AM.PA vs. URTH
AM.PA (Dassault Aviation SA) is a stock, while URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net). Over the past 10 years, AM.PA returned 12.99%/yr vs 12.95%/yr for URTH. At a 0.19 correlation, their price movements are largely independent.
Performance
AM.PA vs. URTH - Performance Comparison
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Different Trading Currencies
AM.PA is traded in EUR, while URTH is traded in USD. To make them comparable, the URTH values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AM.PA achieves a 6.47% return, which is significantly lower than URTH's 11.48% return. Both investments have delivered pretty close results over the past 10 years, with AM.PA having a 12.99% annualized return and URTH not far behind at 12.95%.
AM.PA
- 1D
- -1.85%
- 1M
- -2.64%
- YTD
- 6.47%
- 6M
- 8.28%
- 1Y
- -9.92%
- 3Y*
- 22.29%
- 5Y*
- 25.39%
- 10Y*
- 12.99%
URTH
- 1D
- -0.53%
- 1M
- 5.39%
- YTD
- 11.48%
- 6M
- 11.49%
- 1Y
- 23.55%
- 3Y*
- 17.61%
- 5Y*
- 12.91%
- 10Y*
- 12.95%
AM.PA vs. URTH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AM.PA Dassault Aviation SA | 6.47% | 40.99% | 11.84% | 15.29% | 69.25% | 7.26% | -23.33% | -1.64% | -5.90% | 23.37% |
URTH iShares MSCI World ETF | 11.48% | 6.96% | 26.49% | 20.23% | -12.88% | 31.42% | 6.24% | 31.04% | -4.27% | 7.84% |
Correlation
The correlation between AM.PA and URTH is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 2012 | 0.19 |
The correlation between AM.PA and URTH shifts across timeframes, from 0.13 (3 years) to 0.23 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
AM.PA vs. URTH — Risk / Return Rank
AM.PA
URTH
AM.PA vs. URTH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dassault Aviation SA (AM.PA) and iShares MSCI World ETF (URTH). 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.
| AM.PA | URTH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -2.89 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.37 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 3.61 | -4.08 |
| Martin ratioReturn relative to average drawdown | -0.84 | 14.81 | -15.65 |
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
| AM.PA | URTH | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 2.01 | -2.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.84 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.76 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.74 | -0.31 |
Drawdowns
AM.PA vs. URTH - Drawdown Comparison
The maximum AM.PA drawdown since its inception was -62.62%, which is greater than URTH's maximum drawdown of -33.45%. Use the drawdown chart below to compare losses from any high point for AM.PA and URTH.
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Drawdown Indicators
| AM.PA | URTH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.62% | -33.45% | -29.17% |
Max Drawdown (1Y)Largest decline over 1 year | -20.80% | -6.56% | -14.24% |
Max Drawdown (3Y)Largest decline over 3 years | -22.02% | -20.94% | -1.08% |
Max Drawdown (5Y)Largest decline over 5 years | -29.32% | -20.94% | -8.38% |
Max Drawdown (10Y)Largest decline over 10 years | -62.62% | -33.45% | -29.17% |
Current DrawdownCurrent decline from peak | -17.51% | -0.53% | -16.98% |
Average DrawdownAverage peak-to-trough decline | -17.42% | -4.11% | -13.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.87% | 1.59% | +8.28% |
Volatility
AM.PA vs. URTH - Volatility Comparison
Dassault Aviation SA (AM.PA) has a higher volatility of 8.49% compared to iShares MSCI World ETF (URTH) at 2.65%. This indicates that AM.PA's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AM.PA | URTH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.49% | 2.65% | +5.84% |
Volatility (6M)Calculated over the trailing 6-month period | 24.03% | 8.61% | +15.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.94% | 11.81% | +19.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.18% | 15.37% | +13.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.82% | 17.21% | +11.61% |
Dividends
AM.PA vs. URTH - Dividend Comparison
AM.PA's dividend yield for the trailing twelve months is around 1.67%, more than URTH's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AM.PA Dassault Aviation SA | 1.67% | 1.72% | 1.71% | 1.67% | 1.57% | 1.29% | 0.00% | 1.81% | 1.26% | 0.93% | 1.14% | 0.87% |
URTH iShares MSCI World ETF | 1.35% | 1.48% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% |
Frequently Asked Questions
AM.PA and URTH have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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