AMED.DE vs. EL4C.DE
AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) and EL4C.DE (Deka STOXX Europe Strong Growth 20 UCITS ETF) are both Europe Equities funds - AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped while EL4C.DE tracks the STOXX® Europe Strong Growth 20. Both are passively managed. Over the past 10 years, AMED.DE returned 9.75%/yr vs 7.35%/yr for EL4C.DE. A 0.53 correlation means they provide meaningful diversification when combined. AMED.DE charges 0.25%/yr vs 0.65%/yr for EL4C.DE.
Performance
AMED.DE vs. EL4C.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 EL4C.DE's 12.27% return. Over the past 10 years, AMED.DE has outperformed EL4C.DE with an annualized return of 9.75%, while EL4C.DE has yielded a comparatively lower 7.35% annualized 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%
EL4C.DE
- 1D
- 0.62%
- 1M
- -0.01%
- YTD
- 12.27%
- 6M
- 13.94%
- 1Y
- 5.07%
- 3Y*
- 1.76%
- 5Y*
- -2.09%
- 10Y*
- 7.35%
AMED.DE vs. EL4C.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
EL4C.DE Deka STOXX Europe Strong Growth 20 UCITS ETF | 12.27% | -3.34% | -6.07% | 15.53% | -35.98% | 26.15% | 24.97% | 48.01% | -5.01% | 21.71% |
Correlation
The correlation between AMED.DE and EL4C.DE is 0.69, 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 | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.53 |
The correlation between AMED.DE and EL4C.DE shifts across timeframes, from 0.53 (all time) to 0.76 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
AMED.DE vs. EL4C.DE — Risk / Return Rank
AMED.DE
EL4C.DE
AMED.DE vs. EL4C.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 Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.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 | EL4C.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.06 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 0.33 | +2.16 |
| Martin ratioReturn relative to average drawdown | 9.40 | 0.70 | +8.70 |
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 | EL4C.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 0.23 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | -0.09 | +0.74 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.35 | +0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.36 | +0.11 |
Drawdowns
AMED.DE vs. EL4C.DE - Drawdown Comparison
The maximum AMED.DE drawdown since its inception was -38.35%, smaller than the maximum EL4C.DE drawdown of -50.13%. Use the drawdown chart below to compare losses from any high point for AMED.DE and EL4C.DE.
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Drawdown Indicators
| AMED.DE | EL4C.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -50.13% | +11.78% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -15.20% | +4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -28.07% | +14.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -44.48% | +20.42% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | -44.48% | +6.13% |
Current DrawdownCurrent decline from peak | -0.17% | -26.07% | +25.90% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -16.08% | +9.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 7.19% | -4.38% |
Volatility
AMED.DE vs. EL4C.DE - Volatility Comparison
The current volatility for Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) is 5.61%, while Deka STOXX Europe Strong Growth 20 UCITS ETF (EL4C.DE) has a volatility of 7.32%. This indicates that AMED.DE experiences smaller price fluctuations and is considered to be less risky than EL4C.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 | EL4C.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 7.32% | -1.71% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 17.65% | -5.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 21.87% | -6.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 22.58% | -6.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 21.55% | -4.55% |
AMED.DE vs. EL4C.DE - Expense Ratio Comparison
AMED.DE has a 0.25% expense ratio, which is lower than EL4C.DE's 0.65% expense ratio.
Dividends
AMED.DE vs. EL4C.DE - Dividend Comparison
AMED.DE has not paid dividends to shareholders, while EL4C.DE's dividend yield for the trailing twelve months is around 0.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EL4C.DE Deka STOXX Europe Strong Growth 20 UCITS ETF | 0.79% | 0.79% | 0.67% | 0.42% | 4.57% | 0.00% | 0.00% | 0.00% | 0.21% | 0.16% | 0.24% | 0.17% |
Frequently Asked Questions
AMED.DE and EL4C.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for EL4C.DE.
AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, while EL4C.DE tracks STOXX® Europe Strong Growth 20. They also come from different issuers: Amundi and Deka. Their fees differ too: 0.25% for AMED.DE and 0.65% for EL4C.DE.
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