XDEM.DE vs. AHYH.DE
XDEM.DE (Xtrackers MSCI World Momentum Factor UCITS ETF 1C) and AHYH.DE (Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR) are both exchange-traded funds - XDEM.DE is a Momentum fund tracking the MSCI World Momentum Index, while AHYH.DE is a Global Bonds fund tracking the Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI 1-5 Year Sector Neutral (EUR Hedged). Both are passively managed. Over the past 3 years, XDEM.DE returned 26.15%/yr vs 2.59%/yr for AHYH.DE. At a correlation of -0.01, they often move in opposite directions. XDEM.DE charges 0.25%/yr vs 0.16%/yr for AHYH.DE.
Performance
XDEM.DE vs. AHYH.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XDEM.DE achieves a 22.76% return, which is significantly higher than AHYH.DE's -0.20% return.
XDEM.DE
- 1D
- -0.95%
- 1M
- 6.89%
- YTD
- 22.76%
- 6M
- 23.63%
- 1Y
- 31.54%
- 3Y*
- 26.15%
- 5Y*
- 14.74%
- 10Y*
- 15.65%
AHYH.DE
- 1D
- -0.01%
- 1M
- -0.03%
- YTD
- -0.20%
- 6M
- -0.02%
- 1Y
- 1.25%
- 3Y*
- 2.59%
- 5Y*
- —
- 10Y*
- —
XDEM.DE vs. AHYH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDEM.DE Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 22.76% | 8.09% | 38.24% | 8.17% | 0.61% |
AHYH.DE Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR | -0.20% | 3.12% | 2.55% | 3.20% | 0.34% |
Correlation
The correlation between XDEM.DE and AHYH.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | -0.01 |
The correlation between XDEM.DE and AHYH.DE shifts across timeframes, from -0.01 (all time) to 0.13 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDEM.DE vs. AHYH.DE — Risk / Return Rank
XDEM.DE
AHYH.DE
XDEM.DE vs. AHYH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) 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.
| XDEM.DE | AHYH.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.41 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.08 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 0.65 | +2.82 |
| Martin ratioReturn relative to average drawdown | 13.27 | 1.89 | +11.39 |
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
| XDEM.DE | AHYH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 0.45 | +1.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.84 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.80 | +0.10 |
Drawdowns
XDEM.DE vs. AHYH.DE - Drawdown Comparison
The maximum XDEM.DE drawdown since its inception was -30.93%, which is greater than AHYH.DE's maximum drawdown of -1.86%. Use the drawdown chart below to compare losses from any high point for XDEM.DE and AHYH.DE.
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Drawdown Indicators
| XDEM.DE | AHYH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.93% | -1.86% | -29.07% |
Max Drawdown (1Y)Largest decline over 1 year | -9.05% | -1.59% | -7.46% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -1.59% | -21.92% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.93% | — | — |
Current DrawdownCurrent decline from peak | -0.95% | -0.94% | -0.01% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -0.49% | -5.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 0.55% | +1.81% |
Volatility
XDEM.DE vs. AHYH.DE - Volatility Comparison
Xtrackers MSCI World Momentum Factor UCITS ETF 1C (XDEM.DE) has a higher volatility of 5.80% compared to Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE) at 0.61%. This indicates that XDEM.DE's price experiences larger fluctuations and is considered to be riskier than AHYH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XDEM.DE | AHYH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.80% | 0.61% | +5.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.20% | 2.00% | +12.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.85% | 2.27% | +14.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.30% | 3.07% | +14.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.85% | 3.07% | +14.78% |
XDEM.DE vs. AHYH.DE - Expense Ratio Comparison
XDEM.DE has a 0.25% expense ratio, which is higher than AHYH.DE's 0.16% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
XDEM.DE vs. AHYH.DE - Dividend Comparison
Neither XDEM.DE nor AHYH.DE has paid dividends to shareholders.
Frequently Asked Questions
XDEM.DE and AHYH.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AHYH.DE is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AHYH.DE is cheaper with a 0.16% expense ratio, compared with 0.25% for XDEM.DE.
XDEM.DE is categorized as Momentum, while AHYH.DE is Global Bonds. XDEM.DE tracks MSCI World Momentum Index, while AHYH.DE tracks Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI 1-5 Year Sector Neutral (EUR Hedged). They also come from different issuers: DWS and Amundi. Their fees differ too: 0.25% for XDEM.DE and 0.16% for AHYH.DE.
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