PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINFR0010790980
WKNA0X9QJ
IssuerAmundi
Inception DateSep 29, 2009
CategoryEurope Equities
Index TrackedSTOXX® Europe 50
DomicileFrance
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large

Asset Class Style

Blend

Expense Ratio

The Amundi ETF STOXX Europe 50 UCITS ETF EUR features an expense ratio of 0.15%, falling within the medium range.


Expense ratio chart for AE50.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi ETF STOXX Europe 50 UCITS ETF EUR

Popular comparisons: AE50.DE vs. AME6.DE, AE50.DE vs. ISX5.L, AE50.DE vs. SPYG

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi ETF STOXX Europe 50 UCITS ETF EUR, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
111.99%
252.32%
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi ETF STOXX Europe 50 UCITS ETF EUR had a return of 9.38% year-to-date (YTD) and 13.00% in the last 12 months. Over the past 10 years, Amundi ETF STOXX Europe 50 UCITS ETF EUR had an annualized return of 13.28%, outperforming the S&P 500 benchmark which had an annualized return of 10.52%.


PeriodReturnBenchmark
Year-To-Date9.38%6.92%
1 month0.69%-2.83%
6 months18.83%23.86%
1 year13.00%23.33%
5 years (annualized)11.11%11.66%
10 years (annualized)13.28%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.06%1.66%4.12%
2023-0.99%-2.84%4.70%3.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AE50.DE is 70, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of AE50.DE is 7070
Amundi ETF STOXX Europe 50 UCITS ETF EUR(AE50.DE)
The Sharpe Ratio Rank of AE50.DE is 6565Sharpe Ratio Rank
The Sortino Ratio Rank of AE50.DE is 6464Sortino Ratio Rank
The Omega Ratio Rank of AE50.DE is 6666Omega Ratio Rank
The Calmar Ratio Rank of AE50.DE is 8787Calmar Ratio Rank
The Martin Ratio Rank of AE50.DE is 6969Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AE50.DE
Sharpe ratio
The chart of Sharpe ratio for AE50.DE, currently valued at 1.30, compared to the broader market-1.000.001.002.003.004.001.30
Sortino ratio
The chart of Sortino ratio for AE50.DE, currently valued at 1.88, compared to the broader market-2.000.002.004.006.008.001.88
Omega ratio
The chart of Omega ratio for AE50.DE, currently valued at 1.24, compared to the broader market0.501.001.502.002.501.24
Calmar ratio
The chart of Calmar ratio for AE50.DE, currently valued at 1.97, compared to the broader market0.002.004.006.008.0010.0012.001.97
Martin ratio
The chart of Martin ratio for AE50.DE, currently valued at 5.57, compared to the broader market0.0020.0040.0060.005.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current Amundi ETF STOXX Europe 50 UCITS ETF EUR Sharpe ratio is 1.30. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.30
2.61
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR)
Benchmark (^GSPC)

Dividends

Dividend History


Amundi ETF STOXX Europe 50 UCITS ETF EUR doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril0
-2.31%
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi ETF STOXX Europe 50 UCITS ETF EUR. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi ETF STOXX Europe 50 UCITS ETF EUR was 32.20%, occurring on Mar 18, 2020. Recovery took 247 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.2%Feb 20, 202018Mar 18, 2020247May 5, 2021265
-24.2%Apr 20, 201563Feb 10, 2016260Apr 1, 2019323
-12.15%Jan 6, 2022188Sep 29, 202240Nov 24, 2022228
-6.68%May 22, 2023115Oct 27, 202330Dec 8, 2023145
-6.63%Jul 8, 201913Aug 7, 201915Sep 26, 201928

Volatility

Volatility Chart

The current Amundi ETF STOXX Europe 50 UCITS ETF EUR volatility is 3.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%NovemberDecember2024FebruaryMarchApril
3.10%
3.59%
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR)
Benchmark (^GSPC)