10AI.DE vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and S&P 500 Index (^GSPC).

10AI.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Europe. It was launched on Dec 19, 2017.

Performance

10AI.DE vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

10AI.DE vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
10AI.DE Amundi Index MSCI Europe UCITS ETF DR EUR (D)	1.49%	20.22%	8.28%	15.64%	-9.34%	25.18%	-3.49%	30.37%	-11.21%
^GSPC S&P 500 Index	-2.47%	2.58%	31.45%	20.51%	-14.45%	36.38%	6.68%	31.79%	-0.07%

Different Trading Currencies

10AI.DE is traded in EUR, while ^GSPC is traded in USD. To make them comparable, the ^GSPC values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 10AI.DE achieves a 1.49% return, which is significantly higher than ^GSPC's -2.47% return.

10AI.DE

• 1D: 2.54%
• 1M: -3.93%
• YTD: 1.49%
• 6M: 6.57%
• 1Y: 13.41%
• 3Y*: 12.14%
• 5Y*: 9.83%
• 10Y*: —

^GSPC

• 1D: 0.61%
• 1M: -3.45%
• YTD: -2.47%
• 6M: -0.63%
• 1Y: 8.91%
• 3Y*: 14.47%
• 5Y*: 10.74%
• 10Y*: 12.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

10AI.DE vs. ^GSPC — Risk / Return Rank

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

10AI.DE

10AI.DE Risk / Return Rank: 47
10AI.DE Sharpe Ratio Rank: 47
10AI.DE Sortino Ratio Rank: 41
10AI.DE Omega Ratio Rank: 46
10AI.DE Calmar Ratio Rank: 51
10AI.DE Martin Ratio Rank: 52

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

10AI.DE vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) and S&P 500 Index (^GSPC). 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.

	10AI.DE	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	0.90	0.43	+0.46
Sortino ratio Return per unit of downside risk	1.23	0.73	+0.50
Omega ratio Gain probability vs. loss probability	1.19	1.12	+0.07
Calmar ratio Return relative to maximum drawdown	1.39	0.66	+0.73
Martin ratio Return relative to average drawdown	5.38	2.77	+2.62
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

10AI.DE vs. ^GSPC - Sharpe Ratio Comparison

The current 10AI.DE Sharpe Ratio is 0.90, which is higher than the ^GSPC Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of 10AI.DE and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	10AI.DE	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	0.43	+0.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	0.64	+0.05
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.65	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.45	+0.12

Correlation

The correlation between 10AI.DE and ^GSPC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

10AI.DE vs. ^GSPC - Drawdown Comparison

The maximum 10AI.DE drawdown since its inception was -35.68%, smaller than the maximum ^GSPC drawdown of -53.11%. Use the drawdown chart below to compare losses from any high point for 10AI.DE and ^GSPC.

Drawdown Indicators

	10AI.DE	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-35.68%	-56.78%	+21.10%
Max Drawdown (1Y) Largest decline over 1 year	-12.46%	-12.14%	-0.32%
Max Drawdown (5Y) Largest decline over 5 years	-19.53%	-25.43%	+5.90%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-5.44%	-5.78%	+0.34%
Average Drawdown Average peak-to-trough decline	-4.94%	-10.75%	+5.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	2.60%	+0.02%

Volatility

10AI.DE vs. ^GSPC - Volatility Comparison

Amundi Index MSCI Europe UCITS ETF DR EUR (D) (10AI.DE) has a higher volatility of 5.93% compared to S&P 500 Index (^GSPC) at 4.42%. This indicates that 10AI.DE's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	10AI.DE	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.93%	4.42%	+1.51%
Volatility (6M) Calculated over the trailing 6-month period	9.22%	9.93%	-0.71%
Volatility (1Y) Calculated over the trailing 1-year period	14.93%	20.69%	-5.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.08%	16.81%	-2.73%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.06%	18.63%	-1.57%