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MTDD.DE vs. JE13.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MTDD.DE vs. JE13.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 JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE). The values are adjusted to include any dividend payments, if applicable.

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MTDD.DE vs. JE13.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
-0.58%1.75%1.15%8.48%-19.28%-2.83%3.93%6.98%2.36%
JE13.DE
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)
-0.38%2.30%2.97%3.44%-4.96%-0.81%-0.05%0.23%-0.07%

Returns By Period

In the year-to-date period, MTDD.DE achieves a -0.58% return, which is significantly lower than JE13.DE's -0.38% return.


MTDD.DE

1D
0.07%
1M
-1.84%
YTD
-0.58%
6M
-0.33%
1Y
1.95%
3Y*
2.41%
5Y*
-2.45%
10Y*
-0.07%

JE13.DE

1D
0.10%
1M
-0.64%
YTD
-0.38%
6M
0.00%
1Y
1.14%
3Y*
2.49%
5Y*
0.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MTDD.DE vs. JE13.DE - Expense Ratio Comparison

MTDD.DE has a 0.17% expense ratio, which is higher than JE13.DE's 0.10% 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. JE13.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: 1919
Overall Rank
MTDD.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
MTDD.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
MTDD.DE Omega Ratio Rank: 1919
Omega Ratio Rank
MTDD.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
MTDD.DE Martin Ratio Rank: 1818
Martin Ratio Rank

JE13.DE
JE13.DE Risk / Return Rank: 4141
Overall Rank
JE13.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
JE13.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
JE13.DE Omega Ratio Rank: 5050
Omega Ratio Rank
JE13.DE Calmar Ratio Rank: 2323
Calmar Ratio Rank
JE13.DE Martin Ratio Rank: 3030
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. JE13.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 JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.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.DEJE13.DEDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.03

-0.59

Sortino ratio

Return per unit of downside risk

0.63

1.38

-0.75

Omega ratio

Gain probability vs. loss probability

1.08

1.20

-0.13

Calmar ratio

Return relative to maximum drawdown

0.33

0.75

-0.42

Martin ratio

Return relative to average drawdown

1.26

3.39

-2.13

MTDD.DE vs. JE13.DE - Sharpe Ratio Comparison

The current MTDD.DE Sharpe Ratio is 0.45, which is lower than the JE13.DE Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of MTDD.DE and JE13.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.DEJE13.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.03

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

0.30

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.20

+0.24

Correlation

The correlation between MTDD.DE and JE13.DE is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MTDD.DE vs. JE13.DE - Dividend Comparison

MTDD.DE's dividend yield for the trailing twelve months is around 2.69%, while JE13.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
2.69%2.68%1.85%1.25%1.45%1.74%1.68%0.83%0.77%
JE13.DE
JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MTDD.DE vs. JE13.DE - Drawdown Comparison

The maximum MTDD.DE drawdown since its inception was -22.48%, which is greater than JE13.DE's maximum drawdown of -6.90%. Use the drawdown chart below to compare losses from any high point for MTDD.DE and JE13.DE.


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Drawdown Indicators


MTDD.DEJE13.DEDifference

Max Drawdown

Largest peak-to-trough decline

-22.48%

-6.90%

-15.58%

Max Drawdown (1Y)

Largest decline over 1 year

-4.13%

-1.28%

-2.85%

Max Drawdown (5Y)

Largest decline over 5 years

-22.18%

-6.03%

-16.15%

Max Drawdown (10Y)

Largest decline over 10 years

-22.48%

Current Drawdown

Current decline from peak

-13.25%

-0.98%

-12.27%

Average Drawdown

Average peak-to-trough decline

-5.47%

-1.78%

-3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.08%

0.28%

+0.80%

Volatility

MTDD.DE vs. JE13.DE - Volatility Comparison

Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) has a higher volatility of 2.26% compared to JPMorgan BetaBuilders EUR Government Bond 1-3 UCITS ETF EUR (Acc) (JE13.DE) at 0.67%. This indicates that MTDD.DE's price experiences larger fluctuations and is considered to be riskier than JE13.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.DEJE13.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

0.67%

+1.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

0.81%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

4.36%

1.10%

+3.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.97%

1.66%

+5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.00%

1.50%

+4.50%