XBAE.DE vs. 8OUU.DE
XBAE.DE (Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged) and 8OUU.DE (Amundi Global Aggregate SRI UCITS ETF) are both Global Bonds funds - XBAE.DE tracks the Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged) while 8OUU.DE tracks the Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral. Both are passively managed. Over the past 3 years, XBAE.DE returned 1.72%/yr vs -0.08%/yr for 8OUU.DE. A 0.58 correlation means they provide meaningful diversification when combined. XBAE.DE charges 0.10%/yr vs 0.14%/yr for 8OUU.DE.
Performance
XBAE.DE vs. 8OUU.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XBAE.DE achieves a -0.55% return, which is significantly lower than 8OUU.DE's 0.38% return.
XBAE.DE
- 1D
- 0.05%
- 1M
- -0.24%
- YTD
- -0.55%
- 6M
- -0.54%
- 1Y
- 1.07%
- 3Y*
- 1.72%
- 5Y*
- -1.74%
- 10Y*
- -0.46%
8OUU.DE
- 1D
- 0.02%
- 1M
- 0.29%
- YTD
- 0.38%
- 6M
- -0.14%
- 1Y
- -0.73%
- 3Y*
- -0.08%
- 5Y*
- —
- 10Y*
- —
XBAE.DE vs. 8OUU.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XBAE.DE Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged | -0.55% | 2.65% | 0.52% | 4.36% | -8.04% |
8OUU.DE Amundi Global Aggregate SRI UCITS ETF | 0.38% | -3.96% | 2.49% | 1.79% | -7.74% |
Correlation
The correlation between XBAE.DE and 8OUU.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Apr 13, 2022 | 0.58 |
The correlation between XBAE.DE and 8OUU.DE shifts across timeframes, from 0.49 (1 year) to 0.60 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
XBAE.DE vs. 8OUU.DE — Risk / Return Rank
XBAE.DE
8OUU.DE
XBAE.DE vs. 8OUU.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) and Amundi Global Aggregate SRI UCITS ETF (8OUU.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.
| XBAE.DE | 8OUU.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.96 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | -0.42 | +0.72 |
| Martin ratioReturn relative to average drawdown | 0.83 | -0.80 | +1.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XBAE.DE | 8OUU.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | -0.28 | +0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | -0.30 | +0.37 |
Drawdowns
XBAE.DE vs. 8OUU.DE - Drawdown Comparison
The maximum XBAE.DE drawdown since its inception was -19.04%, which is greater than 8OUU.DE's maximum drawdown of -12.83%. Use the drawdown chart below to compare losses from any high point for XBAE.DE and 8OUU.DE.
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Drawdown Indicators
| XBAE.DE | 8OUU.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.04% | -12.83% | -6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -2.46% | -0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -4.58% | -6.94% | +2.36% |
Max Drawdown (5Y)Largest decline over 5 years | -18.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -19.04% | — | — |
Current DrawdownCurrent decline from peak | -10.88% | -9.22% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -8.03% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 1.30% | -0.19% |
Volatility
XBAE.DE vs. 8OUU.DE - Volatility Comparison
Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) has a higher volatility of 1.32% compared to Amundi Global Aggregate SRI UCITS ETF (8OUU.DE) at 1.00%. This indicates that XBAE.DE's price experiences larger fluctuations and is considered to be riskier than 8OUU.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XBAE.DE | 8OUU.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 1.00% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 2.66% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 3.69% | -0.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.00% | 6.05% | -1.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.63% | 6.05% | -1.42% |
XBAE.DE vs. 8OUU.DE - Expense Ratio Comparison
XBAE.DE has a 0.10% expense ratio, which is lower than 8OUU.DE's 0.14% 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%.
Dividends
XBAE.DE vs. 8OUU.DE - Dividend Comparison
Neither XBAE.DE nor 8OUU.DE has paid dividends to shareholders.
Frequently Asked Questions
XBAE.DE and 8OUU.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XBAE.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XBAE.DE is cheaper with a 0.10% expense ratio, compared with 0.14% for 8OUU.DE.
XBAE.DE tracks Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged), while 8OUU.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.10% for XBAE.DE and 0.14% for 8OUU.DE.
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