AME6.DE vs. EXUS.DE
AME6.DE (Amundi STOXX Europe 600 ESG UCITS ETF EUR) and EXUS.DE (Xtrackers MSCI World ex USA UCITS ETF 1C USD) are both exchange-traded funds - AME6.DE is a Europe Equities fund tracking the STOXX® Europe 600 ESG+, while EXUS.DE is a Global Equities fund tracking the MSCI World ex USA index. Both are passively managed. Over the past year, AME6.DE returned 17.97% vs 22.41% for EXUS.DE. Their correlation of 0.90 suggests significant overlap in exposure. AME6.DE charges 0.18%/yr vs 0.15%/yr for EXUS.DE.
Performance
AME6.DE vs. EXUS.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AME6.DE achieves a 7.70% return, which is significantly lower than EXUS.DE's 10.45% return.
AME6.DE
- 1D
- 2.09%
- 1M
- 2.97%
- YTD
- 7.70%
- 6M
- 10.59%
- 1Y
- 17.97%
- 3Y*
- 13.10%
- 5Y*
- 9.13%
- 10Y*
- —
EXUS.DE
- 1D
- 1.99%
- 1M
- 2.26%
- YTD
- 10.45%
- 6M
- 12.24%
- 1Y
- 22.41%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AME6.DE vs. EXUS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AME6.DE Amundi STOXX Europe 600 ESG UCITS ETF EUR | 7.70% | 19.36% | 1.68% |
EXUS.DE Xtrackers MSCI World ex USA UCITS ETF 1C USD | 10.45% | 17.80% | 4.15% |
Correlation
The correlation between AME6.DE and EXUS.DE is 0.91, 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 | 0.91 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2024 | 0.90 |
The correlation between AME6.DE and EXUS.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.
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Return for Risk
AME6.DE vs. EXUS.DE — Risk / Return Rank
AME6.DE
EXUS.DE
AME6.DE vs. EXUS.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 Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.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.
| AME6.DE | EXUS.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.32 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.54 | 2.51 | -0.97 |
| Martin ratioReturn relative to average drawdown | 5.84 | 9.96 | -4.12 |
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Drawdowns
AME6.DE vs. EXUS.DE - Drawdown Comparison
The maximum AME6.DE drawdown since its inception was -35.62%, which is greater than EXUS.DE's maximum drawdown of -16.21%. Use the drawdown chart below to compare losses from any high point for AME6.DE and EXUS.DE.
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Drawdown Indicators
| AME6.DE | EXUS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.62% | -16.21% | -19.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -8.67% | -2.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.22% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -20.84% | — | — |
Current DrawdownCurrent decline from peak | -0.32% | -0.03% | -0.29% |
Average DrawdownAverage peak-to-trough decline | -5.00% | -1.78% | -3.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.19% | +0.67% |
Volatility
AME6.DE vs. EXUS.DE - Volatility Comparison
Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) has a higher volatility of 4.64% compared to Xtrackers MSCI World ex USA UCITS ETF 1C USD (EXUS.DE) at 3.68%. This indicates that AME6.DE's price experiences larger fluctuations and is considered to be riskier than EXUS.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 | EXUS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.64% | 3.68% | +0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 11.72% | 10.41% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.97% | 12.66% | +1.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 13.46% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.95% | 13.46% | +2.49% |
AME6.DE vs. EXUS.DE - Expense Ratio Comparison
AME6.DE has a 0.18% expense ratio, which is higher than EXUS.DE's 0.15% expense ratio. However, 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. EXUS.DE - Dividend Comparison
Neither AME6.DE nor EXUS.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, AME6.DE and EXUS.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, EXUS.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXUS.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for AME6.DE.
AME6.DE is categorized as Europe Equities, while EXUS.DE is Global Equities. AME6.DE tracks STOXX® Europe 600 ESG+, while EXUS.DE tracks MSCI World ex USA index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.18% for AME6.DE and 0.15% for EXUS.DE.
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