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AME6.DE vs. AMED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AME6.DE vs. AMED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AME6.DE achieves a 6.14% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, AME6.DE has underperformed AMED.DE with an annualized return of 8.80%, while AMED.DE has yielded a comparatively higher 9.75% annualized return.


AME6.DE

1D
0.63%
1M
0.99%
YTD
6.14%
6M
8.85%
1Y
14.58%
3Y*
12.81%
5Y*
9.07%
10Y*
8.80%

AMED.DE

1D
0.51%
1M
5.71%
YTD
16.87%
6M
18.51%
1Y
26.18%
3Y*
16.11%
5Y*
10.41%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AME6.DE vs. AMED.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AME6.DE
Amundi STOXX Europe 600 ESG UCITS ETF EUR
6.14%19.36%8.44%15.75%-10.90%24.53%-2.05%28.56%-11.28%10.75%
AMED.DE
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)
16.87%20.15%5.95%16.68%-10.71%20.90%-1.35%27.22%-12.98%11.86%

Correlation

The correlation between AME6.DE and AMED.DE is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.95

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2010

0.94

The correlation between AME6.DE and AMED.DE has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

AME6.DE vs. AMED.DE — Risk / Return Rank

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

AME6.DE
AME6.DE Risk / Return Rank: 3131
Overall Rank
AME6.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
AME6.DE Sortino Ratio Rank: 3131
Sortino Ratio Rank
AME6.DE Omega Ratio Rank: 3131
Omega Ratio Rank
AME6.DE Calmar Ratio Rank: 2828
Calmar Ratio Rank
AME6.DE Martin Ratio Rank: 3434
Martin Ratio Rank

AMED.DE
AMED.DE Risk / Return Rank: 5353
Overall Rank
AMED.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AMED.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMED.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMED.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
AMED.DE Martin Ratio Rank: 5555
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.

AME6.DE vs. AMED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.


AME6.DEAMED.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.96

Omega ratioGain probability vs. loss probability

1.20

1.33

-0.12

Calmar ratioReturn relative to maximum drawdown

1.36

2.49

-1.14

Martin ratioReturn relative to average drawdown

5.00

9.40

-4.40

AME6.DE vs. AMED.DE - Sharpe Ratio Comparison

The current AME6.DE Sharpe Ratio is 1.07, which is lower than the AMED.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of AME6.DE and AMED.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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Sharpe Ratios by Period


AME6.DEAMED.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.74

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.65

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.57

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.47

+0.03

Drawdowns

AME6.DE vs. AMED.DE - Drawdown Comparison

The maximum AME6.DE drawdown since its inception was -35.62%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for AME6.DE and AMED.DE.


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Drawdown Indicators


AME6.DEAMED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-38.35%

+2.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-10.56%

-0.26%

Max Drawdown (3Y)

Largest decline over 3 years

-16.22%

-14.07%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-24.06%

+3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

-38.35%

+2.73%

Current Drawdown

Current decline from peak

-1.77%

-0.17%

-1.60%

Average Drawdown

Average peak-to-trough decline

-5.44%

-6.69%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.81%

+0.13%

Volatility

AME6.DE vs. AMED.DE - Volatility Comparison

The current volatility for Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) is 4.61%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that AME6.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AME6.DEAMED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

5.61%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

11.48%

12.64%

-1.16%

Volatility (1Y)

Calculated over the trailing 1-year period

13.79%

15.19%

-1.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.57%

15.87%

-1.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

17.00%

-1.35%

AME6.DE vs. AMED.DE - Expense Ratio Comparison

AME6.DE has a 0.18% expense ratio, which is lower than AMED.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AME6.DE vs. AMED.DE - Dividend Comparison

Neither AME6.DE nor AMED.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, AME6.DE and AMED.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, AME6.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AME6.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for AMED.DE.

AME6.DE tracks STOXX® Europe 600 ESG+, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. Their fees differ too: 0.18% for AME6.DE and 0.25% for AMED.DE.

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