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 9.32%/yr vs 6.19%/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 7.47% return, which is significantly higher than ^STOXX's 5.45% return. Over the past 10 years, AE50.DE has outperformed ^STOXX with an annualized return of 9.32%, while ^STOXX has yielded a comparatively lower 6.19% annualized return.
AE50.DE
- 1D
- 0.82%
- 1M
- 3.36%
- YTD
- 7.47%
- 6M
- 9.70%
- 1Y
- 16.71%
- 3Y*
- 12.27%
- 5Y*
- 11.33%
- 10Y*
- 9.32%
^STOXX
- 1D
- 0.52%
- 1M
- 2.42%
- YTD
- 5.45%
- 6M
- 7.88%
- 1Y
- 13.33%
- 3Y*
- 10.73%
- 5Y*
- 6.65%
- 10Y*
- 6.19%
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 | 7.47% | 18.08% | 7.63% | 14.90% | -1.62% | 26.03% | -6.38% | 28.61% | -10.46% | 9.34% |
^STOXX STOXX Europe 600 Index | 5.45% | 16.66% | 5.98% | 12.73% | -12.90% | 22.25% | -4.04% | 23.16% | -13.24% | 7.68% |
Correlation
The correlation between AE50.DE and ^STOXX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2014 | 0.94 |
The correlation between AE50.DE and ^STOXX has been stable across timeframes, ranging from 0.94 to 0.96 - 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.
| AE50.DE | ^STOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.28 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.20 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.37 | +0.37 |
| Martin ratioReturn relative to average drawdown | 6.15 | 4.91 | +1.24 |
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
| AE50.DE | ^STOXX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.07 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.47 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.40 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.31 | +0.18 |
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 -61.04%. 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% | -61.04% | +28.84% |
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 | -1.65% | -1.48% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -16.77% | +11.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.67% | +0.04% |
Volatility
AE50.DE vs. ^STOXX - Volatility Comparison
Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a higher volatility of 4.34% compared to STOXX Europe 600 Index (^STOXX) at 3.63%. This indicates that AE50.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. 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 | 4.34% | 3.63% | +0.71% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 10.21% | +0.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 12.22% | +1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 13.98% | -0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 15.31% | -0.20% |
Frequently Asked Questions
With a correlation of 0.96, 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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