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AME6.DE vs. XSX6.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AME6.DE vs. XSX6.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 Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE). The values are adjusted to include any dividend payments, if applicable.

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AME6.DE vs. XSX6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AME6.DE
Amundi STOXX Europe 600 ESG UCITS ETF EUR
-0.63%19.36%8.44%15.75%-10.90%24.53%-2.05%28.56%-11.28%10.75%
XSX6.DE
Xtrackers STOXX Europe 600 UCITS ETF
1.24%20.91%8.35%15.54%-10.63%24.87%-1.83%28.68%-11.34%10.91%

Returns By Period

In the year-to-date period, AME6.DE achieves a -0.63% return, which is significantly lower than XSX6.DE's 1.24% return. Both investments have delivered pretty close results over the past 10 years, with AME6.DE having a 8.55% annualized return and XSX6.DE not far ahead at 8.94%.


AME6.DE

1D
2.72%
1M
-4.58%
YTD
-0.63%
6M
5.12%
1Y
11.50%
3Y*
11.13%
5Y*
8.80%
10Y*
8.55%

XSX6.DE

1D
-0.17%
1M
-0.86%
YTD
1.24%
6M
5.95%
1Y
14.31%
3Y*
12.38%
5Y*
9.61%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AME6.DE vs. XSX6.DE - Expense Ratio Comparison

AME6.DE has a 0.18% expense ratio, which is lower than XSX6.DE's 0.20% 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%.


Return for Risk

AME6.DE vs. XSX6.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: 3838
Overall Rank
AME6.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
AME6.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
AME6.DE Omega Ratio Rank: 3737
Omega Ratio Rank
AME6.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
AME6.DE Martin Ratio Rank: 4141
Martin Ratio Rank

XSX6.DE
XSX6.DE Risk / Return Rank: 5353
Overall Rank
XSX6.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
XSX6.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
XSX6.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XSX6.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
XSX6.DE Martin Ratio Rank: 6363
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. XSX6.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 STOXX Europe 600 UCITS ETF (XSX6.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.DEXSX6.DEDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.94

-0.20

Sortino ratio

Return per unit of downside risk

1.05

1.28

-0.23

Omega ratio

Gain probability vs. loss probability

1.16

1.20

-0.04

Calmar ratio

Return relative to maximum drawdown

1.11

1.84

-0.73

Martin ratio

Return relative to average drawdown

4.08

7.39

-3.31

AME6.DE vs. XSX6.DE - Sharpe Ratio Comparison

The current AME6.DE Sharpe Ratio is 0.74, which is comparable to the XSX6.DE Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of AME6.DE and XSX6.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.


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Sharpe Ratios by Period


AME6.DEXSX6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.74

0.94

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.67

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.57

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.58

-0.10

Correlation

The correlation between AME6.DE and XSX6.DE is 0.96, 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.


Dividends

AME6.DE vs. XSX6.DE - Dividend Comparison

Neither AME6.DE nor XSX6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AME6.DE vs. XSX6.DE - Drawdown Comparison

The maximum AME6.DE drawdown since its inception was -35.62%, roughly equal to the maximum XSX6.DE drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for AME6.DE and XSX6.DE.


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Drawdown Indicators


AME6.DEXSX6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.62%

-36.05%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.98%

-10.14%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-20.84%

-20.84%

0.00%

Max Drawdown (10Y)

Largest decline over 10 years

-35.62%

-36.05%

+0.43%

Current Drawdown

Current decline from peak

-6.51%

-5.45%

-1.06%

Average Drawdown

Average peak-to-trough decline

-5.47%

-5.30%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.36%

+0.58%

Volatility

AME6.DE vs. XSX6.DE - Volatility Comparison

Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) has a higher volatility of 6.27% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 5.71%. This indicates that AME6.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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.DEXSX6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

5.71%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

9.68%

9.14%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

15.52%

15.21%

+0.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

14.25%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.59%

15.57%

+0.02%