AMED.DE vs. EABE.DE
AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) and EABE.DE (Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc) are both Europe Equities funds from Amundi - AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped while EABE.DE tracks the MSCI Europe NR EUR. Both are passively managed. Over the past year, AMED.DE returned 26.45% vs 11.97% for EABE.DE. Their correlation of 0.89 suggests significant overlap in exposure. AMED.DE charges 0.25%/yr vs 0.18%/yr for EABE.DE.
Performance
AMED.DE vs. EABE.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMED.DE achieves a 16.87% return, which is significantly higher than EABE.DE's 6.30% return.
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
EABE.DE
- 1D
- 0.58%
- 1M
- 3.02%
- YTD
- 6.30%
- 6M
- 8.68%
- 1Y
- 11.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMED.DE vs. EABE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.82% |
EABE.DE Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc | 6.30% | 14.64% | 6.05% |
Correlation
The correlation between AMED.DE and EABE.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2024 | 0.89 |
The correlation between AMED.DE and EABE.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
AMED.DE vs. EABE.DE — Risk / Return Rank
AMED.DE
EABE.DE
AMED.DE vs. EABE.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 Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.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.
| AMED.DE | EABE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.17 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.14 | +1.35 |
| Martin ratioReturn relative to average drawdown | 9.40 | 3.88 | +5.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMED.DE | EABE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.88 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.84 | -0.37 |
Drawdowns
AMED.DE vs. EABE.DE - Drawdown Comparison
The maximum AMED.DE drawdown since its inception was -38.35%, which is greater than EABE.DE's maximum drawdown of -15.99%. Use the drawdown chart below to compare losses from any high point for AMED.DE and EABE.DE.
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Drawdown Indicators
| AMED.DE | EABE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -15.99% | -22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -10.45% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -1.64% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -2.28% | -4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 3.04% | -0.23% |
Volatility
AMED.DE vs. EABE.DE - Volatility Comparison
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a higher volatility of 5.61% compared to Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.DE) at 4.52%. This indicates that AMED.DE's price experiences larger fluctuations and is considered to be riskier than EABE.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.DE | EABE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 4.52% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 11.18% | +1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 13.64% | +1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 13.91% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 13.91% | +3.09% |
AMED.DE vs. EABE.DE - Expense Ratio Comparison
AMED.DE has a 0.25% expense ratio, which is higher than EABE.DE's 0.18% 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%.
Dividends
AMED.DE vs. EABE.DE - Dividend Comparison
Neither AMED.DE nor EABE.DE has paid dividends to shareholders.
Frequently Asked Questions
AMED.DE and EABE.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EABE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EABE.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for AMED.DE.
AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, while EABE.DE tracks MSCI Europe NR EUR. Their fees differ too: 0.25% for AMED.DE and 0.18% for EABE.DE.
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