540J.DE vs. AMED.DE
540J.DE (Amundi MSCI Switzerland UCITS ETF EUR) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds from Amundi - 540J.DE tracks the MSCI Switzerland while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, 540J.DE returned 8.74%/yr vs 9.75%/yr for AMED.DE. A 0.68 correlation means they provide meaningful diversification when combined. Both charge a 0.25% expense ratio.
Performance
540J.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, 540J.DE achieves a 4.11% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, 540J.DE has underperformed AMED.DE with an annualized return of 8.74%, while AMED.DE has yielded a comparatively higher 9.75% annualized return.
540J.DE
- 1D
- 1.16%
- 1M
- 0.54%
- YTD
- 4.11%
- 6M
- 7.57%
- 1Y
- 13.06%
- 3Y*
- 8.94%
- 5Y*
- 7.71%
- 10Y*
- 8.74%
AMED.DE
- 1D
- 0.51%
- 1M
- 5.71%
- YTD
- 16.87%
- 6M
- 18.51%
- 1Y
- 26.18%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
540J.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
540J.DE Amundi MSCI Switzerland UCITS ETF EUR | 4.11% | 18.35% | 3.72% | 10.70% | -12.88% | 29.27% | 1.18% | 35.15% | -4.77% | 7.46% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between 540J.DE and AMED.DE is 0.68, 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 | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2010 | 0.68 |
The correlation between 540J.DE and AMED.DE has been stable across timeframes, ranging from 0.66 to 0.69 - a consistent structural relationship.
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Return for Risk
540J.DE vs. AMED.DE — Risk / Return Rank
540J.DE
AMED.DE
540J.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| 540J.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.33 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 2.49 | -1.38 |
| Martin ratioReturn relative to average drawdown | 3.60 | 9.40 | -5.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 540J.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.74 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.57 | 0.65 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | 0.57 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.47 | +0.17 |
Drawdowns
540J.DE vs. AMED.DE - Drawdown Comparison
The maximum 540J.DE drawdown since its inception was -25.99%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for 540J.DE and AMED.DE.
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Drawdown Indicators
| 540J.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.99% | -38.35% | +12.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -10.56% | -0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -15.76% | -14.07% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -17.64% | -24.06% | +6.42% |
Max Drawdown (10Y)Largest decline over 10 years | -25.99% | -38.35% | +12.36% |
Current DrawdownCurrent decline from peak | -3.33% | -0.17% | -3.16% |
Average DrawdownAverage peak-to-trough decline | -5.63% | -6.69% | +1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 2.81% | +0.71% |
Volatility
540J.DE vs. AMED.DE - Volatility Comparison
The current volatility for Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) is 4.33%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that 540J.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 540J.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 5.61% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.26% | 12.64% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.13% | 15.19% | -2.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.47% | 15.87% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.03% | 17.00% | -2.97% |
540J.DE vs. AMED.DE - Expense Ratio Comparison
Both 540J.DE and AMED.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
540J.DE vs. AMED.DE - Dividend Comparison
Neither 540J.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
540J.DE and AMED.DE have a correlation of 0.68, 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 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
540J.DE and AMED.DE have the same expense ratio: 0.25% per year.
540J.DE tracks MSCI Switzerland, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped.
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