XZE5.DE vs. ECR1.DE
XZE5.DE (Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C) and ECR1.DE (Amundi Euro Corporate 0-1Y ESG UCITS ETF) are both European Corporate Bonds funds - XZE5.DE tracks the Bloomberg Euro Corp TR EUR while ECR1.DE tracks the iBoxx® MSCI ESG EUR Corporates 0-1. Both are passively managed. Over the past 5 years, XZE5.DE returned 1.16%/yr vs 1.94%/yr for ECR1.DE. At a 0.23 correlation, their price movements are largely independent. XZE5.DE charges 0.16%/yr vs 0.08%/yr for ECR1.DE.
Performance
XZE5.DE vs. ECR1.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XZE5.DE achieves a 0.85% return, which is significantly lower than ECR1.DE's 0.95% return.
XZE5.DE
- 1D
- 0.00%
- 1M
- 0.38%
- YTD
- 0.85%
- 6M
- 0.88%
- 1Y
- 1.96%
- 3Y*
- 4.07%
- 5Y*
- 1.16%
- 10Y*
- —
ECR1.DE
- 1D
- 0.00%
- 1M
- 0.11%
- YTD
- 0.95%
- 6M
- 0.97%
- 1Y
- 2.03%
- 3Y*
- 3.15%
- 5Y*
- 1.94%
- 10Y*
- —
XZE5.DE vs. ECR1.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XZE5.DE Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C | 0.85% | 3.08% | 4.10% | 5.27% | -6.80% | -0.15% |
ECR1.DE Amundi Euro Corporate 0-1Y ESG UCITS ETF | 0.95% | 2.49% | 3.92% | 3.16% | -0.51% | -0.26% |
Correlation
The correlation between XZE5.DE and ECR1.DE is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2021 | 0.24 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XZE5.DE vs. ECR1.DE — Risk / Return Rank
XZE5.DE
ECR1.DE
XZE5.DE vs. ECR1.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.DE) and Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| XZE5.DE | ECR1.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.74 | ||
| Sortino ratioReturn per unit of downside risk | -5.26 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.81 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | 1.19 | 22.15 | -20.96 |
| Martin ratioReturn relative to average drawdown | 4.23 | 77.17 | -72.93 |
Loading charts...
Drawdowns
XZE5.DE vs. ECR1.DE - Drawdown Comparison
The maximum XZE5.DE drawdown since its inception was -8.73%, which is greater than ECR1.DE's maximum drawdown of -1.49%. Use the drawdown chart below to compare losses from any high point for XZE5.DE and ECR1.DE.
Loading charts...
Drawdown Indicators
| XZE5.DE | ECR1.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.73% | -1.49% | -7.24% |
Max Drawdown (1Y)Largest decline over 1 year | -1.66% | -0.09% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -1.66% | -0.18% | -1.48% |
Max Drawdown (5Y)Largest decline over 5 years | -8.73% | -1.32% | -7.41% |
Current DrawdownCurrent decline from peak | -0.01% | -0.03% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -0.27% | -2.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 0.03% | +0.43% |
Volatility
XZE5.DE vs. ECR1.DE - Volatility Comparison
Xtrackers II EUR Corporate Bond Short Duration SRI PAB UCITS ETF 1C (XZE5.DE) has a higher volatility of 0.50% compared to Amundi Euro Corporate 0-1Y ESG UCITS ETF (ECR1.DE) at 0.15%. This indicates that XZE5.DE's price experiences larger fluctuations and is considered to be riskier than ECR1.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XZE5.DE | ECR1.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.50% | 0.15% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.67% | 0.38% | +1.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.94% | 0.54% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.55% | 0.63% | +1.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.38% | 0.63% | +1.75% |
XZE5.DE vs. ECR1.DE - Expense Ratio Comparison
XZE5.DE has a 0.16% expense ratio, which is higher than ECR1.DE's 0.08% 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
XZE5.DE vs. ECR1.DE - Dividend Comparison
Neither XZE5.DE nor ECR1.DE has paid dividends to shareholders.
Frequently Asked Questions
XZE5.DE and ECR1.DE have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ECR1.DE is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ECR1.DE is cheaper with a 0.08% expense ratio, compared with 0.16% for XZE5.DE.
XZE5.DE tracks Bloomberg Euro Corp TR EUR, while ECR1.DE tracks iBoxx® MSCI ESG EUR Corporates 0-1. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.16% for XZE5.DE and 0.08% for ECR1.DE.
Find the right allocation for XZE5.DE and ECR1.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer