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XDRE.DE vs. 10AJ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XDRE.DE vs. 10AJ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.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, XDRE.DE achieves a 7.27% return, which is significantly lower than 10AJ.DE's 7.96% return.


XDRE.DE

1D
0.41%
1M
0.53%
YTD
7.27%
6M
6.71%
1Y
9.60%
3Y*
5Y*
10Y*

10AJ.DE

1D
-0.04%
1M
-2.40%
YTD
7.96%
6M
7.43%
1Y
9.54%
3Y*
5.94%
5Y*
1.87%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDRE.DE vs. 10AJ.DE - Yearly Performance Comparison


Correlation

The correlation between XDRE.DE and 10AJ.DE is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2024

0.96

The correlation between XDRE.DE and 10AJ.DE has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

XDRE.DE vs. 10AJ.DE — Risk / Return Rank

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

XDRE.DE
XDRE.DE Risk / Return Rank: 2626
Overall Rank
XDRE.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
XDRE.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
XDRE.DE Omega Ratio Rank: 2424
Omega Ratio Rank
XDRE.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
XDRE.DE Martin Ratio Rank: 3030
Martin Ratio Rank

10AJ.DE
10AJ.DE Risk / Return Rank: 2525
Overall Rank
10AJ.DE Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
10AJ.DE Sortino Ratio Rank: 2424
Sortino Ratio Rank
10AJ.DE Omega Ratio Rank: 2424
Omega Ratio Rank
10AJ.DE Calmar Ratio Rank: 2626
Calmar Ratio Rank
10AJ.DE Martin Ratio Rank: 2828
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.

XDRE.DE vs. 10AJ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) and Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.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.


XDRE.DE10AJ.DEDifference
Sharpe ratioReturn per unit of total volatility

0.00

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.15

1.15

0.00

Calmar ratioReturn relative to maximum drawdown

1.41

1.20

+0.21

Martin ratioReturn relative to average drawdown

4.22

3.94

+0.28

XDRE.DE vs. 10AJ.DE - Sharpe Ratio Comparison

The current XDRE.DE Sharpe Ratio is 0.86, which is comparable to the 10AJ.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of XDRE.DE and 10AJ.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


XDRE.DE10AJ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.86

0.85

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.22

-0.18

Drawdowns

XDRE.DE vs. 10AJ.DE - Drawdown Comparison

The maximum XDRE.DE drawdown since its inception was -20.91%, smaller than the maximum 10AJ.DE drawdown of -42.62%. Use the drawdown chart below to compare losses from any high point for XDRE.DE and 10AJ.DE.


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Drawdown Indicators


XDRE.DE10AJ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

-42.62%

+21.71%

Max Drawdown (1Y)

Largest decline over 1 year

-6.79%

-7.89%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-20.52%

Max Drawdown (5Y)

Largest decline over 5 years

-30.01%

Current Drawdown

Current decline from peak

-2.81%

-6.63%

+3.82%

Average Drawdown

Average peak-to-trough decline

-8.22%

-12.13%

+3.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.27%

2.41%

-0.14%

Volatility

XDRE.DE vs. 10AJ.DE - Volatility Comparison

Xtrackers Developed Green Real Estate ESG UCITS ETF 1C (XDRE.DE) has a higher volatility of 2.92% compared to Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) at 2.70%. This indicates that XDRE.DE's price experiences larger fluctuations and is considered to be riskier than 10AJ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XDRE.DE10AJ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.92%

2.70%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.43%

8.38%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

11.17%

11.14%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.01%

14.60%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.01%

17.10%

-3.09%

XDRE.DE vs. 10AJ.DE - Expense Ratio Comparison

XDRE.DE has a 0.18% expense ratio, which is lower than 10AJ.DE's 0.24% 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

XDRE.DE vs. 10AJ.DE - Dividend Comparison

XDRE.DE has not paid dividends to shareholders, while 10AJ.DE's dividend yield for the trailing twelve months is around 2.77%.


PositionTTM20252024202320222021202020192018
10AJ.DE
Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist
2.77%2.99%2.94%2.98%3.23%2.13%3.10%2.92%2.63%
XDRE.DE
Xtrackers Developed Green Real Estate ESG UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.95, XDRE.DE and 10AJ.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, XDRE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDRE.DE is cheaper with a 0.18% expense ratio, compared with 0.24% for 10AJ.DE.

XDRE.DE tracks Dow Jones Developed Green Real Estate Index, while 10AJ.DE tracks FTSE EPRA/NAREIT Developed. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.18% for XDRE.DE and 0.24% for 10AJ.DE.

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