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XGEZ.DE vs. EAH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XGEZ.DE vs. EAH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) and Amundi Euro Government Green Bond UCITS ETF Acc (EAH.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, XGEZ.DE achieves a 0.02% return, which is significantly higher than EAH.DE's 0.01% return.


XGEZ.DE

1D
0.09%
1M
0.75%
YTD
0.02%
6M
-0.28%
1Y
-1.58%
3Y*
1.19%
5Y*
10Y*

EAH.DE

1D
0.11%
1M
0.72%
YTD
0.01%
6M
-0.27%
1Y
-1.55%
3Y*
1.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGEZ.DE vs. EAH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XGEZ.DE
Xtrackers II Eurozone Government Green Bond UCITS ETF
0.02%-2.16%-0.51%8.88%0.10%
EAH.DE
Amundi Euro Government Green Bond UCITS ETF Acc
0.01%-2.11%-0.57%8.84%0.22%

Correlation

The correlation between XGEZ.DE and EAH.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

1.00

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2022

1.00

The correlation between XGEZ.DE and EAH.DE has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

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Return for Risk

XGEZ.DE vs. EAH.DE — Risk / Return Rank

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

XGEZ.DE
XGEZ.DE Risk / Return Rank: 66
Overall Rank
XGEZ.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
XGEZ.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
XGEZ.DE Omega Ratio Rank: 66
Omega Ratio Rank
XGEZ.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
XGEZ.DE Martin Ratio Rank: 66
Martin Ratio Rank

EAH.DE
EAH.DE Risk / Return Rank: 66
Overall Rank
EAH.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EAH.DE Sortino Ratio Rank: 66
Sortino Ratio Rank
EAH.DE Omega Ratio Rank: 66
Omega Ratio Rank
EAH.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
EAH.DE Martin Ratio Rank: 66
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.

XGEZ.DE vs. EAH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) and Amundi Euro Government Green Bond UCITS ETF Acc (EAH.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.


XGEZ.DEEAH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.01

Omega ratioGain probability vs. loss probability

0.96

0.97

0.00

Calmar ratioReturn relative to maximum drawdown

-0.34

-0.33

-0.01

Martin ratioReturn relative to average drawdown

-0.72

-0.71

-0.01

XGEZ.DE vs. EAH.DE - Sharpe Ratio Comparison

The current XGEZ.DE Sharpe Ratio is -0.25, which is comparable to the EAH.DE Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of XGEZ.DE and EAH.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


XGEZ.DEEAH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.25

-0.24

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.59

+0.75

Drawdowns

XGEZ.DE vs. EAH.DE - Drawdown Comparison

The maximum XGEZ.DE drawdown since its inception was -13.63%, smaller than the maximum EAH.DE drawdown of -36.30%. Use the drawdown chart below to compare losses from any high point for XGEZ.DE and EAH.DE.


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Drawdown Indicators


XGEZ.DEEAH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-13.63%

-36.30%

+22.67%

Max Drawdown (1Y)

Largest decline over 1 year

-4.70%

-4.72%

+0.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.89%

-7.83%

-0.06%

Current Drawdown

Current decline from peak

-5.48%

-29.61%

+24.13%

Average Drawdown

Average peak-to-trough decline

-5.39%

-25.57%

+20.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

2.19%

+0.01%

Volatility

XGEZ.DE vs. EAH.DE - Volatility Comparison

Xtrackers II Eurozone Government Green Bond UCITS ETF (XGEZ.DE) and Amundi Euro Government Green Bond UCITS ETF Acc (EAH.DE) have volatilities of 2.47% and 2.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XGEZ.DEEAH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.47%

2.49%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

5.12%

5.30%

-0.18%

Volatility (1Y)

Calculated over the trailing 1-year period

6.41%

6.55%

-0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.92%

10.85%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.92%

10.85%

-0.93%

XGEZ.DE vs. EAH.DE - Expense Ratio Comparison

XGEZ.DE has a 0.18% expense ratio, which is lower than EAH.DE's 0.20% 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

XGEZ.DE vs. EAH.DE - Dividend Comparison

XGEZ.DE's dividend yield for the trailing twelve months is around 2.10%, while EAH.DE has not paid dividends to shareholders.


PositionTTM202520242023
EAH.DE
Amundi Euro Government Green Bond UCITS ETF Acc
0.00%0.00%0.00%0.00%
XGEZ.DE
Xtrackers II Eurozone Government Green Bond UCITS ETF
2.10%1.99%2.07%1.27%

Frequently Asked Questions


With a correlation of 0.99, XGEZ.DE and EAH.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, XGEZ.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XGEZ.DE is cheaper with a 0.18% expense ratio, compared with 0.20% for EAH.DE.

XGEZ.DE tracks iBoxx® EUR Eurozone Sovereigns Green Bonds Capped, while EAH.DE tracks Solactive Euro Government Green Bond. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.18% for XGEZ.DE and 0.20% for EAH.DE.

Portfolio Optimizer

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