AE50.DE vs. SCHG

Last updated Apr 1, 2026

Compare and contrast key facts about Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG).

AE50.DE and SCHG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AE50.DE is a passively managed fund by Amundi that tracks the performance of the STOXX® Europe 50. It was launched on Sep 29, 2009. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009. Both AE50.DE and SCHG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

AE50.DE vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

AE50.DE vs. SCHG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR	-0.55%	18.08%	7.63%	14.90%	-1.62%	26.03%	-6.38%	28.61%	-10.46%	9.34%
SCHG Schwab U.S. Large-Cap Growth ETF	-9.17%	3.56%	43.86%	45.60%	-27.58%	37.70%	27.67%	39.09%	3.27%	12.31%

Different Trading Currencies

AE50.DE is traded in EUR, while SCHG is traded in USD. To make them comparable, the SCHG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AE50.DE achieves a -0.55% return, which is significantly higher than SCHG's -9.17% return. Over the past 10 years, AE50.DE has underperformed SCHG with an annualized return of 9.10%, while SCHG has yielded a comparatively higher 16.66% annualized return.

AE50.DE

• 1D: 0.21%
• 1M: -7.68%
• YTD: -0.55%
• 6M: 6.11%
• 1Y: 9.97%
• 3Y*: 10.26%
• 5Y*: 10.77%
• 10Y*: 9.10%

SCHG

• 1D: 2.76%
• 1M: -2.99%
• YTD: -9.17%
• 6M: -7.16%
• 1Y: 9.29%
• 3Y*: 19.33%
• 5Y*: 12.96%
• 10Y*: 16.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AE50.DE vs. SCHG - Expense Ratio Comparison

AE50.DE has a 0.15% expense ratio, which is higher than SCHG's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

AE50.DE

Amundi ETF STOXX Europe 50 UCITS ETF EUR

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

AE50.DE vs. SCHG — Risk / Return Rank

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

AE50.DE

AE50.DE Risk / Return Rank: 33
AE50.DE Sharpe Ratio Rank: 36
AE50.DE Sortino Ratio Rank: 32
AE50.DE Omega Ratio Rank: 35
AE50.DE Calmar Ratio Rank: 28
AE50.DE Martin Ratio Rank: 32

SCHG

SCHG Risk / Return Rank: 46
SCHG Sharpe Ratio Rank: 45
SCHG Sortino Ratio Rank: 50
SCHG Omega Ratio Rank: 49
SCHG Calmar Ratio Rank: 45
SCHG Martin Ratio Rank: 41

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AE50.DE vs. SCHG - 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 Schwab U.S. Large-Cap Growth ETF (SCHG). 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	SCHG	Difference
Sharpe ratio Return per unit of total volatility	0.66	0.38	+0.28
Sortino ratio Return per unit of downside risk	0.93	0.70	+0.23
Omega ratio Gain probability vs. loss probability	1.14	1.10	+0.04
Calmar ratio Return relative to maximum drawdown	0.67	0.61	+0.06
Martin ratio Return relative to average drawdown	2.84	1.72	+1.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AE50.DE vs. SCHG - Sharpe Ratio Comparison

The current AE50.DE Sharpe Ratio is 0.66, which is higher than the SCHG Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of AE50.DE and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AE50.DE	SCHG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.66	0.38	+0.28
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.59	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	0.76	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.45	0.86	-0.41

Correlation

The correlation between AE50.DE and SCHG is 0.43, 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.

Dividends

AE50.DE vs. SCHG - Dividend Comparison

AE50.DE has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.43%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AE50.DE Amundi ETF STOXX Europe 50 UCITS ETF EUR	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Drawdowns

AE50.DE vs. SCHG - Drawdown Comparison

The maximum AE50.DE drawdown since its inception was -32.20%, roughly equal to the maximum SCHG drawdown of -31.88%. Use the drawdown chart below to compare losses from any high point for AE50.DE and SCHG.

Drawdown Indicators

	AE50.DE	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-32.20%	-34.59%	+2.39%
Max Drawdown (1Y) Largest decline over 1 year	-13.75%	-16.41%	+2.66%
Max Drawdown (5Y) Largest decline over 5 years	-17.29%	-34.59%	+17.30%
Max Drawdown (10Y) Largest decline over 10 years	-32.20%	-34.59%	+2.39%
Current Drawdown Current decline from peak	-7.85%	-13.34%	+5.49%
Average Drawdown Average peak-to-trough decline	-5.74%	-5.22%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.10%	4.78%	-1.68%

Volatility

AE50.DE vs. SCHG - Volatility Comparison

Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) and Schwab U.S. Large-Cap Growth ETF (SCHG) have volatilities of 5.64% and 5.70%, 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.

Volatility by Period

	AE50.DE	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.64%	5.70%	-0.06%
Volatility (6M) Calculated over the trailing 6-month period	8.98%	12.78%	-3.80%
Volatility (1Y) Calculated over the trailing 1-year period	15.14%	24.65%	-9.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.68%	22.01%	-8.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.08%	21.88%	-6.80%