AME6.DE vs. EUPE.DE
AME6.DE (Amundi STOXX Europe 600 ESG UCITS ETF EUR) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - AME6.DE tracks the STOXX® Europe 600 ESG+ while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, AME6.DE returned 8.80%/yr vs 8.97%/yr for EUPE.DE. Their correlation of 0.90 suggests significant overlap in exposure. AME6.DE charges 0.18%/yr vs 0.65%/yr for EUPE.DE.
Performance
AME6.DE vs. EUPE.DE - Performance Comparison
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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 EUPE.DE's 15.44% return. Both investments have delivered pretty close results over the past 10 years, with AME6.DE having a 8.80% annualized return and EUPE.DE not far ahead at 8.97%.
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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 0.49%
- YTD
- 15.44%
- 6M
- 15.81%
- 1Y
- 24.47%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
AME6.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between AME6.DE and EUPE.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.90 |
Over the past year, the correlation between AME6.DE and EUPE.DE has dropped to 0.69 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
AME6.DE vs. EUPE.DE — Risk / Return Rank
AME6.DE
EUPE.DE
AME6.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.37 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 4.19 | -2.83 |
| Martin ratioReturn relative to average drawdown | 5.00 | 11.50 | -6.49 |
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
| AME6.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.07 | 2.17 | -1.10 |
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 | 0.60 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.46 | +0.04 |
Drawdowns
AME6.DE vs. EUPE.DE - Drawdown Comparison
The maximum AME6.DE drawdown since its inception was -35.62%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for AME6.DE and EUPE.DE.
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Drawdown Indicators
| AME6.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -32.64% | -2.98% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -5.82% | -5.00% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | -15.63% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | -15.63% | -5.21% |
Max Drawdown (10Y)Largest decline over 10 years | -35.62% | -32.64% | -2.98% |
Current DrawdownCurrent decline from peak | -1.77% | -3.04% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -4.95% | -0.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.13% | +0.81% |
Volatility
AME6.DE vs. EUPE.DE - Volatility Comparison
Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) has a higher volatility of 4.61% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that AME6.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.61% | 3.64% | +0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 11.48% | 8.56% | +2.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.79% | 11.27% | +2.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 13.17% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 14.99% | +0.66% |
AME6.DE vs. EUPE.DE - Expense Ratio Comparison
AME6.DE has a 0.18% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
AME6.DE vs. EUPE.DE - Dividend Comparison
Neither AME6.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
AME6.DE and EUPE.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.65% for EUPE.DE.
AME6.DE tracks STOXX® Europe 600 ESG+, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.18% for AME6.DE and 0.65% for EUPE.DE.
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