XBAE.DE vs. AHYD.DE
XBAE.DE (Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged) and AHYD.DE (Amundi Global Aggregate SRI UCITS ETF Hedged EUR) are both Global Bonds funds - XBAE.DE tracks the Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged) while AHYD.DE tracks the Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral (EUR Hedged). Both are passively managed. Over the past 3 years, XBAE.DE returned 1.91%/yr vs 1.80%/yr for AHYD.DE. Their correlation of 0.82 suggests significant overlap in exposure. XBAE.DE charges 0.10%/yr vs 0.16%/yr for AHYD.DE.
Performance
XBAE.DE vs. AHYD.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XBAE.DE achieves a 0.24% return, which is significantly higher than AHYD.DE's 0.14% return.
XBAE.DE
- 1D
- 0.10%
- 1M
- 0.82%
- YTD
- 0.24%
- 6M
- 0.33%
- 1Y
- 1.30%
- 3Y*
- 1.91%
- 5Y*
- -1.60%
- 10Y*
- -0.51%
AHYD.DE
- 1D
- 0.00%
- 1M
- 0.90%
- YTD
- 0.14%
- 6M
- 0.30%
- 1Y
- 0.78%
- 3Y*
- 1.80%
- 5Y*
- —
- 10Y*
- —
XBAE.DE vs. AHYD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XBAE.DE Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged | 0.24% | 2.65% | 0.49% | 4.37% | -3.14% |
AHYD.DE Amundi Global Aggregate SRI UCITS ETF Hedged EUR | 0.14% | 2.02% | 0.67% | 4.41% | -3.40% |
Correlation
The correlation between XBAE.DE and AHYD.DE is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2022 | 0.82 |
The correlation between XBAE.DE and AHYD.DE has been stable across timeframes, ranging from 0.74 to 0.82 - a consistent structural relationship.
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Return for Risk
XBAE.DE vs. AHYD.DE — Risk / Return Rank
XBAE.DE
AHYD.DE
XBAE.DE vs. AHYD.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 Hedged EUR (AHYD.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.
| XBAE.DE | AHYD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.04 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 0.23 | +0.18 |
| Martin ratioReturn relative to average drawdown | 1.10 | 0.61 | +0.49 |
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Drawdowns
XBAE.DE vs. AHYD.DE - Drawdown Comparison
The maximum XBAE.DE drawdown since its inception was -19.06%, which is greater than AHYD.DE's maximum drawdown of -9.20%. Use the drawdown chart below to compare losses from any high point for XBAE.DE and AHYD.DE.
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Drawdown Indicators
| XBAE.DE | AHYD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.06% | -9.20% | -9.86% |
Max Drawdown (1Y)Largest decline over 1 year | -3.11% | -3.32% | +0.21% |
Max Drawdown (3Y)Largest decline over 3 years | -4.55% | -3.76% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -19.06% | — | — |
Current DrawdownCurrent decline from peak | -10.19% | -1.27% | -8.92% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -3.49% | -2.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 1.27% | -0.09% |
Volatility
XBAE.DE vs. AHYD.DE - Volatility Comparison
The current volatility for Xtrackers II ESG Global Aggregate Bond UCITS ETF 5C EUR hedged (XBAE.DE) is 0.86%, while Amundi Global Aggregate SRI UCITS ETF Hedged EUR (AHYD.DE) has a volatility of 1.19%. This indicates that XBAE.DE experiences smaller price fluctuations and is considered to be less risky than AHYD.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 | AHYD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.86% | 1.19% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 3.09% | 3.17% | -0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.63% | 3.76% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.02% | 4.76% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.64% | 4.76% | -0.12% |
XBAE.DE vs. AHYD.DE - Expense Ratio Comparison
XBAE.DE has a 0.10% expense ratio, which is lower than AHYD.DE's 0.16% 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. AHYD.DE - Dividend Comparison
Neither XBAE.DE nor AHYD.DE has paid dividends to shareholders.
Frequently Asked Questions
XBAE.DE and AHYD.DE have a correlation of 0.74, 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 0.16% for AHYD.DE.
XBAE.DE tracks Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral (EUR Hedged), while AHYD.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral (EUR Hedged). They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.10% for XBAE.DE and 0.16% for AHYD.DE.
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