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Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) Sharpe Ratio: 0.85

ETF · Currency in EUR · Last updated Jun 5, 2026

10AJ.DE is a passive ETF by Amundi tracking the investment results of the FTSE EPRA/NAREIT Developed. 10AJ.DE launched on Feb 6, 2018 and has a 0.24% expense ratio.

10AJ.DE's Sharpe Ratio of 0.85 indicates that for each unit of volatility, it generates 0.85 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 5, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

10AJ.DE Sharpe Ratio Rank

10AJ.DE Sharpe Ratio Rank: 24.925
Below Average

10AJ.DE ranks above 24.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

10AJ.DE Sharpe Ratio Market Positioning

The chart shows 10AJ.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.82 or lower
  • Yellow zone (middle 50%): 0.82 to 2.25
  • Green zone (top 25%): 2.25 or higher
  • Top 1%: 7.38+
  • Median: 1.59 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist's Sharpe Ratio with other ETFs in the REIT category across multiple time periods, showing how 10AJ.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 5, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
WTER.DEWisdomTree New Economy Real Estate UCITS ETF USD Dist2.24
WTRE.DEWisdomTree New Economy Real Estate UCITS ETF USD Acc2.23
IQQ7.DEiShares US Property Yield UCITS ETF0.94
SPYJ.DESPDR Dow Jones Global Real Estate UCITS ETF0.90
SPY2.DESPDR Dow Jones Global Real Estate UCITS ETF Accumulating0.89
LMWE.DELyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)0.86
H4Z7.DEHSBC FTSE EPRA NAREIT Developed UCITS ETF USD (Acc)0.86
XDRE.DEXtrackers Developed Green Real Estate ESG UCITS ETF 1C0.86
10AJ.DEAmundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist0.85
IQQ6.DEiShares Developed Markets Property Yield UCITS ETF0.83

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows 10AJ.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when 10AJ.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

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