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XBAG.DE vs. AHYD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBAG.DE vs. AHYD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) and Amundi Global Aggregate SRI UCITS ETF Hedged EUR (AHYD.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, XBAG.DE achieves a 0.49% return, which is significantly higher than AHYD.DE's -0.33% return.


XBAG.DE

1D
0.04%
1M
0.28%
YTD
0.49%
6M
-0.04%
1Y
0.10%
3Y*
0.24%
5Y*
-1.25%
10Y*
-0.06%

AHYD.DE

1D
0.38%
1M
-0.25%
YTD
-0.33%
6M
-0.28%
1Y
0.67%
3Y*
1.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBAG.DE vs. AHYD.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XBAG.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D
0.49%-3.89%3.40%1.86%-6.65%
AHYD.DE
Amundi Global Aggregate SRI UCITS ETF Hedged EUR
-0.33%2.02%0.67%4.41%-4.51%

Correlation

The correlation between XBAG.DE and AHYD.DE is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

0.53

The correlation between XBAG.DE and AHYD.DE shifts across timeframes, from 0.34 (1 year) to 0.53 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

XBAG.DE vs. AHYD.DE — Risk / Return Rank

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

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

AHYD.DE
AHYD.DE Risk / Return Rank: 1111
Overall Rank
AHYD.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
AHYD.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
AHYD.DE Omega Ratio Rank: 1010
Omega Ratio Rank
AHYD.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
AHYD.DE Martin Ratio Rank: 1212
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.

XBAG.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 1D (XBAG.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.


XBAG.DEAHYD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.33

Omega ratioGain probability vs. loss probability

0.99

1.03

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.08

0.20

-0.28

Martin ratioReturn relative to average drawdown

-0.16

0.55

-0.71

XBAG.DE vs. AHYD.DE - Sharpe Ratio Comparison

The current XBAG.DE Sharpe Ratio is -0.05, which is lower than the AHYD.DE Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of XBAG.DE and AHYD.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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Sharpe Ratios by Period


XBAG.DEAHYD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

0.18

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.11

+0.16

Drawdowns

XBAG.DE vs. AHYD.DE - Drawdown Comparison

The maximum XBAG.DE drawdown since its inception was -16.64%, 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 XBAG.DE and AHYD.DE.


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Drawdown Indicators


XBAG.DEAHYD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.64%

-9.20%

-7.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.44%

-3.32%

+0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-7.49%

-3.78%

-3.71%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

Max Drawdown (10Y)

Largest decline over 10 years

-16.64%

Current Drawdown

Current decline from peak

-12.21%

-1.74%

-10.47%

Average Drawdown

Average peak-to-trough decline

-6.65%

-3.57%

-3.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.23%

1.19%

+0.04%

Volatility

XBAG.DE vs. AHYD.DE - Volatility Comparison

The current volatility for Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D (XBAG.DE) is 0.99%, while Amundi Global Aggregate SRI UCITS ETF Hedged EUR (AHYD.DE) has a volatility of 1.60%. This indicates that XBAG.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


XBAG.DEAHYD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.99%

1.60%

-0.61%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

3.11%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

3.71%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.08%

4.73%

+1.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.92%

4.73%

+1.19%

XBAG.DE vs. AHYD.DE - Expense Ratio Comparison

XBAG.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

XBAG.DE vs. AHYD.DE - Dividend Comparison

XBAG.DE's dividend yield for the trailing twelve months is around 3.00%, while AHYD.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
AHYD.DE
Amundi Global Aggregate SRI UCITS ETF Hedged EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XBAG.DE
Xtrackers II ESG Global Aggregate Bond UCITS ETF 1D
3.00%2.94%3.16%2.22%2.78%0.82%1.47%1.76%1.36%1.11%2.04%

Frequently Asked Questions


XBAG.DE and AHYD.DE have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XBAG.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XBAG.DE is cheaper with a 0.10% expense ratio, compared with 0.16% for AHYD.DE.

XBAG.DE tracks Bloomberg Global Aggregate TR USD, 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 XBAG.DE and 0.16% for AHYD.DE.

Portfolio Optimizer

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