XCO2.DE vs. AE50.DE
XCO2.DE (Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc) and AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) are both exchange-traded funds - XCO2.DE is a Global Corporate Bonds fund tracking the Bloomberg Gbl Agg Corp TR USD, while AE50.DE is a Europe Equities fund tracking the STOXX® Europe 50. Both are passively managed. Over the past 5 years, XCO2.DE returned -0.67%/yr vs 11.33%/yr for AE50.DE. At a 0.12 correlation, their price movements are largely independent. Both charge a 0.15% expense ratio.
Performance
XCO2.DE vs. AE50.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XCO2.DE achieves a 0.67% return, which is significantly lower than AE50.DE's 7.47% return.
XCO2.DE
- 1D
- 0.16%
- 1M
- 0.43%
- YTD
- 0.67%
- 6M
- 0.74%
- 1Y
- 1.74%
- 3Y*
- 3.31%
- 5Y*
- -0.67%
- 10Y*
- —
AE50.DE
- 1D
- 0.82%
- 1M
- 0.87%
- YTD
- 7.47%
- 6M
- 9.90%
- 1Y
- 16.79%
- 3Y*
- 12.27%
- 5Y*
- 11.33%
- 10Y*
- 9.32%
XCO2.DE vs. AE50.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
XCO2.DE Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc | 0.67% | 1.13% | 4.41% | 5.82% | -15.31% | -2.31% | 3.85% | -2.24% |
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 7.47% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | -6.38% | 7.04% |
Correlation
The correlation between XCO2.DE and AE50.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2019 | 0.12 |
Over the past year, XCO2.DE and AE50.DE have become more correlated (0.48) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
XCO2.DE vs. AE50.DE — Risk / Return Rank
XCO2.DE
AE50.DE
XCO2.DE vs. AE50.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) and Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.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.
| XCO2.DE | AE50.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 1.74 | -1.04 |
| Martin ratioReturn relative to average drawdown | 2.22 | 6.15 | -3.93 |
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
| XCO2.DE | AE50.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.65 | 1.26 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | 0.80 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.16 | 0.48 | -0.65 |
Drawdowns
XCO2.DE vs. AE50.DE - Drawdown Comparison
The maximum XCO2.DE drawdown since its inception was -17.90%, smaller than the maximum AE50.DE drawdown of -32.20%. Use the drawdown chart below to compare losses from any high point for XCO2.DE and AE50.DE.
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Drawdown Indicators
| XCO2.DE | AE50.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.90% | -32.20% | +14.30% |
Max Drawdown (1Y)Largest decline over 1 year | -2.36% | -9.54% | +7.18% |
Max Drawdown (3Y)Largest decline over 3 years | -2.45% | -17.29% | +14.84% |
Max Drawdown (5Y)Largest decline over 5 years | -17.26% | -17.29% | +0.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.20% | — |
Current DrawdownCurrent decline from peak | -7.63% | -1.65% | -5.98% |
Average DrawdownAverage peak-to-trough decline | -8.62% | -5.70% | -2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.75% | 2.71% | -1.96% |
Volatility
XCO2.DE vs. AE50.DE - Volatility Comparison
The current volatility for Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.DE) is 0.81%, while Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a volatility of 4.34%. This indicates that XCO2.DE experiences smaller price fluctuations and is considered to be less risky than AE50.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XCO2.DE | AE50.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.81% | 4.34% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 2.01% | 10.78% | -8.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.55% | 13.25% | -10.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.88% | 13.93% | -9.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.25% | 15.11% | -9.86% |
XCO2.DE vs. AE50.DE - Expense Ratio Comparison
Both XCO2.DE and AE50.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XCO2.DE vs. AE50.DE - Dividend Comparison
Neither XCO2.DE nor AE50.DE has paid dividends to shareholders.
Frequently Asked Questions
XCO2.DE and AE50.DE have a correlation of 0.48, 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 0.15% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XCO2.DE and AE50.DE have the same expense ratio: 0.15% per year.
XCO2.DE is categorized as Global Corporate Bonds, while AE50.DE is Europe Equities. XCO2.DE tracks Bloomberg Gbl Agg Corp TR USD, while AE50.DE tracks STOXX® Europe 50.
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