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

Performance

18M2.DE vs. XESD.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 Xtrackers Spanish Equity UCITS ETF (XESD.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 9.78% return, which is significantly lower than XESD.DE's 14.69% return. Over the past 10 years, 18M2.DE has underperformed XESD.DE with an annualized return of 9.74%, while XESD.DE has yielded a comparatively higher 14.01% annualized return.


18M2.DE

1D
0.58%
1M
1.74%
YTD
9.78%
6M
10.49%
1Y
22.11%
3Y*
13.49%
5Y*
9.48%
10Y*
9.74%

XESD.DE

1D
0.62%
1M
6.78%
YTD
14.69%
6M
15.76%
1Y
47.75%
3Y*
32.29%
5Y*
20.35%
10Y*
14.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
18M2.DE
Amundi ETF MSCI EMU High Dividend UCITS ETF EUR
9.78%21.49%3.36%16.14%-6.47%16.02%-6.39%24.91%-4.44%7.99%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
14.69%58.72%14.57%26.76%-1.63%10.91%-10.10%15.69%-12.39%12.92%

Correlation

The correlation between 18M2.DE and XESD.DE is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.72

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

0.73

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

0.77

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

0.80

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2013

0.82

The correlation between 18M2.DE and XESD.DE shifts across timeframes, from 0.72 (1 year) to 0.82 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

18M2.DE vs. XESD.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: 7171
Overall Rank
18M2.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
18M2.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
18M2.DE Omega Ratio Rank: 7474
Omega Ratio Rank
18M2.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
18M2.DE Martin Ratio Rank: 6161
Martin Ratio Rank

XESD.DE
XESD.DE Risk / Return Rank: 9090
Overall Rank
XESD.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XESD.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
XESD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XESD.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XESD.DE Martin Ratio Rank: 8787
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. XESD.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 Xtrackers Spanish Equity UCITS ETF (XESD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.75

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.38

1.50

-0.11

Calmar ratioReturn relative to maximum drawdown

3.55

4.62

-1.07

Martin ratioReturn relative to average drawdown

9.52

16.31

-6.79

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

The current 18M2.DE Sharpe Ratio is 2.05, which is comparable to the XESD.DE Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of 18M2.DE and XESD.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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Drawdowns

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

The maximum 18M2.DE drawdown since its inception was -37.06%, roughly equal to the maximum XESD.DE drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for 18M2.DE and XESD.DE.


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Drawdown Indicators


18M2.DEXESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-37.06%

-38.76%

+1.70%

Max Drawdown (1Y)

Largest decline over 1 year

-6.19%

-10.28%

+4.09%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

-12.49%

-2.19%

Max Drawdown (5Y)

Largest decline over 5 years

-20.81%

-18.55%

-2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

-38.76%

+1.70%

Current Drawdown

Current decline from peak

-0.14%

-0.18%

+0.04%

Average Drawdown

Average peak-to-trough decline

-6.41%

-8.46%

+2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

2.92%

-0.60%

Volatility

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

The current volatility for Amundi ETF MSCI EMU High Dividend UCITS ETF EUR (18M2.DE) is 2.15%, while Xtrackers Spanish Equity UCITS ETF (XESD.DE) has a volatility of 4.05%. This indicates that 18M2.DE experiences smaller price fluctuations and is considered to be less risky than XESD.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.DEXESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

4.05%

-1.90%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

14.41%

-5.95%

Volatility (1Y)

Calculated over the trailing 1-year period

10.77%

17.06%

-6.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.42%

16.77%

-3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.17%

18.49%

-3.32%

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

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


Dividends

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

18M2.DE has not paid dividends to shareholders, while XESD.DE's dividend yield for the trailing twelve months is around 2.34%.


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%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.34%2.43%3.14%2.56%3.98%1.51%4.30%3.35%4.48%2.51%1.14%0.42%

Frequently Asked Questions


18M2.DE and XESD.DE have a correlation of 0.72, 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 XESD.DE have the same expense ratio: 0.30% per year.

18M2.DE tracks MSCI EMU High Dividend Yield, while XESD.DE tracks Solactive Spain 40. They also come from different issuers: Amundi and Xtrackers.

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