XBAE.DE vs. AHYA.DE
XBAE.DE (Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged) and AHYA.DE (Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD) are both Global Bonds funds - XBAE.DE tracks the Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged) while AHYA.DE tracks the JP Morgan Government Bond Global (USD Hedged). Both are passively managed. Over the past 3 years, XBAE.DE returned 1.72%/yr vs -0.08%/yr for AHYA.DE. At a 0.30 correlation, their price movements are largely independent. XBAE.DE charges 0.10%/yr vs 0.22%/yr for AHYA.DE.
Performance
XBAE.DE vs. AHYA.DE - Performance Comparison
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Different Trading Currencies
XBAE.DE is traded in EUR, while AHYA.DE is traded in USD. To make them comparable, the AHYA.DE values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, XBAE.DE achieves a -0.55% return, which is significantly lower than AHYA.DE's 1.09% 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%
AHYA.DE
- 1D
- 0.01%
- 1M
- 1.08%
- YTD
- 1.09%
- 6M
- 0.16%
- 1Y
- 0.35%
- 3Y*
- -0.08%
- 5Y*
- —
- 10Y*
- —
XBAE.DE vs. AHYA.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% | -3.08% |
AHYA.DE Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD | 1.10% | -8.09% | 7.38% | 2.53% | -4.29% |
Correlation
The correlation between XBAE.DE and AHYA.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2022 | 0.30 |
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Return for Risk
XBAE.DE vs. AHYA.DE — Risk / Return Rank
XBAE.DE
AHYA.DE
XBAE.DE vs. AHYA.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 Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.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 | AHYA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.01 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 0.07 | +0.23 |
| Martin ratioReturn relative to average drawdown | 0.83 | 0.18 | +0.66 |
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 | AHYA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.06 | +0.21 |
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 | -0.07 | +0.15 |
Drawdowns
XBAE.DE vs. AHYA.DE - Drawdown Comparison
The maximum XBAE.DE drawdown since its inception was -19.04%, which is greater than AHYA.DE's maximum drawdown of -13.10%. Use the drawdown chart below to compare losses from any high point for XBAE.DE and AHYA.DE.
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Drawdown Indicators
| XBAE.DE | AHYA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.04% | -13.10% | -5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -4.96% | +1.85% |
Max Drawdown (3Y)Largest decline over 3 years | -4.58% | -11.97% | +7.39% |
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% | -8.94% | -1.94% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -7.64% | +1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 1.94% | -0.83% |
Volatility
XBAE.DE vs. AHYA.DE - Volatility Comparison
Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) and Amundi Index J.P. Morgan GBI Global Govies UCITS ETF Hedged USD (AHYA.DE) have volatilities of 1.32% and 1.29%, 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
| XBAE.DE | AHYA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.32% | 1.29% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.86% | 4.44% | -1.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 6.08% | -2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.00% | 7.84% | -2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.63% | 7.84% | -3.21% |
XBAE.DE vs. AHYA.DE - Expense Ratio Comparison
XBAE.DE has a 0.10% expense ratio, which is lower than AHYA.DE's 0.22% 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. AHYA.DE - Dividend Comparison
Neither XBAE.DE nor AHYA.DE has paid dividends to shareholders.
Frequently Asked Questions
XBAE.DE and AHYA.DE have a correlation of 0.26, 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 0.22% for AHYA.DE.
XBAE.DE tracks Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged), while AHYA.DE tracks JP Morgan Government Bond Global (USD Hedged). They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.10% for XBAE.DE and 0.22% for AHYA.DE.
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