AMEC.DE vs. SXR0.DE
AMEC.DE (Amundi Index Smart City UCITS ETF) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - AMEC.DE tracks the Solactive Smart City while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past 5 years, AMEC.DE returned 5.35%/yr vs 4.47%/yr for SXR0.DE. A 0.50 correlation means they provide meaningful diversification when combined. Both charge a 0.35% expense ratio.
Performance
AMEC.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMEC.DE achieves a 23.56% return, which is significantly higher than SXR0.DE's 1.91% return.
AMEC.DE
- 1D
- -0.81%
- 1M
- -4.57%
- 6M
- 18.17%
- YTD
- 23.56%
- 1Y
- 36.57%
- 3Y*
- 14.81%
- 5Y*
- 5.35%
- 10Y*
- —
SXR0.DE
- 1D
- 0.47%
- 1M
- 1.18%
- 6M
- 1.66%
- YTD
- 1.91%
- 1Y
- 4.40%
- 3Y*
- 8.36%
- 5Y*
- 4.47%
- 10Y*
- —
AMEC.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
AMEC.DE Amundi Index Smart City UCITS ETF | 23.56% | 9.65% | 16.27% | 1.43% | -18.74% | 9.30% | 9.10% | 3.04% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 1.91% | 7.02% | 13.29% | 5.81% | -9.67% | 16.59% | -1.27% | 1.78% |
Correlation
The correlation between AMEC.DE and SXR0.DE is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2019 | 0.50 |
Over the past year, the correlation between AMEC.DE and SXR0.DE has dropped to 0.13 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.
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Return for Risk
AMEC.DE vs. SXR0.DE — Risk / Return Rank
AMEC.DE
SXR0.DE
AMEC.DE vs. SXR0.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index Smart City UCITS ETF (AMEC.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.
| AMEC.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.36 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.10 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 0.83 | +3.20 |
| Martin ratioReturn relative to average drawdown | 11.08 | 1.78 | +9.30 |
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Drawdowns
AMEC.DE vs. SXR0.DE - Drawdown Comparison
The maximum AMEC.DE drawdown since its inception was -35.49%, which is greater than SXR0.DE's maximum drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for AMEC.DE and SXR0.DE.
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Drawdown Indicators
| AMEC.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.49% | -27.73% | -7.76% |
Max Drawdown (1Y)Largest decline over 1 year | -9.02% | -5.26% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -9.18% | -15.80% |
Max Drawdown (5Y)Largest decline over 5 years | -27.34% | -15.61% | -11.73% |
Current DrawdownCurrent decline from peak | -8.44% | -2.17% | -6.27% |
Average DrawdownAverage peak-to-trough decline | -11.36% | -3.95% | -7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.46% | +0.83% |
Volatility
AMEC.DE vs. SXR0.DE - Volatility Comparison
Amundi Index Smart City UCITS ETF (AMEC.DE) has a higher volatility of 8.39% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) at 2.70%. This indicates that AMEC.DE's price experiences larger fluctuations and is considered to be riskier than SXR0.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMEC.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 2.70% | +5.69% |
Volatility (6M)Calculated over the trailing 6-month period | 15.80% | 5.92% | +9.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.37% | 8.19% | +11.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.93% | 10.15% | +7.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.39% | 11.60% | +7.79% |
AMEC.DE vs. SXR0.DE - Expense Ratio Comparison
Both AMEC.DE and SXR0.DE have an expense ratio of 0.35%.
Dividends
AMEC.DE vs. SXR0.DE - Dividend Comparison
Neither AMEC.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
AMEC.DE and SXR0.DE have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
AMEC.DE and SXR0.DE have the same expense ratio: 0.35% per year.
AMEC.DE tracks Solactive Smart City, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: Amundi and iShares.
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