AE50.DE vs. AMED.DE
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds from Amundi - AE50.DE tracks the STOXX® Europe 50 while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, AE50.DE returned 9.32%/yr vs 9.75%/yr for AMED.DE. Their correlation of 0.90 suggests significant overlap in exposure. AE50.DE charges 0.15%/yr vs 0.25%/yr for AMED.DE.
Performance
AE50.DE vs. AMED.DE - 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 lower than AMED.DE's 16.87% return. Both investments have delivered pretty close results over the past 10 years, with AE50.DE having a 9.32% annualized return and AMED.DE not far ahead at 9.75%.
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%
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
AE50.DE vs. AMED.DE - 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% |
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 AE50.DE and AMED.DE is 0.88, 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 | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2014 | 0.90 |
The correlation between AE50.DE and AMED.DE has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.
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Return for Risk
AE50.DE vs. AMED.DE — Risk / Return Rank
AE50.DE
AMED.DE
AE50.DE vs. AMED.DE - 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 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.
| AE50.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.49 | -0.75 |
| Martin ratioReturn relative to average drawdown | 6.15 | 9.40 | -3.25 |
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 | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.74 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.65 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.57 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.47 | +0.02 |
Drawdowns
AE50.DE vs. AMED.DE - Drawdown Comparison
The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for AE50.DE and AMED.DE.
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Drawdown Indicators
| AE50.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -38.35% | +6.15% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -10.56% | +1.02% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -14.07% | -3.22% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -24.06% | +6.77% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | -38.35% | +6.15% |
Current DrawdownCurrent decline from peak | -1.65% | -0.17% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -6.69% | +0.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 2.81% | -0.10% |
Volatility
AE50.DE vs. AMED.DE - Volatility Comparison
The current volatility for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) is 4.34%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that AE50.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
| AE50.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 5.61% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 12.64% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 15.19% | -1.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 15.87% | -1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 17.00% | -1.89% |
AE50.DE vs. AMED.DE - Expense Ratio Comparison
AE50.DE has a 0.15% expense ratio, which is lower than AMED.DE's 0.25% 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%.
Dividends
AE50.DE vs. AMED.DE - Dividend Comparison
Neither AE50.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
AE50.DE and AMED.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AE50.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AE50.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for AMED.DE.
AE50.DE tracks STOXX® Europe 50, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. Their fees differ too: 0.15% for AE50.DE and 0.25% for AMED.DE.
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