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6PSC.DE vs. AMED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

6PSC.DE vs. AMED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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, 6PSC.DE achieves a 8.79% return, which is significantly lower than AMED.DE's 16.87% return. Both investments have delivered pretty close results over the past 10 years, with 6PSC.DE having a 10.23% annualized return and AMED.DE not far behind at 9.75%.


6PSC.DE

1D
0.50%
1M
1.19%
YTD
8.79%
6M
11.76%
1Y
21.88%
3Y*
18.36%
5Y*
12.72%
10Y*
10.23%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

6PSC.DE vs. AMED.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
6PSC.DE
Invesco FTSE RAFI Europe UCITS ETF
8.79%28.47%10.65%16.01%-4.18%26.14%-8.74%22.28%-11.68%10.84%
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 6PSC.DE and AMED.DE is 0.84, 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

0.84

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

0.88

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

0.90

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

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2010

0.85

The correlation between 6PSC.DE and AMED.DE has been stable across timeframes, ranging from 0.84 to 0.90 - a consistent structural relationship.

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Return for Risk

6PSC.DE vs. AMED.DE — Risk / Return Rank

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

6PSC.DE
6PSC.DE Risk / Return Rank: 5757
Overall Rank
6PSC.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
6PSC.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
6PSC.DE Omega Ratio Rank: 5757
Omega Ratio Rank
6PSC.DE Calmar Ratio Rank: 5454
Calmar Ratio Rank
6PSC.DE Martin Ratio Rank: 5757
Martin Ratio Rank

AMED.DE
AMED.DE Risk / Return Rank: 5353
Overall Rank
AMED.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AMED.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMED.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMED.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
AMED.DE Martin Ratio Rank: 5555
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.

6PSC.DE vs. AMED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Europe UCITS ETF (6PSC.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.


6PSC.DEAMED.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.19

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.35

1.33

+0.02

Calmar ratioReturn relative to maximum drawdown

2.66

2.49

+0.17

Martin ratioReturn relative to average drawdown

9.93

9.40

+0.52

6PSC.DE vs. AMED.DE - Sharpe Ratio Comparison

The current 6PSC.DE Sharpe Ratio is 1.92, which is comparable to the AMED.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of 6PSC.DE and AMED.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


6PSC.DEAMED.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.74

+0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.87

0.65

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.57

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.47

+0.06

Drawdowns

6PSC.DE vs. AMED.DE - Drawdown Comparison

The maximum 6PSC.DE drawdown since its inception was -39.52%, roughly equal to the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for 6PSC.DE and AMED.DE.


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Drawdown Indicators


6PSC.DEAMED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.52%

-38.35%

-1.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-10.56%

+2.33%

Max Drawdown (3Y)

Largest decline over 3 years

-15.44%

-14.07%

-1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-17.94%

-24.06%

+6.12%

Max Drawdown (10Y)

Largest decline over 10 years

-39.52%

-38.35%

-1.17%

Current Drawdown

Current decline from peak

-1.23%

-0.17%

-1.06%

Average Drawdown

Average peak-to-trough decline

-6.73%

-6.69%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.21%

2.81%

-0.60%

Volatility

6PSC.DE vs. AMED.DE - Volatility Comparison

The current volatility for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) is 3.45%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that 6PSC.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


6PSC.DEAMED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

5.61%

-2.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.05%

12.64%

-3.59%

Volatility (1Y)

Calculated over the trailing 1-year period

11.39%

15.19%

-3.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.40%

15.87%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

17.00%

+0.34%

6PSC.DE vs. AMED.DE - Expense Ratio Comparison

6PSC.DE has a 0.39% expense ratio, which is higher than AMED.DE's 0.25% expense ratio.


Dividends

6PSC.DE vs. AMED.DE - Dividend Comparison

6PSC.DE's dividend yield for the trailing twelve months is around 2.75%, while AMED.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
6PSC.DE
Invesco FTSE RAFI Europe UCITS ETF
2.75%3.05%3.57%3.59%3.41%2.75%2.06%3.55%3.67%2.80%2.83%2.73%
AMED.DE
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


6PSC.DE and AMED.DE have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.39% for 6PSC.DE.

6PSC.DE tracks FTSE RAFI Europe, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Invesco and Amundi. Their fees differ too: 0.39% for 6PSC.DE and 0.25% for AMED.DE.

Portfolio Optimizer

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