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AE50.DE vs. C50U.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AE50.DE and C50U.L is 0.46, 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. C50U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L). The values are adjusted to include any dividend payments, if applicable.

30.00%35.00%40.00%45.00%50.00%55.00%December2025FebruaryMarchAprilMay
50.63%
56.74%
AE50.DE
C50U.L

Key characteristics

Sharpe Ratio

AE50.DE:

0.14

C50U.L:

0.64

Sortino Ratio

AE50.DE:

0.24

C50U.L:

0.95

Omega Ratio

AE50.DE:

1.03

C50U.L:

1.12

Calmar Ratio

AE50.DE:

0.09

C50U.L:

0.79

Martin Ratio

AE50.DE:

0.37

C50U.L:

2.20

Ulcer Index

AE50.DE:

4.39%

C50U.L:

5.60%

Daily Std Dev

AE50.DE:

15.09%

C50U.L:

20.70%

Max Drawdown

AE50.DE:

-32.20%

C50U.L:

-34.81%

Current Drawdown

AE50.DE:

-6.47%

C50U.L:

-0.06%

Returns By Period

In the year-to-date period, AE50.DE achieves a 5.28% return, which is significantly lower than C50U.L's 18.62% return.


AE50.DE

YTD

5.28%

1M

8.47%

6M

4.70%

1Y

2.18%

5Y*

12.74%

10Y*

8.22%

C50U.L

YTD

18.62%

1M

15.72%

6M

15.87%

1Y

13.38%

5Y*

N/A

10Y*

N/A

*Annualized

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AE50.DE vs. C50U.L - Expense Ratio Comparison

Both AE50.DE and C50U.L have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Risk-Adjusted Performance

AE50.DE vs. C50U.L — Risk-Adjusted Performance Rank

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

AE50.DE
The Risk-Adjusted Performance Rank of AE50.DE is 2626
Overall Rank
The Sharpe Ratio Rank of AE50.DE is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of AE50.DE is 2424
Sortino Ratio Rank
The Omega Ratio Rank of AE50.DE is 2424
Omega Ratio Rank
The Calmar Ratio Rank of AE50.DE is 2727
Calmar Ratio Rank
The Martin Ratio Rank of AE50.DE is 2727
Martin Ratio Rank

C50U.L
The Risk-Adjusted Performance Rank of C50U.L is 6666
Overall Rank
The Sharpe Ratio Rank of C50U.L is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of C50U.L is 6464
Sortino Ratio Rank
The Omega Ratio Rank of C50U.L is 5959
Omega Ratio Rank
The Calmar Ratio Rank of C50U.L is 7777
Calmar Ratio Rank
The Martin Ratio Rank of C50U.L is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AE50.DE vs. C50U.L - 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 EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L). 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.


The current AE50.DE Sharpe Ratio is 0.14, which is lower than the C50U.L Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of AE50.DE and C50U.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.00December2025FebruaryMarchAprilMay
0.39
0.64
AE50.DE
C50U.L

Dividends

AE50.DE vs. C50U.L - Dividend Comparison

Neither AE50.DE nor C50U.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AE50.DE vs. C50U.L - Drawdown Comparison

The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum C50U.L drawdown of -34.81%. Use the drawdown chart below to compare losses from any high point for AE50.DE and C50U.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.11%
-0.06%
AE50.DE
C50U.L

Volatility

AE50.DE vs. C50U.L - Volatility Comparison

Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a higher volatility of 8.54% compared to Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) at 7.02%. This indicates that AE50.DE's price experiences larger fluctuations and is considered to be riskier than C50U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
8.54%
7.02%
AE50.DE
C50U.L