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X1GD.DE vs. DE5A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

X1GD.DE vs. DE5A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist (X1GD.DE) and Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.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, X1GD.DE achieves a -0.11% return, which is significantly lower than DE5A.DE's -0.08% return.


X1GD.DE

1D
-0.07%
1M
-0.78%
6M
-0.63%
YTD
-0.11%
1Y
1.00%
3Y*
3.02%
5Y*
10Y*

DE5A.DE

1D
-0.03%
1M
-0.84%
6M
-0.63%
YTD
-0.08%
1Y
-0.11%
3Y*
1.26%
5Y*
-3.53%
10Y*
-1.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

X1GD.DE vs. DE5A.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
X1GD.DE
Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist
-0.11%1.19%2.68%7.59%-18.37%-1.99%
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
-0.08%-0.65%-0.40%5.80%-19.06%-1.75%

Correlation

The correlation between X1GD.DE and DE5A.DE is 0.98 - 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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 26, 2021

0.97

The correlation between X1GD.DE and DE5A.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

X1GD.DE vs. DE5A.DE — Risk / Return Rank

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

X1GD.DE
X1GD.DE Risk / Return Rank: 1212
Overall Rank
X1GD.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
X1GD.DE Sortino Ratio Rank: 1111
Sortino Ratio Rank
X1GD.DE Omega Ratio Rank: 1111
Omega Ratio Rank
X1GD.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
X1GD.DE Martin Ratio Rank: 1313
Martin Ratio Rank

DE5A.DE
DE5A.DE Risk / Return Rank: 88
Overall Rank
DE5A.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DE5A.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
DE5A.DE Omega Ratio Rank: 88
Omega Ratio Rank
DE5A.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
DE5A.DE Martin Ratio Rank: 99
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.

X1GD.DE vs. DE5A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist (X1GD.DE) and Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.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.


X1GD.DEDE5A.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.04

1.00

+0.04

Calmar ratioReturn relative to maximum drawdown

0.27

-0.03

+0.31

Martin ratioReturn relative to average drawdown

0.70

-0.07

+0.77

X1GD.DE vs. DE5A.DE - Sharpe Ratio Comparison

The current X1GD.DE Sharpe Ratio is 0.21, which is higher than the DE5A.DE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of X1GD.DE and DE5A.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

X1GD.DE vs. DE5A.DE - Drawdown Comparison

The maximum X1GD.DE drawdown since its inception was -21.09%, smaller than the maximum DE5A.DE drawdown of -24.92%. Use the drawdown chart below to compare losses from any high point for X1GD.DE and DE5A.DE.


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Drawdown Indicators


X1GD.DEDE5A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.09%

-24.92%

+3.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-3.13%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-4.19%

-4.45%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-22.78%

Max Drawdown (10Y)

Largest decline over 10 years

-24.92%

Current Drawdown

Current decline from peak

-10.86%

-19.71%

+8.85%

Average Drawdown

Average peak-to-trough decline

-12.79%

-7.26%

-5.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.43%

1.44%

-0.01%

Volatility

X1GD.DE vs. DE5A.DE - Volatility Comparison

Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist (X1GD.DE) and Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR (DE5A.DE) have volatilities of 1.23% and 1.19%, 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


X1GD.DEDE5A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.23%

1.19%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

3.54%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

4.22%

+0.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.62%

6.46%

+0.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.62%

5.36%

+1.26%

X1GD.DE vs. DE5A.DE - Expense Ratio Comparison

Both X1GD.DE and DE5A.DE have an expense ratio of 0.14%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

X1GD.DE vs. DE5A.DE - Dividend Comparison

X1GD.DE's dividend yield for the trailing twelve months is around 2.58%, while DE5A.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
DE5A.DE
Amundi Government Bond Highest Rated Euro Investment Grade UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%
X1GD.DE
Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist
2.58%2.58%2.32%2.20%2.38%1.48%

Frequently Asked Questions


With a correlation of 0.98, X1GD.DE and DE5A.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.

Both ETFs have the same 0.14% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

X1GD.DE and DE5A.DE have the same expense ratio: 0.14% per year.

X1GD.DE tracks FTSE Lowest-Rated Eurozone Government Bond Investment Grade, while DE5A.DE tracks FTSE Highest-Rated Eurozone Government Bond.

Portfolio Optimizer

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