MTDD.DE vs. XHYA.DE
Compare and contrast key facts about Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) and Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE).
MTDD.DE and XHYA.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MTDD.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg Euro Treasury 50bn 7-10 Year Bond. It was launched on Sep 17, 2020. XHYA.DE is a passively managed fund by Xtrackers that tracks the performance of the iBoxx® EUR Liquid High Yield. It was launched on Mar 15, 2017. Both MTDD.DE and XHYA.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTDD.DE or XHYA.DE.
Key characteristics
| MTDD.DE | XHYA.DE | |
|---|---|---|
| YTD Return | 1.45% | 3.61% |
| 1Y Return | 8.92% | 9.06% |
| 3Y Return (Ann) | -4.25% | 1.53% |
| 5Y Return (Ann) | -2.67% | 2.20% |
| Sharpe Ratio | 1.44 | 2.72 |
| Daily Std Dev | 6.20% | 3.40% |
| Max Drawdown | -22.48% | -23.86% |
| Current Drawdown | -13.99% | -0.14% |
Correlation
The correlation between MTDD.DE and XHYA.DE is 0.70, 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.
Performance
MTDD.DE vs. XHYA.DE - Performance Comparison
In the year-to-date period, MTDD.DE achieves a 1.45% return, which is significantly lower than XHYA.DE's 3.61% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MTDD.DE vs. XHYA.DE - Expense Ratio Comparison
MTDD.DE has a 0.17% expense ratio, which is lower than XHYA.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
MTDD.DE vs. XHYA.DE - Risk-Adjusted Performance 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 EUR High Yield Corporate Bond UCITS ETF (XHYA.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.
Dividends
MTDD.DE vs. XHYA.DE - Dividend Comparison
MTDD.DE's dividend yield for the trailing twelve months is around 1.24%, while XHYA.DE has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
MTDD.DE Amundi Euro Government Bond 7-10Y UCITS ETF Dist | 1.24% | 1.25% | 1.45% | 1.74% | 1.68% | 0.83% | 0.77% |
XHYA.DE Xtrackers EUR High Yield Corporate Bond UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MTDD.DE vs. XHYA.DE - Drawdown Comparison
The maximum MTDD.DE drawdown since its inception was -22.48%, smaller than the maximum XHYA.DE drawdown of -23.86%. Use the drawdown chart below to compare losses from any high point for MTDD.DE and XHYA.DE. For additional features, visit the drawdowns tool.
Volatility
MTDD.DE vs. XHYA.DE - Volatility Comparison
Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) has a higher volatility of 2.10% compared to Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) at 1.85%. This indicates that MTDD.DE's price experiences larger fluctuations and is considered to be riskier than XHYA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.