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UINF.DE vs. EUIN.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UINF.DE vs. EUIN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Euro Inflation Expectations 2-10Y UCITS ETF (Acc) (UINF.DE) and Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.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, UINF.DE achieves a 6.01% return, which is significantly higher than EUIN.DE's 2.62% return. Over the past 10 years, UINF.DE has outperformed EUIN.DE with an annualized return of 2.07%, while EUIN.DE has yielded a comparatively lower 1.89% annualized return.


UINF.DE

1D
0.06%
1M
0.91%
6M
5.72%
YTD
6.01%
1Y
6.79%
3Y*
3.19%
5Y*
5.62%
10Y*
2.07%

EUIN.DE

1D
0.06%
1M
-0.64%
6M
2.62%
YTD
2.62%
1Y
2.90%
3Y*
1.68%
5Y*
4.20%
10Y*
1.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UINF.DE vs. EUIN.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UINF.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF (Acc)
6.01%-8.21%12.68%1.01%9.16%18.53%-8.28%3.58%3.75%-12.00%
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc
2.62%1.21%2.05%1.03%10.68%7.29%-2.78%-1.73%-2.68%-0.47%

Correlation

The correlation between UINF.DE and EUIN.DE is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

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

0.31

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

0.32

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

0.23

Correlation (All Time)
Calculated using the full available price history since May 19, 2016

0.23

The correlation between UINF.DE and EUIN.DE shifts across timeframes, from 0.23 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UINF.DE vs. EUIN.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UINF.DE
UINF.DE Risk / Return Rank: 3333
Overall Rank
UINF.DE Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
UINF.DE Sortino Ratio Rank: 2828
Sortino Ratio Rank
UINF.DE Omega Ratio Rank: 2727
Omega Ratio Rank
UINF.DE Calmar Ratio Rank: 4747
Calmar Ratio Rank
UINF.DE Martin Ratio Rank: 3232
Martin Ratio Rank

EUIN.DE
EUIN.DE Risk / Return Rank: 3636
Overall Rank
EUIN.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
EUIN.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
EUIN.DE Omega Ratio Rank: 3737
Omega Ratio Rank
EUIN.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
EUIN.DE Martin Ratio Rank: 4343
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.

UINF.DE vs. EUIN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Euro Inflation Expectations 2-10Y UCITS ETF (Acc) (UINF.DE) and Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.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.


UINF.DEEUIN.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratioReturn relative to maximum drawdown

1.98

1.60

+0.38

Martin ratioReturn relative to average drawdown

4.10

5.91

-1.81

UINF.DE vs. EUIN.DE - Sharpe Ratio Comparison

The current UINF.DE Sharpe Ratio is 0.95, which is comparable to the EUIN.DE Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of UINF.DE and EUIN.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

UINF.DE vs. EUIN.DE - Drawdown Comparison

The maximum UINF.DE drawdown since its inception was -16.94%, which is greater than EUIN.DE's maximum drawdown of -12.08%. Use the drawdown chart below to compare losses from any high point for UINF.DE and EUIN.DE.


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Drawdown Indicators


UINF.DEEUIN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.94%

-12.08%

-4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-3.41%

-1.80%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-12.26%

-2.43%

-9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-12.49%

-4.44%

-8.05%

Max Drawdown (10Y)

Largest decline over 10 years

-16.94%

-12.08%

-4.86%

Current Drawdown

Current decline from peak

-5.84%

-1.25%

-4.59%

Average Drawdown

Average peak-to-trough decline

-7.54%

-3.04%

-4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.49%

+1.16%

Volatility

UINF.DE vs. EUIN.DE - Volatility Comparison

Amundi Euro Inflation Expectations 2-10Y UCITS ETF (Acc) (UINF.DE) has a higher volatility of 1.48% compared to Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc (EUIN.DE) at 0.66%. This indicates that UINF.DE's price experiences larger fluctuations and is considered to be riskier than EUIN.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UINF.DEEUIN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.48%

0.66%

+0.82%

Volatility (6M)

Calculated over the trailing 6-month period

5.19%

2.82%

+2.37%

Volatility (1Y)

Calculated over the trailing 1-year period

7.14%

2.92%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.87%

3.56%

+5.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.20%

3.40%

+4.80%

UINF.DE vs. EUIN.DE - Expense Ratio Comparison

Both UINF.DE and EUIN.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

UINF.DE vs. EUIN.DE - Dividend Comparison

Neither UINF.DE nor EUIN.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UINF.DE and EUIN.DE have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

UINF.DE and EUIN.DE have the same expense ratio: 0.25% per year.

UINF.DE tracks iBoxx EUR Breakeven Euro-Inflation France & Germany Index, while EUIN.DE tracks iBoxx EUR Breakeven Euro-Inflation France & Germany.

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