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18M2.DE vs. SELD.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

18M2.DE vs. SELD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 18M2.DE achieves a 6.76% return, which is significantly lower than SELD.DE's 14.08% return. Over the past 10 years, 18M2.DE has underperformed SELD.DE with an annualized return of 8.26%, while SELD.DE has yielded a comparatively higher 9.59% annualized return.


18M2.DE

1D
0.32%
1M
1.10%
YTD
6.76%
6M
8.84%
1Y
15.86%
3Y*
12.13%
5Y*
8.90%
10Y*
8.26%

SELD.DE

1D
0.52%
1M
4.00%
YTD
14.08%
6M
19.29%
1Y
32.34%
3Y*
20.75%
5Y*
11.33%
10Y*
9.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

18M2.DE vs. SELD.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
6.76%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.44%7.99%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
14.08%44.46%5.76%3.90%-10.09%24.12%-9.44%27.63%-4.88%5.07%

Correlation

The correlation between 18M2.DE and SELD.DE is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.83

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

0.86

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

0.86

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2010

0.83

The correlation between 18M2.DE and SELD.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

18M2.DE vs. SELD.DE — Risk / Return Rank

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

18M2.DE
18M2.DE Risk / Return Rank: 4545
Overall Rank
18M2.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 4444
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 4242
Martin Ratio Rank

SELD.DE
SELD.DE Risk / Return Rank: 8484
Overall Rank
SELD.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
SELD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
SELD.DE Omega Ratio Rank: 8282
Omega Ratio Rank
SELD.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
SELD.DE Martin Ratio Rank: 8282
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.

18M2.DE vs. SELD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) and Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.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.


18M2.DESELD.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.24

Sortino ratioReturn per unit of downside risk

-1.71

Omega ratioGain probability vs. loss probability

1.28

1.49

-0.21

Calmar ratioReturn relative to maximum drawdown

2.55

4.79

-2.24

Martin ratioReturn relative to average drawdown

6.71

16.20

-9.50

18M2.DE vs. SELD.DE - Sharpe Ratio Comparison

The current 18M2.DE Sharpe Ratio is 1.49, which is lower than the SELD.DE Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of 18M2.DE and SELD.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


18M2.DESELD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

2.73

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

0.75

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.55

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.18

+0.26

Drawdowns

18M2.DE vs. SELD.DE - Drawdown Comparison

The maximum 18M2.DE drawdown since its inception was -37.06%, smaller than the maximum SELD.DE drawdown of -70.30%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and SELD.DE.


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Drawdown Indicators


18M2.DESELD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-70.30%

+33.24%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-6.72%

+0.53%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-14.13%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-20.81%

-23.02%

+2.21%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

-40.65%

+3.59%

Current Drawdown

Current decline from peak

-1.44%

-1.80%

+0.36%

Average Drawdown

Average peak-to-trough decline

-6.42%

-25.32%

+18.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

1.99%

+0.37%

Volatility

18M2.DE vs. SELD.DE - Volatility Comparison

The current volatility for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) is 2.63%, while Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist (SELD.DE) has a volatility of 3.83%. This indicates that 18M2.DE experiences smaller price fluctuations and is considered to be less risky than SELD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


18M2.DESELD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.63%

3.83%

-1.20%

Volatility (6M)

Calculated over the trailing 6-month period

8.33%

9.59%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

10.62%

11.81%

-1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.41%

14.87%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

17.42%

-1.98%

18M2.DE vs. SELD.DE - Expense Ratio Comparison

Both 18M2.DE and SELD.DE have an expense ratio of 0.30%.


Dividends

18M2.DE vs. SELD.DE - Dividend Comparison

18M2.DE has not paid dividends to shareholders, while SELD.DE's dividend yield for the trailing twelve months is around 5.68%.


PositionTTM20252024202320222021202020192018201720162015
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SELD.DE
Lyxor STOXX Europe Select Dividend 30 UCITS ETF Dist
5.68%6.48%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%

Frequently Asked Questions


18M2.DE and SELD.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.30% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

18M2.DE and SELD.DE have the same expense ratio: 0.30% per year.

18M2.DE tracks MSCI EMU High Dividend Yield, while SELD.DE tracks STOXX® Europe Select Dividend 30.

Portfolio Optimizer

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