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6AQQ.DE vs. F500.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6AQQ.DE vs. F500.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.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, 6AQQ.DE achieves a 20.65% return, which is significantly higher than F500.DE's 11.02% return.


6AQQ.DE

1D
-0.84%
1M
7.97%
YTD
20.65%
6M
18.79%
1Y
37.28%
3Y*
24.68%
5Y*
18.87%
10Y*
21.42%

F500.DE

1D
0.66%
1M
4.22%
YTD
11.02%
6M
11.00%
1Y
28.38%
3Y*
18.57%
5Y*
15.55%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

6AQQ.DE vs. F500.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
20.65%7.08%33.77%51.54%-29.96%39.62%34.72%42.90%-14.09%
F500.DE
Amundi S&P 500 ESG UCITS ETF Acc
11.02%5.41%31.71%24.10%-14.24%43.57%6.01%34.18%-11.70%

Correlation

The correlation between 6AQQ.DE and F500.DE is 0.89, 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

0.89

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

0.91

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

0.92

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2018

0.91

The correlation between 6AQQ.DE and F500.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.

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Return for Risk

6AQQ.DE vs. F500.DE — Risk / Return Rank

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

6AQQ.DE
6AQQ.DE Risk / Return Rank: 7272
Overall Rank
6AQQ.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
6AQQ.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
6AQQ.DE Omega Ratio Rank: 7272
Omega Ratio Rank
6AQQ.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
6AQQ.DE Martin Ratio Rank: 6363
Martin Ratio Rank

F500.DE
F500.DE Risk / Return Rank: 7777
Overall Rank
F500.DE Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
F500.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
F500.DE Omega Ratio Rank: 7777
Omega Ratio Rank
F500.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
F500.DE Martin Ratio Rank: 7878
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.

6AQQ.DE vs. F500.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) and Amundi S&P 500 ESG UCITS ETF Acc (F500.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.


6AQQ.DEF500.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

1.42

1.45

-0.02

Calmar ratioReturn relative to maximum drawdown

3.77

3.88

-0.11

Martin ratioReturn relative to average drawdown

11.17

14.92

-3.75

6AQQ.DE vs. F500.DE - Sharpe Ratio Comparison

The current 6AQQ.DE Sharpe Ratio is 2.41, which is comparable to the F500.DE Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of 6AQQ.DE and F500.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


6AQQ.DEF500.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.41

2.44

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

1.00

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.08

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.87

+0.20

Drawdowns

6AQQ.DE vs. F500.DE - Drawdown Comparison

The maximum 6AQQ.DE drawdown since its inception was -31.19%, smaller than the maximum F500.DE drawdown of -33.80%. Use the drawdown chart below to compare losses from any high point for 6AQQ.DE and F500.DE.


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Drawdown Indicators


6AQQ.DEF500.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-33.80%

+2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.01%

-7.33%

-2.68%

Max Drawdown (3Y)

Largest decline over 3 years

-26.73%

-23.49%

-3.24%

Max Drawdown (5Y)

Largest decline over 5 years

-31.19%

-23.49%

-7.70%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-0.84%

0.00%

-0.84%

Average Drawdown

Average peak-to-trough decline

-5.36%

-4.64%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

1.91%

+1.48%

Volatility

6AQQ.DE vs. F500.DE - Volatility Comparison

Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) has a higher volatility of 4.40% compared to Amundi S&P 500 ESG UCITS ETF Acc (F500.DE) at 2.88%. This indicates that 6AQQ.DE's price experiences larger fluctuations and is considered to be riskier than F500.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6AQQ.DEF500.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

2.88%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

7.78%

+3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

11.68%

+3.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.83%

15.31%

+4.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.63%

17.00%

+2.63%

6AQQ.DE vs. F500.DE - Expense Ratio Comparison

6AQQ.DE has a 0.23% expense ratio, which is higher than F500.DE's 0.12% 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%.


Dividends

6AQQ.DE vs. F500.DE - Dividend Comparison

Neither 6AQQ.DE nor F500.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


6AQQ.DE and F500.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, F500.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

F500.DE is cheaper with a 0.12% expense ratio, compared with 0.23% for 6AQQ.DE.

6AQQ.DE is categorized as Nasdaq-100, while F500.DE is S&P 500. 6AQQ.DE tracks Nasdaq 100®, while F500.DE tracks S&P 500 ESG+. Their fees differ too: 0.23% for 6AQQ.DE and 0.12% for F500.DE.

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