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AMED.DE vs. 540J.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMED.DE vs. 540J.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) and Amundi MSCI Switzerland UCITS ETF EUR (540J.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMED.DE achieves a 19.62% return, which is significantly higher than 540J.DE's 9.78% return.


AMED.DE

1D
-0.64%
1M
3.38%
YTD
19.62%
6M
20.78%
1Y
33.04%
3Y*
17.07%
5Y*
10.74%
10Y*

540J.DE

1D
-0.66%
1M
3.17%
YTD
9.78%
6M
9.78%
1Y
23.00%
3Y*
12.15%
5Y*
8.13%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMED.DE vs. 540J.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMED.DE
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)
19.62%20.15%5.95%16.68%-10.71%20.90%-1.35%27.22%-12.98%-1.09%
540J.DE
Amundi MSCI Switzerland UCITS ETF EUR
9.78%18.39%3.70%10.71%-12.90%29.35%1.20%35.11%-4.78%-0.76%

Correlation

The correlation between AMED.DE and 540J.DE is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2017

0.66

The correlation between AMED.DE and 540J.DE shifts across timeframes, from 0.51 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AMED.DE vs. 540J.DE — Risk / Return Rank

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

AMED.DE
AMED.DE Risk / Return Rank: 7878
Overall Rank
AMED.DE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AMED.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
AMED.DE Omega Ratio Rank: 8080
Omega Ratio Rank
AMED.DE Calmar Ratio Rank: 7272
Calmar Ratio Rank
AMED.DE Martin Ratio Rank: 7575
Martin Ratio Rank

540J.DE
540J.DE Risk / Return Rank: 5252
Overall Rank
540J.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
540J.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
540J.DE Omega Ratio Rank: 5656
Omega Ratio Rank
540J.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
540J.DE Martin Ratio Rank: 4646
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.

AMED.DE vs. 540J.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) and Amundi MSCI Switzerland UCITS ETF EUR (540J.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.


AMED.DE540J.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.72

Omega ratioGain probability vs. loss probability

1.41

1.30

+0.10

Calmar ratioReturn relative to maximum drawdown

3.11

1.91

+1.20

Martin ratioReturn relative to average drawdown

12.00

6.72

+5.28

AMED.DE vs. 540J.DE - Sharpe Ratio Comparison

The current AMED.DE Sharpe Ratio is 2.17, which is comparable to the 540J.DE Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of AMED.DE and 540J.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AMED.DE vs. 540J.DE - Drawdown Comparison

The maximum AMED.DE drawdown since its inception was -38.35%, which is greater than 540J.DE's maximum drawdown of -26.00%. Use the drawdown chart below to compare losses from any high point for AMED.DE and 540J.DE.


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Drawdown Indicators


AMED.DE540J.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.35%

-26.00%

-12.35%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-11.98%

+1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-14.07%

-15.78%

+1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-24.06%

-17.64%

-6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-26.00%

Current Drawdown

Current decline from peak

-0.74%

-0.66%

-0.08%

Average Drawdown

Average peak-to-trough decline

-5.61%

-5.64%

+0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.41%

-0.66%

Volatility

AMED.DE vs. 540J.DE - Volatility Comparison

The current volatility for Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) is 3.39%, while Amundi MSCI Switzerland UCITS ETF EUR (540J.DE) has a volatility of 4.43%. This indicates that AMED.DE experiences smaller price fluctuations and is considered to be less risky than 540J.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMED.DE540J.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

4.43%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.91%

10.90%

+2.01%

Volatility (1Y)

Calculated over the trailing 1-year period

15.19%

13.69%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

13.64%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.37%

14.04%

+3.33%

AMED.DE vs. 540J.DE - Expense Ratio Comparison

Both AMED.DE and 540J.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AMED.DE vs. 540J.DE - Dividend Comparison

Neither AMED.DE nor 540J.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AMED.DE and 540J.DE have a correlation of 0.51, 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 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AMED.DE and 540J.DE have the same expense ratio: 0.25% per year.

AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, while 540J.DE tracks MSCI Switzerland.

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