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XZWG.DE vs. AHYH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XZWG.DE vs. AHYH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE) and Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE). The values are adjusted to include any dividend payments, if applicable.

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XZWG.DE vs. AHYH.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
XZWG.DE
Xtrackers II ESG Global Government Bond UCITS ETF
0.31%-4.17%1.51%2.50%-2.98%
AHYH.DE
Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR
-0.11%3.12%2.55%3.20%0.34%

Returns By Period

In the year-to-date period, XZWG.DE achieves a 0.31% return, which is significantly higher than AHYH.DE's -0.11% return.


XZWG.DE

1D
0.16%
1M
-1.46%
YTD
0.31%
6M
-0.02%
1Y
-2.90%
3Y*
-0.66%
5Y*
10Y*

AHYH.DE

1D
0.27%
1M
-0.28%
YTD
-0.11%
6M
0.20%
1Y
1.78%
3Y*
2.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XZWG.DE vs. AHYH.DE - Expense Ratio Comparison

XZWG.DE has a 0.20% 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%.


Return for Risk

XZWG.DE vs. AHYH.DE — Risk / Return Rank

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

XZWG.DE
XZWG.DE Risk / Return Rank: 33
Overall Rank
XZWG.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
XZWG.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
XZWG.DE Omega Ratio Rank: 22
Omega Ratio Rank
XZWG.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
XZWG.DE Martin Ratio Rank: 44
Martin Ratio Rank

AHYH.DE
AHYH.DE Risk / Return Rank: 3434
Overall Rank
AHYH.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AHYH.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
AHYH.DE Omega Ratio Rank: 3434
Omega Ratio Rank
AHYH.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
AHYH.DE Martin Ratio Rank: 3232
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.

XZWG.DE vs. AHYH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.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.


XZWG.DEAHYH.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.68

0.83

-1.51

Sortino ratio

Return per unit of downside risk

-0.85

1.16

-2.00

Omega ratio

Gain probability vs. loss probability

0.89

1.15

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.64

0.86

-1.50

Martin ratio

Return relative to average drawdown

-0.91

3.65

-4.56

XZWG.DE vs. AHYH.DE - Sharpe Ratio Comparison

The current XZWG.DE Sharpe Ratio is -0.68, which is lower than the AHYH.DE Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of XZWG.DE and AHYH.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


XZWG.DEAHYH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.68

0.83

-1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.65

0.84

-1.50

Correlation

The correlation between XZWG.DE and AHYH.DE is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XZWG.DE vs. AHYH.DE - Dividend Comparison

XZWG.DE's dividend yield for the trailing twelve months is around 2.55%, while AHYH.DE has not paid dividends to shareholders.


TTM2025202420232022
XZWG.DE
Xtrackers II ESG Global Government Bond UCITS ETF
2.55%2.53%2.56%1.74%1.16%
AHYH.DE
Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR
0.00%0.00%0.00%0.00%0.00%

Drawdowns

XZWG.DE vs. AHYH.DE - Drawdown Comparison

The maximum XZWG.DE drawdown since its inception was -20.85%, 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 XZWG.DE and AHYH.DE.


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Drawdown Indicators


XZWG.DEAHYH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.85%

-1.86%

-18.99%

Max Drawdown (1Y)

Largest decline over 1 year

-4.52%

-1.59%

-2.93%

Current Drawdown

Current decline from peak

-17.93%

-0.85%

-17.08%

Average Drawdown

Average peak-to-trough decline

-15.17%

-0.46%

-14.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

0.38%

+2.82%

Volatility

XZWG.DE vs. AHYH.DE - Volatility Comparison

Xtrackers II ESG Global Government Bond UCITS ETF (XZWG.DE) has a higher volatility of 1.51% compared to Amundi Global Aggregate SRI 1-5 UCITS ETF Hedged EUR (AHYH.DE) at 1.13%. This indicates that XZWG.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


XZWG.DEAHYH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

1.13%

+0.38%

Volatility (6M)

Calculated over the trailing 6-month period

2.50%

1.58%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

4.30%

2.13%

+2.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.75%

3.06%

+3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.75%

3.06%

+3.69%