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^RTSI vs. V50A.DE
Performance
Return for Risk
Drawdowns
Volatility

^RTSI vs. V50A.DE

Last updated Jun 5, 2026

^RTSI (RTS Index) is an index, while V50A.DE (Amundi EURO STOXX 50 UCITS ETF EUR (C)) is Europe Equities fund tracking the EURO STOXX® 50. Over the past 10 years, ^RTSI returned 2.17%/yr vs 11.01%/yr for V50A.DE. At a 0.41 correlation, their price movements are largely independent.

Performance

^RTSI vs. V50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RTS Index (^RTSI) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

^RTSI is traded in USD, while V50A.DE is traded in EUR. To make them comparable, the V50A.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^RTSI achieves a 0.37% return, which is significantly lower than V50A.DE's 4.67% return. Over the past 10 years, ^RTSI has underperformed V50A.DE with an annualized return of 2.17%, while V50A.DE has yielded a comparatively higher 11.01% annualized return.

^RTSI

1D
-1.70%
1M
1.53%
YTD
0.37%
6M
-0.37%
1Y
0.87%
3Y*
2.07%
5Y*
-7.45%
10Y*
2.17%

V50A.DE

1D
0.00%
1M
0.84%
YTD
4.67%
6M
6.87%
1Y
16.09%
3Y*
18.16%
5Y*
10.18%
10Y*
11.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^RTSI vs. V50A.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
^RTSI
RTS Index		0.37%24.73%-17.56%11.63%-39.18%15.01%-10.42%44.93%-7.42%0.18%
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)		4.67%37.92%4.81%26.38%-13.96%13.77%6.58%27.34%-16.25%25.35%

Correlation

The correlation between ^RTSI and V50A.DE is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2008

0.41

The correlation between ^RTSI and V50A.DE shifts across timeframes, from -0.04 (1 year) to 0.41 (all time), reflecting how their relationship changes across market environments.

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RTS Index

Amundi EURO STOXX 50 UCITS ETF EUR (C)

Often compared with ^RTSI:
^RTSI vs. BTC-USD^RTSI vs. NASDX^RTSI vs. DJSC.AS^RTSI vs. ^GSPC^RTSI vs. HFSAX^RTSI vs. COTZX^RTSI vs. INCO
Often compared with V50A.DE:
V50A.DE vs. QDV5.DEV50A.DE vs. CACX.LV50A.DE vs. SXRT.DEV50A.DE vs. ^STOXXV50A.DE vs. SC0C.DEV50A.DE vs. LIRU.DEV50A.DE vs. VUAA.DE

Return for Risk

^RTSI vs. V50A.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
^RTSI
^RTSI Risk / Return Rank: 1111
Overall Rank
^RTSI Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
^RTSI Sortino Ratio Rank: 1111
Sortino Ratio Rank
^RTSI Omega Ratio Rank: 1111
Omega Ratio Rank
^RTSI Calmar Ratio Rank: 1111
Calmar Ratio Rank
^RTSI Martin Ratio Rank: 1111
Martin Ratio Rank
V50A.DE
V50A.DE Risk / Return Rank: 3232
Overall Rank
V50A.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 3030
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3636
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.

^RTSI vs. V50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RTS Index (^RTSI) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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.

^RTSIV50A.DEDifference
Sharpe ratioReturn per unit of total volatility
-0.06
0.90

-0.95

Sortino ratioReturn per unit of downside risk
0.07
1.42

-1.35

Omega ratioGain probability vs. loss probability

1.01

1.17

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.07

1.22

-1.29

Martin ratioReturn relative to average drawdown

-0.15

4.09

-4.24

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^RTSI vs. V50A.DE - Sharpe Ratio Comparison

The current ^RTSI Sharpe Ratio is -0.06, which is lower than the V50A.DE Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of ^RTSI and V50A.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

^RTSIV50A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

0.90

-0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.49

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

0.53

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.24

-0.02

Drawdowns

^RTSI vs. V50A.DE - Drawdown Comparison

The maximum ^RTSI drawdown since its inception was -93.26%, which is greater than V50A.DE's maximum drawdown of -51.12%. Use the drawdown chart below to compare losses from any high point for ^RTSI and V50A.DE.

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Drawdown Indicators

^RTSIV50A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-93.26%

-51.12%

-42.14%

Max Drawdown (1Y)

Largest decline over 1 year

-17.79%

-13.03%

-4.76%

Max Drawdown (3Y)

Largest decline over 3 years

-40.03%

-15.58%

-24.45%

Max Drawdown (5Y)

Largest decline over 5 years

-62.14%

-35.00%

-27.14%

Max Drawdown (10Y)

Largest decline over 10 years

-62.14%

-38.98%

-23.16%

Current Drawdown

Current decline from peak

-55.05%

-2.45%

-52.60%

Average Drawdown

Average peak-to-trough decline

-43.30%

-12.00%

-31.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

3.90%

+4.27%

Volatility

^RTSI vs. V50A.DE - Volatility Comparison

RTS Index (^RTSI) has a higher volatility of 5.98% compared to Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) at 5.51%. This indicates that ^RTSI's price experiences larger fluctuations and is considered to be riskier than V50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

^RTSIV50A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

5.51%

+0.47%

Volatility (6M)

Calculated over the trailing 6-month period

12.81%

14.74%

-1.93%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

17.76%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.06%

20.76%

+15.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.01%

20.49%

+10.52%

Frequently Asked Questions

^RTSI and V50A.DE have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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