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10AJ.DE vs. ANXU.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between 10AJ.DE and ANXU.L is 0.41, 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.


Performance

10AJ.DE vs. ANXU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) and Amundi Nasdaq-100 UCITS USD (ANXU.L). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%December2025FebruaryMarchAprilMay
13.69%
209.52%
10AJ.DE
ANXU.L

Key characteristics

Sharpe Ratio

10AJ.DE:

0.30

ANXU.L:

0.53

Sortino Ratio

10AJ.DE:

0.46

ANXU.L:

0.83

Omega Ratio

10AJ.DE:

1.07

ANXU.L:

1.11

Calmar Ratio

10AJ.DE:

0.17

ANXU.L:

0.51

Martin Ratio

10AJ.DE:

0.73

ANXU.L:

1.70

Ulcer Index

10AJ.DE:

5.61%

ANXU.L:

6.69%

Daily Std Dev

10AJ.DE:

14.87%

ANXU.L:

21.83%

Max Drawdown

10AJ.DE:

-42.62%

ANXU.L:

-35.13%

Current Drawdown

10AJ.DE:

-15.15%

ANXU.L:

-9.27%

Returns By Period

In the year-to-date period, 10AJ.DE achieves a -3.70% return, which is significantly higher than ANXU.L's -5.60% return.


10AJ.DE

YTD

-3.70%

1M

6.77%

6M

-5.87%

1Y

4.51%

5Y*

4.62%

10Y*

N/A

ANXU.L

YTD

-5.60%

1M

12.49%

6M

-4.38%

1Y

11.63%

5Y*

17.86%

10Y*

17.00%

*Annualized

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10AJ.DE vs. ANXU.L - Expense Ratio Comparison

10AJ.DE has a 0.24% expense ratio, which is higher than ANXU.L's 0.13% 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%.


Risk-Adjusted Performance

10AJ.DE vs. ANXU.L — Risk-Adjusted Performance Rank

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

10AJ.DE
The Risk-Adjusted Performance Rank of 10AJ.DE is 3737
Overall Rank
The Sharpe Ratio Rank of 10AJ.DE is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of 10AJ.DE is 3636
Sortino Ratio Rank
The Omega Ratio Rank of 10AJ.DE is 3737
Omega Ratio Rank
The Calmar Ratio Rank of 10AJ.DE is 3434
Calmar Ratio Rank
The Martin Ratio Rank of 10AJ.DE is 3636
Martin Ratio Rank

ANXU.L
The Risk-Adjusted Performance Rank of ANXU.L is 5858
Overall Rank
The Sharpe Ratio Rank of ANXU.L is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of ANXU.L is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ANXU.L is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ANXU.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of ANXU.L is 5555
Martin 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.

10AJ.DE vs. ANXU.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) and Amundi Nasdaq-100 UCITS USD (ANXU.L). 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.


The current 10AJ.DE Sharpe Ratio is 0.30, which is lower than the ANXU.L Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of 10AJ.DE and ANXU.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.56
0.53
10AJ.DE
ANXU.L

Dividends

10AJ.DE vs. ANXU.L - Dividend Comparison

10AJ.DE's dividend yield for the trailing twelve months is around 3.06%, while ANXU.L has not paid dividends to shareholders.


TTM2024202320222021202020192018
10AJ.DE
Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist
3.06%2.94%2.98%3.23%2.13%3.10%2.92%2.63%
ANXU.L
Amundi Nasdaq-100 UCITS USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

10AJ.DE vs. ANXU.L - Drawdown Comparison

The maximum 10AJ.DE drawdown since its inception was -42.62%, which is greater than ANXU.L's maximum drawdown of -35.13%. Use the drawdown chart below to compare losses from any high point for 10AJ.DE and ANXU.L. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-15.18%
-9.27%
10AJ.DE
ANXU.L

Volatility

10AJ.DE vs. ANXU.L - Volatility Comparison

The current volatility for Amundi Index FTSE EPRA NAREIT Global UCITS ETF EUR Dist (10AJ.DE) is 8.98%, while Amundi Nasdaq-100 UCITS USD (ANXU.L) has a volatility of 10.03%. This indicates that 10AJ.DE experiences smaller price fluctuations and is considered to be less risky than ANXU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
8.98%
10.03%
10AJ.DE
ANXU.L