AE50.DE vs. ^STOXX
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) is Europe Equities fund tracking the STOXX® Europe 50, while ^STOXX (STOXX Europe 600 Index) is an index. Over the past 10 years, AE50.DE returned 10.59%/yr vs 7.03%/yr for ^STOXX. Their correlation of 0.94 suggests significant overlap in exposure.
Performance
AE50.DE vs. ^STOXX - Performance Comparison
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Returns By Period
In the year-to-date period, AE50.DE achieves a 11.24% return, which is significantly higher than ^STOXX's 7.15% return. Over the past 10 years, AE50.DE has outperformed ^STOXX with an annualized return of 10.59%, while ^STOXX has yielded a comparatively lower 7.03% annualized return.
AE50.DE
- 1D
- 0.71%
- 1M
- 3.13%
- YTD
- 11.24%
- 6M
- 11.92%
- 1Y
- 24.57%
- 3Y*
- 13.99%
- 5Y*
- 11.73%
- 10Y*
- 10.59%
^STOXX
- 1D
- 0.08%
- 1M
- 1.14%
- YTD
- 7.15%
- 6M
- 7.89%
- 1Y
- 18.28%
- 3Y*
- 11.91%
- 5Y*
- 6.78%
- 10Y*
- 7.03%
AE50.DE vs. ^STOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR | 11.24% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | -6.38% | 28.61% | -10.46% | 9.34% |
^STOXX STOXX Europe 600 Index | 7.15% | 17.42% | 5.39% | 12.74% | -13.06% | 22.10% | -3.83% | 23.78% | -13.61% | 7.68% |
Correlation
The correlation between AE50.DE and ^STOXX is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 17, 2014 | 0.94 |
The correlation between AE50.DE and ^STOXX has been stable across timeframes, ranging from 0.91 to 0.94 - a consistent structural relationship.
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Return for Risk
AE50.DE vs. ^STOXX — Risk / Return Rank
AE50.DE
^STOXX
AE50.DE vs. ^STOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and STOXX Europe 600 Index (^STOXX). 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.
| AE50.DE | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.27 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | 1.85 | +0.72 |
| Martin ratioReturn relative to average drawdown | 9.38 | 6.73 | +2.66 |
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Drawdowns
AE50.DE vs. ^STOXX - Drawdown Comparison
The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum ^STOXX drawdown of -60.54%. Use the drawdown chart below to compare losses from any high point for AE50.DE and ^STOXX.
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Drawdown Indicators
| AE50.DE | ^STOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -60.54% | +28.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -9.56% | +0.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -16.56% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -22.55% | +5.26% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | -35.55% | +3.35% |
Current DrawdownCurrent decline from peak | 0.00% | -0.65% | +0.65% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -14.59% | +8.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.61% | 2.61% | 0.00% |
Volatility
AE50.DE vs. ^STOXX - Volatility Comparison
Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and STOXX Europe 600 Index (^STOXX) have volatilities of 2.91% and 2.80%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AE50.DE | ^STOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.91% | 2.80% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 10.98% | 10.28% | +0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 12.23% | +1.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.94% | 14.20% | -0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.87% | 15.27% | -0.40% |
Frequently Asked Questions
With a correlation of 0.91, AE50.DE and ^STOXX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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