AMED.DE vs. EMUX.DE
AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) and EMUX.DE (BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF) are both Europe Equities funds - AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped while EMUX.DE tracks the MSCI EMU ESG Filtered Min TE. Both are passively managed. Over the past 5 years, AMED.DE returned 10.41%/yr vs 10.17%/yr for EMUX.DE. With a 0.97 correlation, they move nearly in lockstep. AMED.DE charges 0.25%/yr vs 0.15%/yr for EMUX.DE.
Performance
AMED.DE vs. EMUX.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 EMUX.DE's 8.53% 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%
EMUX.DE
- 1D
- 0.57%
- 1M
- 4.72%
- YTD
- 8.53%
- 6M
- 10.52%
- 1Y
- 17.64%
- 3Y*
- 15.40%
- 5Y*
- 10.17%
- 10Y*
- —
AMED.DE vs. EMUX.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% |
EMUX.DE BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF | 8.53% | 24.11% | 9.25% | 18.05% | -12.61% | 22.90% | -0.87% | 27.26% | -13.48% | 13.46% |
Correlation
The correlation between AMED.DE and EMUX.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2016 | 0.97 |
The correlation between AMED.DE and EMUX.DE has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
AMED.DE vs. EMUX.DE — Risk / Return Rank
AMED.DE
EMUX.DE
AMED.DE vs. EMUX.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 BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF (EMUX.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 | EMUX.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.23 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.72 | +0.78 |
| Martin ratioReturn relative to average drawdown | 9.40 | 6.23 | +3.17 |
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 | EMUX.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.74 | 1.21 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.62 | +0.03 |
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 | 0.61 | -0.14 |
Drawdowns
AMED.DE vs. EMUX.DE - Drawdown Comparison
The maximum AMED.DE drawdown since its inception was -38.35%, roughly equal to the maximum EMUX.DE drawdown of -38.44%. Use the drawdown chart below to compare losses from any high point for AMED.DE and EMUX.DE.
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Drawdown Indicators
| AMED.DE | EMUX.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -38.44% | +0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -10.56% | -10.23% | -0.33% |
Max Drawdown (3Y)Largest decline over 3 years | -14.07% | -15.03% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -24.06% | -25.11% | +1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -38.35% | — | — |
Current DrawdownCurrent decline from peak | -0.17% | -0.53% | +0.36% |
Average DrawdownAverage peak-to-trough decline | -6.69% | -5.35% | -1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.81% | 2.82% | -0.01% |
Volatility
AMED.DE vs. EMUX.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 BNP Paribas Easy MSCI EMU ESG Filtered Min TE UCITS ETF (EMUX.DE) at 4.57%. This indicates that AMED.DE's price experiences larger fluctuations and is considered to be riskier than EMUX.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 | EMUX.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.61% | 4.57% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 11.92% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 14.51% | +0.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.87% | 16.23% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 16.59% | +0.41% |
AMED.DE vs. EMUX.DE - Expense Ratio Comparison
AMED.DE has a 0.25% expense ratio, which is higher than EMUX.DE's 0.15% 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. EMUX.DE - Dividend Comparison
Neither AMED.DE nor EMUX.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, AMED.DE and EMUX.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EMUX.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMUX.DE is cheaper with a 0.15% expense ratio, compared with 0.25% for AMED.DE.
AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped, while EMUX.DE tracks MSCI EMU ESG Filtered Min TE. They also come from different issuers: Amundi and BNP Paribas. Their fees differ too: 0.25% for AMED.DE and 0.15% for EMUX.DE.
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