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X1GD.DE vs. H4ZK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

X1GD.DE vs. H4ZK.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 HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR (H4ZK.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 -0.29% return, which is significantly lower than H4ZK.DE's 0.20% return.


X1GD.DE

1D
0.03%
1M
-1.19%
6M
-0.84%
YTD
-0.29%
1Y
0.52%
3Y*
2.65%
5Y*
10Y*

H4ZK.DE

1D
0.00%
1M
-0.10%
6M
0.10%
YTD
0.20%
1Y
0.79%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

X1GD.DE vs. H4ZK.DE - Yearly Performance Comparison


Correlation

The correlation between X1GD.DE and H4ZK.DE is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

Correlation (All Time)
Calculated using the full available price history since Jan 30, 2025

0.49

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Return for Risk

X1GD.DE vs. H4ZK.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: 1212
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: 1212
Calmar Ratio Rank
X1GD.DE Martin Ratio Rank: 1212
Martin Ratio Rank

H4ZK.DE
H4ZK.DE Risk / Return Rank: 2222
Overall Rank
H4ZK.DE Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
H4ZK.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
H4ZK.DE Omega Ratio Rank: 2424
Omega Ratio Rank
H4ZK.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
H4ZK.DE Martin Ratio Rank: 2323
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. H4ZK.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 HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR (H4ZK.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.DEH4ZK.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.02

1.13

-0.11

Calmar ratioReturn relative to maximum drawdown

0.14

0.62

-0.48

Martin ratioReturn relative to average drawdown

0.36

2.06

-1.70

X1GD.DE vs. H4ZK.DE - Sharpe Ratio Comparison

The current X1GD.DE Sharpe Ratio is 0.11, which is lower than the H4ZK.DE Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of X1GD.DE and H4ZK.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. H4ZK.DE - Drawdown Comparison

The maximum X1GD.DE drawdown since its inception was -21.09%, which is greater than H4ZK.DE's maximum drawdown of -1.26%. Use the drawdown chart below to compare losses from any high point for X1GD.DE and H4ZK.DE.


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Drawdown Indicators


X1GD.DEH4ZK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-21.09%

-1.26%

-19.83%

Max Drawdown (1Y)

Largest decline over 1 year

-3.65%

-1.26%

-2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-4.19%

Current Drawdown

Current decline from peak

-11.03%

-0.29%

-10.74%

Average Drawdown

Average peak-to-trough decline

-12.79%

-0.19%

-12.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

0.38%

+1.07%

Volatility

X1GD.DE vs. H4ZK.DE - Volatility Comparison

Amundi Government Bond Lowest Rated Euro Investment Grade UCITS ETF EUR Dist (X1GD.DE) has a higher volatility of 1.24% compared to HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C EUR (H4ZK.DE) at 0.40%. This indicates that X1GD.DE's price experiences larger fluctuations and is considered to be riskier than H4ZK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


X1GD.DEH4ZK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

0.40%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

3.99%

1.23%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

4.65%

1.38%

+3.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.61%

1.39%

+5.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.61%

1.39%

+5.22%

X1GD.DE vs. H4ZK.DE - Expense Ratio Comparison

Both X1GD.DE and H4ZK.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. H4ZK.DE - Dividend Comparison

X1GD.DE's dividend yield for the trailing twelve months is around 2.59%, while H4ZK.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
H4ZK.DE
HSBC Euro Lower Carbon Government 1-3 Year Bond UCITS ETF C 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
2.59%2.58%2.32%2.20%2.38%1.48%

Frequently Asked Questions


X1GD.DE and H4ZK.DE have a correlation of 0.42, 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 0.14% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

X1GD.DE and H4ZK.DE have the same expense ratio: 0.14% per year.

X1GD.DE tracks FTSE Lowest-Rated Eurozone Government Bond Investment Grade, while H4ZK.DE tracks Bloomberg Euro Treasury 1-3 Year Carbon Tilted Index. They also come from different issuers: Amundi and HSBC.

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