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XHYA.DE vs. MTDD.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XHYA.DE vs. MTDD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) and Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE). The values are adjusted to include any dividend payments, if applicable.

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XHYA.DE vs. MTDD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
-0.80%4.47%6.15%10.88%-8.84%2.96%2.02%9.71%-3.59%3.97%
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
-0.65%1.75%1.15%8.48%-19.28%-2.83%3.93%6.98%1.40%3.10%

Returns By Period

In the year-to-date period, XHYA.DE achieves a -0.80% return, which is significantly lower than MTDD.DE's -0.65% return.


XHYA.DE

1D
1.00%
1M
-0.72%
YTD
-0.80%
6M
-0.18%
1Y
3.15%
3Y*
5.90%
5Y*
2.51%
10Y*

MTDD.DE

1D
0.26%
1M
-2.52%
YTD
-0.65%
6M
-0.32%
1Y
1.64%
3Y*
2.50%
5Y*
-2.47%
10Y*
-0.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XHYA.DE vs. MTDD.DE - Expense Ratio Comparison

XHYA.DE has a 0.20% expense ratio, which is higher than MTDD.DE's 0.17% 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%.


Return for Risk

XHYA.DE vs. MTDD.DE — Risk / Return Rank

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

XHYA.DE
XHYA.DE Risk / Return Rank: 3737
Overall Rank
XHYA.DE Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
XHYA.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
XHYA.DE Omega Ratio Rank: 3333
Omega Ratio Rank
XHYA.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XHYA.DE Martin Ratio Rank: 4545
Martin Ratio Rank

MTDD.DE
MTDD.DE Risk / Return Rank: 2020
Overall Rank
MTDD.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
MTDD.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
MTDD.DE Omega Ratio Rank: 1818
Omega Ratio Rank
MTDD.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
MTDD.DE Martin Ratio Rank: 2222
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.

XHYA.DE vs. MTDD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) and Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.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.


XHYA.DEMTDD.DEDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.38

+0.33

Sortino ratio

Return per unit of downside risk

1.05

0.54

+0.51

Omega ratio

Gain probability vs. loss probability

1.14

1.07

+0.08

Calmar ratio

Return relative to maximum drawdown

1.13

0.46

+0.68

Martin ratio

Return relative to average drawdown

4.62

1.78

+2.84

XHYA.DE vs. MTDD.DE - Sharpe Ratio Comparison

The current XHYA.DE Sharpe Ratio is 0.71, which is higher than the MTDD.DE Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of XHYA.DE and MTDD.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


XHYA.DEMTDD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.38

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

-0.35

+0.81

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.43

-0.02

Correlation

The correlation between XHYA.DE and MTDD.DE is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XHYA.DE vs. MTDD.DE - Dividend Comparison

XHYA.DE has not paid dividends to shareholders, while MTDD.DE's dividend yield for the trailing twelve months is around 2.70%.


TTM20252024202320222021202020192018
XHYA.DE
Xtrackers EUR High Yield Corporate Bond UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MTDD.DE
Amundi Euro Government Bond 7-10Y UCITS ETF Dist
2.70%2.68%1.85%1.25%1.45%1.74%1.68%0.83%0.77%

Drawdowns

XHYA.DE vs. MTDD.DE - Drawdown Comparison

The maximum XHYA.DE drawdown since its inception was -23.86%, which is greater than MTDD.DE's maximum drawdown of -22.48%. Use the drawdown chart below to compare losses from any high point for XHYA.DE and MTDD.DE.


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Drawdown Indicators


XHYA.DEMTDD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.86%

-22.48%

-1.38%

Max Drawdown (1Y)

Largest decline over 1 year

-3.10%

-4.13%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-14.48%

-22.18%

+7.70%

Max Drawdown (10Y)

Largest decline over 10 years

-22.48%

Current Drawdown

Current decline from peak

-1.59%

-13.31%

+11.72%

Average Drawdown

Average peak-to-trough decline

-2.56%

-5.47%

+2.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.71%

1.06%

-0.35%

Volatility

XHYA.DE vs. MTDD.DE - Volatility Comparison

Xtrackers EUR High Yield Corporate Bond UCITS ETF (XHYA.DE) and Amundi Euro Government Bond 7-10Y UCITS ETF Dist (MTDD.DE) have volatilities of 2.23% and 2.29%, 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


XHYA.DEMTDD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.23%

2.29%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

3.04%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.45%

4.38%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.41%

6.97%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.70%

6.00%

+0.70%