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MTDD.DE vs. EL4S.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MTDD.DE vs. EL4S.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 Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE). The values are adjusted to include any dividend payments, if applicable.

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MTDD.DE vs. EL4S.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
-0.65%1.75%1.15%8.48%-19.28%-2.83%3.93%6.98%1.40%0.91%
EL4S.DE
Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF
-0.23%1.65%2.75%2.51%-4.56%-0.97%-0.79%-0.83%-0.57%-1.08%

Returns By Period

In the year-to-date period, MTDD.DE achieves a -0.65% return, which is significantly lower than EL4S.DE's -0.23% return. Over the past 10 years, MTDD.DE has outperformed EL4S.DE with an annualized return of -0.08%, while EL4S.DE has yielded a comparatively lower -0.23% annualized return.


MTDD.DE

1D
0.26%
1M
-2.52%
YTD
-0.65%
6M
-0.32%
1Y
1.64%
3Y*
2.50%
5Y*
-2.47%
10Y*
-0.08%

EL4S.DE

1D
0.04%
1M
-0.66%
YTD
-0.23%
6M
0.03%
1Y
0.89%
3Y*
2.10%
5Y*
0.25%
10Y*
-0.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MTDD.DE vs. EL4S.DE - Expense Ratio Comparison

MTDD.DE has a 0.17% expense ratio, which is higher than EL4S.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%.


Return for Risk

MTDD.DE vs. EL4S.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: 2020
Overall Rank
MTDD.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MTDD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
MTDD.DE Omega Ratio Rank: 1818
Omega Ratio Rank
MTDD.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
MTDD.DE Martin Ratio Rank: 2222
Martin Ratio Rank

EL4S.DE
EL4S.DE Risk / Return Rank: 3737
Overall Rank
EL4S.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EL4S.DE Sortino Ratio Rank: 3838
Sortino Ratio Rank
EL4S.DE Omega Ratio Rank: 3838
Omega Ratio Rank
EL4S.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
EL4S.DE Martin Ratio Rank: 3737
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. EL4S.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 Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.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.DEEL4S.DEDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.86

-0.49

Sortino ratio

Return per unit of downside risk

0.54

1.18

-0.64

Omega ratio

Gain probability vs. loss probability

1.07

1.16

-0.10

Calmar ratio

Return relative to maximum drawdown

0.46

0.88

-0.43

Martin ratio

Return relative to average drawdown

1.78

3.98

-2.20

MTDD.DE vs. EL4S.DE - Sharpe Ratio Comparison

The current MTDD.DE Sharpe Ratio is 0.38, which is lower than the EL4S.DE Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of MTDD.DE and EL4S.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MTDD.DEEL4S.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.86

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.17

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

-0.21

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.32

+0.76

Correlation

The correlation between MTDD.DE and EL4S.DE is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MTDD.DE vs. EL4S.DE - Dividend Comparison

MTDD.DE's dividend yield for the trailing twelve months is around 2.70%, more than EL4S.DE's 1.30% yield.


TTM20252024202320222021202020192018201720162015
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
2.70%2.68%1.85%1.25%1.45%1.74%1.68%0.83%0.77%0.00%0.00%0.00%
EL4S.DE
Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF
1.30%1.20%0.83%0.60%0.88%0.94%0.78%1.06%0.99%1.63%1.46%1.60%

Drawdowns

MTDD.DE vs. EL4S.DE - Drawdown Comparison

The maximum MTDD.DE drawdown since its inception was -22.48%, which is greater than EL4S.DE's maximum drawdown of -13.04%. Use the drawdown chart below to compare losses from any high point for MTDD.DE and EL4S.DE.


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Drawdown Indicators


MTDD.DEEL4S.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-13.04%

-9.44%

Max Drawdown (1Y)

Largest decline over 1 year

-4.13%

-1.03%

-3.10%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-5.98%

-16.20%

Max Drawdown (10Y)

Largest decline over 10 years

-22.48%

-9.46%

-13.02%

Current Drawdown

Current decline from peak

-13.31%

-6.35%

-6.96%

Average Drawdown

Average peak-to-trough decline

-5.47%

-5.87%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.06%

0.23%

+0.83%

Volatility

MTDD.DE vs. EL4S.DE - Volatility Comparison

Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) has a higher volatility of 2.29% compared to Deka Deutsche Boerse EUROGOV Germany 1-3 UCITS ETF (EL4S.DE) at 0.53%. This indicates that MTDD.DE's price experiences larger fluctuations and is considered to be riskier than EL4S.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.DEEL4S.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

0.53%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

0.71%

+2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

4.38%

1.03%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.97%

1.43%

+5.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.00%

1.10%

+4.90%