AE50.DE vs. SCHG
AE50.DE (Amundi ETF STOXX Europe 50 UCITS ETF EUR) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - AE50.DE is a Europe Equities fund tracking the STOXX® Europe 50, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 10 years, AE50.DE returned 9.32%/yr vs 18.45%/yr for SCHG. At a 0.42 correlation, their price movements are largely independent. AE50.DE charges 0.15%/yr vs 0.04%/yr for SCHG.
Performance
AE50.DE vs. SCHG - Performance Comparison
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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
The year-to-date returns for both investments are quite close, with AE50.DE having a 7.47% return and SCHG slightly higher at 7.69%. Over the past 10 years, AE50.DE has underperformed SCHG with an annualized return of 9.32%, while SCHG has yielded a comparatively higher 18.45% 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%
SCHG
- 1D
- 0.00%
- 1M
- 5.12%
- YTD
- 7.69%
- 6M
- 5.99%
- 1Y
- 22.19%
- 3Y*
- 21.70%
- 5Y*
- 16.68%
- 10Y*
- 18.45%
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 | 7.47% | 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 | 8.00% | 3.56% | 43.86% | 45.60% | -27.58% | 37.70% | 27.67% | 39.09% | 3.27% | 12.31% |
Correlation
The correlation between AE50.DE and SCHG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2014 | 0.42 |
The correlation between AE50.DE and SCHG shifts across timeframes, from 0.30 (3 years) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AE50.DE vs. SCHG — Risk / Return Rank
AE50.DE
SCHG
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 ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.42 | +0.32 |
| Martin ratioReturn relative to average drawdown | 6.15 | 4.12 | +2.03 |
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 | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.26 | 1.41 | -0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.76 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.61 | 0.85 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.91 | -0.43 |
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.
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Drawdown Indicators
| AE50.DE | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.20% | -31.88% | -0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.54% | -15.64% | +6.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.29% | -28.18% | +10.89% |
Max Drawdown (5Y)Largest decline over 5 years | -17.29% | -30.34% | +13.05% |
Max Drawdown (10Y)Largest decline over 10 years | -32.20% | -31.88% | -0.32% |
Current DrawdownCurrent decline from peak | -1.65% | -1.46% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -5.23% | -0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.71% | 5.40% | -2.69% |
Volatility
AE50.DE vs. SCHG - Volatility Comparison
Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) has a higher volatility of 4.34% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 3.18%. This indicates that AE50.DE's price experiences larger fluctuations and is considered to be riskier than SCHG 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 | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 3.18% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 10.78% | 11.13% | -0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.25% | 15.84% | -2.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.93% | 21.97% | -8.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 21.86% | -6.75% |
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%.
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 0.36%.
| Position | 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 | 0.36% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Frequently Asked Questions
AE50.DE and SCHG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SCHG is cheaper at 0.04% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SCHG is cheaper with a 0.04% expense ratio, compared with 0.15% for AE50.DE.
AE50.DE is categorized as Europe Equities, while SCHG is Large Cap Growth Equities. AE50.DE tracks STOXX® Europe 50, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: Amundi and Charles Schwab. Their fees differ too: 0.15% for AE50.DE and 0.04% for SCHG.
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