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AME6.DE vs. VWCE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AME6.DE and VWCE.DE is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AME6.DE vs. VWCE.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 Vanguard FTSE All-World UCITS ETF (VWCE.DE). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%December2025FebruaryMarchAprilMay
59.13%
75.97%
AME6.DE
VWCE.DE

Key characteristics

Sharpe Ratio

AME6.DE:

0.42

VWCE.DE:

0.36

Sortino Ratio

AME6.DE:

0.61

VWCE.DE:

0.56

Omega Ratio

AME6.DE:

1.09

VWCE.DE:

1.08

Calmar Ratio

AME6.DE:

0.37

VWCE.DE:

0.27

Martin Ratio

AME6.DE:

1.58

VWCE.DE:

1.02

Ulcer Index

AME6.DE:

3.78%

VWCE.DE:

5.58%

Daily Std Dev

AME6.DE:

15.08%

VWCE.DE:

16.40%

Max Drawdown

AME6.DE:

-35.62%

VWCE.DE:

-33.43%

Current Drawdown

AME6.DE:

-3.87%

VWCE.DE:

-10.71%

Returns By Period

In the year-to-date period, AME6.DE achieves a 6.93% return, which is significantly higher than VWCE.DE's -6.17% return.


AME6.DE

YTD

6.93%

1M

10.56%

6M

6.35%

1Y

6.38%

5Y*

11.95%

10Y*

5.62%

VWCE.DE

YTD

-6.17%

1M

7.81%

6M

-4.86%

1Y

5.86%

5Y*

12.44%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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

AME6.DE has a 0.18% expense ratio, which is lower than VWCE.DE's 0.22% 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%.


Risk-Adjusted Performance

AME6.DE vs. VWCE.DE — 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 4949
Overall Rank
The Sharpe Ratio Rank of AME6.DE is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of AME6.DE is 4545
Sortino Ratio Rank
The Omega Ratio Rank of AME6.DE is 4646
Omega Ratio Rank
The Calmar Ratio Rank of AME6.DE is 5151
Calmar Ratio Rank
The Martin Ratio Rank of AME6.DE is 5353
Martin Ratio Rank

VWCE.DE
The Risk-Adjusted Performance Rank of VWCE.DE is 4444
Overall Rank
The Sharpe Ratio Rank of VWCE.DE is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of VWCE.DE is 4242
Sortino Ratio Rank
The Omega Ratio Rank of VWCE.DE is 4545
Omega Ratio Rank
The Calmar Ratio Rank of VWCE.DE is 4444
Calmar Ratio Rank
The Martin Ratio Rank of VWCE.DE is 4242
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. VWCE.DE - 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 Vanguard FTSE All-World UCITS ETF (VWCE.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.


The current AME6.DE Sharpe Ratio is 0.42, which is comparable to the VWCE.DE Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of AME6.DE and VWCE.DE, 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 Ratio-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.63
0.64
AME6.DE
VWCE.DE

Dividends

AME6.DE vs. VWCE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

AME6.DE vs. VWCE.DE - Drawdown Comparison

The maximum AME6.DE drawdown since its inception was -35.62%, which is greater than VWCE.DE's maximum drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for AME6.DE and VWCE.DE. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.29%
-3.99%
AME6.DE
VWCE.DE

Volatility

AME6.DE vs. VWCE.DE - Volatility Comparison

Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) and Vanguard FTSE All-World UCITS ETF (VWCE.DE) have volatilities of 10.13% and 10.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
10.13%
10.45%
AME6.DE
VWCE.DE