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AMDUF vs. IUSK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMDUF vs. IUSK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi SA (AMDUF) and iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE). The values are adjusted to include any dividend payments, if applicable.

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

AMDUF vs. IUSK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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

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

AMDUF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


IUSK.DE
IUSK.DE Risk / Return Rank: 2424
Overall Rank
IUSK.DE Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IUSK.DE Sortino Ratio Rank: 2323
Sortino Ratio Rank
IUSK.DE Omega Ratio Rank: 2222
Omega Ratio Rank
IUSK.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
IUSK.DE Martin Ratio Rank: 2727
Martin Ratio Rank
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.

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.


AMDUFIUSK.DEDifference
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

AMDUF vs. IUSK.DE - Sharpe Ratio Comparison

The current AMDUF Sharpe Ratio is 1.25, which is higher than the IUSK.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of AMDUF and IUSK.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


AMDUFIUSK.DEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.54%

-1.08%

-6.46%

Average Drawdown

Average peak-to-trough decline

-19.58%

-8.41%

-11.17%

Ulcer Index

Depth 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


AMDUFIUSK.DEDifference

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.


Tickers have no history of dividend payments

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.

Portfolio Optimizer

Find the right allocation for AMDUF and IUSK.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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