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XCO2.L vs. AHYH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XCO2.L vs. AHYH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor Global Green Bond 1-10 Y (DR) UCITS ETF - Acc (XCO2.L) and Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE). The values are adjusted to include any dividend payments, if applicable.

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XCO2.L vs. AHYH.DE - Yearly Performance Comparison


Different Trading Currencies

XCO2.L is traded in GBP, while AHYH.DE is traded in EUR. To make them comparable, the AHYH.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, XCO2.L achieves a -0.35% return, which is significantly lower than AHYH.DE's -0.10% return.


XCO2.L

1D
0.54%
1M
-1.83%
YTD
-0.35%
6M
0.29%
1Y
3Y*
5Y*
10Y*

AHYH.DE

1D
0.42%
1M
0.06%
YTD
-0.10%
6M
0.26%
1Y
6.39%
3Y*
2.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XCO2.L vs. AHYH.DE - Expense Ratio Comparison

XCO2.L has a 0.15% expense ratio, which is lower than AHYH.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%.


Return for Risk

XCO2.L vs. AHYH.DE — Risk / Return Rank

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

XCO2.L

AHYH.DE
AHYH.DE Risk / Return Rank: 3434
Overall Rank
AHYH.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AHYH.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
AHYH.DE Omega Ratio Rank: 3434
Omega Ratio Rank
AHYH.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
AHYH.DE Martin Ratio Rank: 3232
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.

XCO2.L vs. AHYH.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.L) and Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XCO2.L vs. AHYH.DE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XCO2.LAHYH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.40

+0.52

Correlation

The correlation between XCO2.L and AHYH.DE is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XCO2.L vs. AHYH.DE - Dividend Comparison

Neither XCO2.L nor AHYH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XCO2.L vs. AHYH.DE - Drawdown Comparison

The maximum XCO2.L drawdown since its inception was -3.63%, smaller than the maximum AHYH.DE drawdown of -5.65%. Use the drawdown chart below to compare losses from any high point for XCO2.L and AHYH.DE.


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Drawdown Indicators


XCO2.LAHYH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-3.63%

-1.86%

-1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-1.59%

Current Drawdown

Current decline from peak

-2.54%

-0.85%

-1.69%

Average Drawdown

Average peak-to-trough decline

-0.89%

-0.46%

-0.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.38%

Volatility

XCO2.L vs. AHYH.DE - Volatility Comparison


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Volatility by Period


XCO2.LAHYH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.75%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

5.40%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.37%

5.50%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.37%

5.50%

-1.13%