AMDUF vs. IUSK.DE
AMDUF (Amundi SA) is a stock, while IUSK.DE (iShares MSCI Europe SRI UCITS ETF (Acc)) is Europe Equities fund tracking the MSCI Europe SRI Select Reduced Fossil Fuels. Over the past 5 years, AMDUF returned 0.07%/yr vs 4.72%/yr for IUSK.DE. At a 0.05 correlation, their price movements are largely independent.
Performance
AMDUF vs. IUSK.DE - Performance Comparison
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Different Trading Currencies
AMDUF is traded in USD, while IUSK.DE is traded in EUR. To make them comparable, the IUSK.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, AMDUF achieves a 3.33% return, which is significantly lower than IUSK.DE's 6.05% return.
AMDUF
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 3.33%
- 6M
- 3.33%
- 1Y
- 18.32%
- 3Y*
- 13.92%
- 5Y*
- 0.07%
- 10Y*
- —
IUSK.DE
- 1D
- -0.16%
- 1M
- 1.52%
- YTD
- 6.05%
- 6M
- 7.13%
- 1Y
- 10.30%
- 3Y*
- 10.39%
- 5Y*
- 4.72%
- 10Y*
- 9.18%
AMDUF vs. IUSK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
AMDUF Amundi SA | 3.33% | 25.73% | 19.31% | -4.64% | -32.67% | 0.84% | 37.54% |
IUSK.DE iShares MSCI Europe SRI UCITS ETF (Acc) | 6.05% | 17.36% | -0.66% | 20.13% | -19.85% | 16.74% | 68.44% |
Correlation
The correlation between AMDUF and IUSK.DE is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2020 | 0.05 |
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Return for Risk
AMDUF vs. IUSK.DE — Risk / Return Rank
AMDUF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IUSK.DE
AMDUF vs. IUSK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi SA (AMDUF) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMDUF | IUSK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.59 | ||
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.12 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.82 | — |
| Martin ratioReturn relative to average drawdown | — | 2.72 | — |
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Drawdowns
AMDUF vs. IUSK.DE - Drawdown Comparison
The maximum AMDUF drawdown since its inception was -53.45%, which is greater than IUSK.DE's maximum drawdown of -35.30%. Use the drawdown chart below to compare losses from any high point for AMDUF and IUSK.DE.
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Drawdown Indicators
| AMDUF | IUSK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.45% | -35.30% | -18.15% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -12.45% | +12.45% |
Max Drawdown (3Y)Largest decline over 3 years | -15.11% | -17.73% | +2.62% |
Max Drawdown (5Y)Largest decline over 5 years | -53.45% | -35.30% | -18.15% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.30% | — |
Current DrawdownCurrent decline from peak | -7.54% | -1.08% | -6.46% |
Average DrawdownAverage peak-to-trough decline | -19.58% | -8.41% | -11.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 3.78% | -3.78% |
Volatility
AMDUF vs. IUSK.DE - Volatility Comparison
The current volatility for Amundi SA (AMDUF) is 0.00%, while iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) has a volatility of 3.76%. This indicates that AMDUF experiences smaller price fluctuations and is considered to be less risky than IUSK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMDUF | IUSK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 3.76% | -3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 3.28% | 12.63% | -9.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.90% | 15.41% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.54% | 17.80% | +10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.24% | 17.58% | +10.66% |
Dividends
AMDUF vs. IUSK.DE - Dividend Comparison
Neither AMDUF nor IUSK.DE has paid dividends to shareholders.
Frequently Asked Questions
AMDUF and IUSK.DE have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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