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AME6.DE vs. ISX5.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AME6.DE and ISX5.L is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

AME6.DE vs. ISX5.L - 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 iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). The values are adjusted to include any dividend payments, if applicable.

80.00%90.00%100.00%110.00%120.00%130.00%140.00%NovemberDecember2025FebruaryMarchApril
97.14%
123.16%
AME6.DE
ISX5.L

Key characteristics

Sharpe Ratio

AME6.DE:

0.22

ISX5.L:

0.47

Sortino Ratio

AME6.DE:

0.39

ISX5.L:

0.79

Omega Ratio

AME6.DE:

1.05

ISX5.L:

1.10

Calmar Ratio

AME6.DE:

0.21

ISX5.L:

0.64

Martin Ratio

AME6.DE:

0.93

ISX5.L:

1.75

Ulcer Index

AME6.DE:

3.56%

ISX5.L:

5.61%

Daily Std Dev

AME6.DE:

14.97%

ISX5.L:

20.56%

Max Drawdown

AME6.DE:

-35.62%

ISX5.L:

-38.62%

Current Drawdown

AME6.DE:

-9.77%

ISX5.L:

-6.15%

Returns By Period

In the year-to-date period, AME6.DE achieves a 0.37% return, which is significantly lower than ISX5.L's 10.85% return.


AME6.DE

YTD

0.37%

1M

-7.43%

6M

-3.28%

1Y

4.22%

5Y*

11.81%

10Y*

4.86%

ISX5.L

YTD

10.85%

1M

-4.15%

6M

4.66%

1Y

10.16%

5Y*

16.36%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AME6.DE vs. ISX5.L - Expense Ratio Comparison

AME6.DE has a 0.18% expense ratio, which is higher than ISX5.L's 0.00% 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%.


AME6.DE
Amundi STOXX Europe 600 ESG UCITS ETF EUR
Expense ratio chart for AME6.DE: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AME6.DE: 0.18%
Expense ratio chart for ISX5.L: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ISX5.L: 0.00%

Risk-Adjusted Performance

AME6.DE vs. ISX5.L — Risk-Adjusted Performance Rank

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

AME6.DE
The Risk-Adjusted Performance Rank of AME6.DE is 4747
Overall Rank
The Sharpe Ratio Rank of AME6.DE is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of AME6.DE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of AME6.DE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of AME6.DE is 4949
Calmar Ratio Rank
The Martin Ratio Rank of AME6.DE is 5050
Martin Ratio Rank

ISX5.L
The Risk-Adjusted Performance Rank of ISX5.L is 6666
Overall Rank
The Sharpe Ratio Rank of ISX5.L is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of ISX5.L is 6565
Sortino Ratio Rank
The Omega Ratio Rank of ISX5.L is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ISX5.L is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ISX5.L is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AME6.DE vs. ISX5.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). 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.


Sharpe ratio
The chart of Sharpe ratio for AME6.DE, currently valued at 0.53, compared to the broader market-1.000.001.002.003.004.00
AME6.DE: 0.53
ISX5.L: 0.43
The chart of Sortino ratio for AME6.DE, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
AME6.DE: 0.83
ISX5.L: 0.73
The chart of Omega ratio for AME6.DE, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
AME6.DE: 1.11
ISX5.L: 1.09
The chart of Calmar ratio for AME6.DE, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.00
AME6.DE: 0.63
ISX5.L: 0.58
The chart of Martin ratio for AME6.DE, currently valued at 1.68, compared to the broader market0.0020.0040.0060.00
AME6.DE: 1.68
ISX5.L: 1.58

The current AME6.DE Sharpe Ratio is 0.22, which is lower than the ISX5.L Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of AME6.DE and ISX5.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.53
0.43
AME6.DE
ISX5.L

Dividends

AME6.DE vs. ISX5.L - Dividend Comparison

Neither AME6.DE nor ISX5.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AME6.DE vs. ISX5.L - Drawdown Comparison

The maximum AME6.DE drawdown since its inception was -35.62%, smaller than the maximum ISX5.L drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for AME6.DE and ISX5.L. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.61%
-6.15%
AME6.DE
ISX5.L

Volatility

AME6.DE vs. ISX5.L - Volatility Comparison

Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) has a higher volatility of 11.96% compared to iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) at 11.15%. This indicates that AME6.DE's price experiences larger fluctuations and is considered to be riskier than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.96%
11.15%
AME6.DE
ISX5.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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