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AE50.DE vs. AME6.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AE50.DEAME6.DE
YTD Return12.45%10.36%
1Y Return15.30%14.76%
3Y Return (Ann)12.57%8.18%
5Y Return (Ann)12.21%9.19%
10Y Return (Ann)12.69%7.16%
Sharpe Ratio1.521.45
Daily Std Dev10.16%10.38%
Max Drawdown-32.20%-35.62%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.6

The correlation between AE50.DE and AME6.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

AE50.DE vs. AME6.DE - Performance Comparison

In the year-to-date period, AE50.DE achieves a 12.45% return, which is significantly higher than AME6.DE's 10.36% return. Over the past 10 years, AE50.DE has outperformed AME6.DE with an annualized return of 12.69%, while AME6.DE has yielded a comparatively lower 7.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


40.00%45.00%50.00%55.00%60.00%65.00%70.00%75.00%December2024FebruaryMarchAprilMay
72.60%
67.43%
AE50.DE
AME6.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi ETF STOXX Europe 50 UCITS ETF EUR

Amundi STOXX Europe 600 ESG UCITS ETF EUR

AE50.DE vs. AME6.DE - Expense Ratio Comparison

AE50.DE has a 0.15% expense ratio, which is lower than AME6.DE's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


AME6.DE
Amundi STOXX Europe 600 ESG UCITS ETF EUR
Expense ratio chart for AME6.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for AE50.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

AE50.DE vs. AME6.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.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.


AE50.DE
Sharpe ratio
The chart of Sharpe ratio for AE50.DE, currently valued at 1.23, compared to the broader market0.002.004.001.23
Sortino ratio
The chart of Sortino ratio for AE50.DE, currently valued at 1.84, compared to the broader market-2.000.002.004.006.008.0010.001.84
Omega ratio
The chart of Omega ratio for AE50.DE, currently valued at 1.21, compared to the broader market0.501.001.502.002.501.21
Calmar ratio
The chart of Calmar ratio for AE50.DE, currently valued at 1.51, compared to the broader market0.005.0010.001.51
Martin ratio
The chart of Martin ratio for AE50.DE, currently valued at 4.29, compared to the broader market0.0020.0040.0060.0080.004.29
AME6.DE
Sharpe ratio
The chart of Sharpe ratio for AME6.DE, currently valued at 1.13, compared to the broader market0.002.004.001.13
Sortino ratio
The chart of Sortino ratio for AME6.DE, currently valued at 1.72, compared to the broader market-2.000.002.004.006.008.0010.001.72
Omega ratio
The chart of Omega ratio for AME6.DE, currently valued at 1.20, compared to the broader market0.501.001.502.002.501.20
Calmar ratio
The chart of Calmar ratio for AME6.DE, currently valued at 0.94, compared to the broader market0.005.0010.000.94
Martin ratio
The chart of Martin ratio for AME6.DE, currently valued at 3.21, compared to the broader market0.0020.0040.0060.0080.003.21

AE50.DE vs. AME6.DE - Sharpe Ratio Comparison

The current AE50.DE Sharpe Ratio is 1.52, which roughly equals the AME6.DE Sharpe Ratio of 1.45. The chart below compares the 12-month rolling Sharpe Ratio of AE50.DE and AME6.DE.


Rolling 12-month Sharpe Ratio0.501.001.502.00December2024FebruaryMarchAprilMay
1.23
1.13
AE50.DE
AME6.DE

Dividends

AE50.DE vs. AME6.DE - Dividend Comparison

Neither AE50.DE nor AME6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AE50.DE vs. AME6.DE - Drawdown Comparison

The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum AME6.DE drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for AE50.DE and AME6.DE. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay00
AE50.DE
AME6.DE

Volatility

AE50.DE vs. AME6.DE - Volatility Comparison

The current volatility for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) is 3.26%, while Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) has a volatility of 3.49%. This indicates that AE50.DE experiences smaller price fluctuations and is considered to be less risky than AME6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
3.26%
3.49%
AE50.DE
AME6.DE