD.DE Omega Ratio Rank: 1212
Omega Ratio Rank
MTDD.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
MTDD.DE Martin Ratio Rank: 1414
Martin Ratio Rank

EL4P.DE
EL4P.DE Risk / Return Rank: 1313
Overall Rank
EL4P.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EL4P.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
EL4P.DE Omega Ratio Rank: 1212
Omega Ratio Rank
EL4P.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
EL4P.DE Martin Ratio Rank: 1414
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. EL4P.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 Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.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.


MTDD.DEEL4P.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.07

1.07

0.00

Calmar ratioReturn relative to maximum drawdown

0.42

0.45

-0.03

Martin ratioReturn relative to average drawdown

1.09

1.16

-0.07

MTDD.DE vs. EL4P.DE - Sharpe Ratio Comparison

The current MTDD.DE Sharpe Ratio is 0.35, which is comparable to the EL4P.DE Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of MTDD.DE and EL4P.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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Drawdowns

MTDD.DE vs. EL4P.DE - Drawdown Comparison

The maximum MTDD.DE drawdown since its inception was -22.48%, roughly equal to the maximum EL4P.DE drawdown of -23.49%. Use the drawdown chart below to compare losses from any high point for MTDD.DE and EL4P.DE.


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Drawdown Indicators


MTDD.DEEL4P.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-23.49%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-4.13%

-4.09%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-4.33%

-4.43%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-23.13%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-23.49%

Current Drawdown

Current decline from peak

-11.51%

-12.62%

+1.11%

Average Drawdown

Average peak-to-trough decline

-12.23%

-5.57%

-6.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.58%

1.58%

0.00%

Volatility

MTDD.DE vs. EL4P.DE - Volatility Comparison

Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) and Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF (EL4P.DE) have volatilities of 1.31% and 1.28%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTDD.DEEL4P.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.31%

1.28%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

4.22%

4.13%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

4.95%

4.93%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.10%

7.49%

-0.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

6.06%

+0.64%

MTDD.DE vs. EL4P.DE - Expense Ratio Comparison

MTDD.DE has a 0.17% expense ratio, which is higher than EL4P.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. EL4P.DE - Dividend Comparison

MTDD.DE's dividend yield for the trailing twelve months is around 2.64%, less than EL4P.DE's 3.59% yield.


PositionTTM20252024202320222021202020192018201720162015
EL4P.DE
Deka iBoxx EUR Liquid Sovereign Diversified 7-10 UCITS ETF
3.59%2.66%1.83%1.37%0.39%0.62%0.83%1.08%0.64%1.41%1.80%2.32%
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
2.64%2.68%1.85%1.25%1.45%1.74%0.75%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.96, MTDD.DE and EL4P.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, EL4P.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EL4P.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 EL4P.DE tracks iBoxx® EUR Liquid Sovereigns Diversified 7-10. They also come from different issuers: Amundi and Deka. Their fees differ too: 0.17% for MTDD.DE and 0.15% for EL4P.DE.

Portfolio Optimizer

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