PortfoliosLab logo
AE50.DE vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AE50.DE and VT is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

AE50.DE vs. VT - 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 Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

60.00%80.00%100.00%120.00%140.00%160.00%180.00%December2025FebruaryMarchAprilMay
80.95%
160.35%
AE50.DE
VT

Key characteristics

Sharpe Ratio

AE50.DE:

0.14

VT:

0.58

Sortino Ratio

AE50.DE:

0.24

VT:

0.93

Omega Ratio

AE50.DE:

1.03

VT:

1.13

Calmar Ratio

AE50.DE:

0.09

VT:

0.62

Martin Ratio

AE50.DE:

0.37

VT:

2.71

Ulcer Index

AE50.DE:

4.39%

VT:

3.76%

Daily Std Dev

AE50.DE:

15.09%

VT:

17.61%

Max Drawdown

AE50.DE:

-32.20%

VT:

-50.27%

Current Drawdown

AE50.DE:

-6.47%

VT:

-4.00%

Returns By Period

In the year-to-date period, AE50.DE achieves a 5.28% return, which is significantly higher than VT's 1.30% return. Over the past 10 years, AE50.DE has underperformed VT with an annualized return of 8.22%, while VT has yielded a comparatively higher 8.82% annualized return.


AE50.DE

YTD

5.28%

1M

8.47%

6M

4.70%

1Y

2.18%

5Y*

12.74%

10Y*

8.22%

VT

YTD

1.30%

1M

14.99%

6M

-1.52%

1Y

10.22%

5Y*

13.48%

10Y*

8.82%

*Annualized

Compare stocks, funds, or ETFs

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


AE50.DE vs. VT - Expense Ratio Comparison

AE50.DE has a 0.15% expense ratio, which is higher than VT's 0.07% 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%.


Risk-Adjusted Performance

AE50.DE vs. VT — 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

VT
The Risk-Adjusted Performance Rank of VT is 6666
Overall Rank
The Sharpe Ratio Rank of VT is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6363
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6464
Omega Ratio Rank
The Calmar Ratio Rank of VT is 6969
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7171
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. VT - 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 Vanguard Total World Stock ETF (VT). 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 VT Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of AE50.DE and VT, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.39
0.57
AE50.DE
VT

Dividends

AE50.DE vs. VT - Dividend Comparison

AE50.DE has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.90%.


TTM20242023202220212020201920182017201620152014
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%
VT
Vanguard Total World Stock ETF
1.90%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

AE50.DE vs. VT - Drawdown Comparison

The maximum AE50.DE drawdown since its inception was -32.20%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for AE50.DE and VT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-2.11%
-4.00%
AE50.DE
VT

Volatility

AE50.DE vs. VT - Volatility Comparison

The current volatility for Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) is 8.27%, while Vanguard Total World Stock ETF (VT) has a volatility of 9.69%. This indicates that AE50.DE experiences smaller price fluctuations and is considered to be less risky than VT 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
8.27%
9.69%
AE50.DE
VT