AMEE.DE vs. IUES.L

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L).

AMEE.DE and IUES.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMEE.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg Hydrogen ESG. It was launched on Sep 28, 2010. IUES.L is a passively managed fund by iShares that tracks the performance of the MSCI World/Energy NR USD. It was launched on Nov 20, 2015. Both AMEE.DE and IUES.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

AMEE.DE vs. IUES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). The values are adjusted to include any dividend payments, if applicable.

AMEE.DE vs. IUES.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AMEE.DE Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc	18.48%	37.58%	15.56%	12.19%	35.81%	34.64%	-31.29%	10.32%	-0.78%	5.51%
IUES.L iShares S&P 500 Energy Sector UCITS ETF USD (Acc)	33.64%	-3.22%	10.73%	-3.61%	74.00%	63.31%	-38.84%	11.27%	-14.28%	-13.33%

Different Trading Currencies

AMEE.DE is traded in EUR, while IUES.L is traded in USD. To make them comparable, the IUES.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMEE.DE achieves a 18.48% return, which is significantly lower than IUES.L's 33.64% return. Over the past 10 years, AMEE.DE has outperformed IUES.L with an annualized return of 15.30%, while IUES.L has yielded a comparatively lower 10.31% annualized return.

AMEE.DE

• 1D: 2.71%
• 1M: -3.40%
• YTD: 18.48%
• 6M: 28.34%
• 1Y: 60.10%
• 3Y*: 29.15%
• 5Y*: 27.89%
• 10Y*: 15.30%

IUES.L

• 1D: -6.19%
• 1M: 5.43%
• YTD: 33.64%
• 6M: 36.38%
• 1Y: 21.45%
• 3Y*: 13.30%
• 5Y*: 23.67%
• 10Y*: 10.31%

*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEE.DE vs. IUES.L - Expense Ratio Comparison

AMEE.DE has a 0.45% expense ratio, which is higher than IUES.L's 0.15% expense ratio.

AMEE.DE

Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc

IUES.L

iShares S&P 500 Energy Sector UCITS ETF USD (Acc)

Return for Risk

AMEE.DE vs. IUES.L — Risk / Return Rank

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

AMEE.DE

AMEE.DE Risk / Return Rank: 97
AMEE.DE Sharpe Ratio Rank: 97
AMEE.DE Sortino Ratio Rank: 97
AMEE.DE Omega Ratio Rank: 96
AMEE.DE Calmar Ratio Rank: 98
AMEE.DE Martin Ratio Rank: 97

IUES.L

IUES.L Risk / Return Rank: 68
IUES.L Sharpe Ratio Rank: 70
IUES.L Sortino Ratio Rank: 65
IUES.L Omega Ratio Rank: 63
IUES.L Calmar Ratio Rank: 74
IUES.L Martin Ratio Rank: 65

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.

AMEE.DE vs. IUES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) and iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L). 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.

	AMEE.DE	IUES.L	Difference
Sharpe ratio Return per unit of total volatility	3.02	0.87	+2.16
Sortino ratio Return per unit of downside risk	3.62	1.22	+2.39
Omega ratio Gain probability vs. loss probability	1.52	1.17	+0.35
Calmar ratio Return relative to maximum drawdown	6.29	1.32	+4.98
Martin ratio Return relative to average drawdown	22.41	3.70	+18.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AMEE.DE vs. IUES.L - Sharpe Ratio Comparison

The current AMEE.DE Sharpe Ratio is 3.02, which is higher than the IUES.L Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of AMEE.DE and IUES.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AMEE.DE	IUES.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.02	0.87	+2.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.24	0.87	+0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	0.36	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.29	+0.10

Correlation

The correlation between AMEE.DE and IUES.L is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

AMEE.DE vs. IUES.L - Dividend Comparison

Neither AMEE.DE nor IUES.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

AMEE.DE vs. IUES.L - Drawdown Comparison

The maximum AMEE.DE drawdown since its inception was -59.14%, smaller than the maximum IUES.L drawdown of -65.53%. Use the drawdown chart below to compare losses from any high point for AMEE.DE and IUES.L.

Drawdown Indicators

	AMEE.DE	IUES.L	Difference
Max Drawdown Largest peak-to-trough decline	-59.14%	-66.78%	+7.64%
Max Drawdown (1Y) Largest decline over 1 year	-12.83%	-19.01%	+6.18%
Max Drawdown (5Y) Largest decline over 5 years	-19.23%	-27.98%	+8.75%
Max Drawdown (10Y) Largest decline over 10 years	-59.14%	-66.78%	+7.64%
Current Drawdown Current decline from peak	-4.21%	-6.62%	+2.41%
Average Drawdown Average peak-to-trough decline	-10.75%	-14.29%	+3.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.65%	4.26%	-1.61%

Volatility

AMEE.DE vs. IUES.L - Volatility Comparison

The current volatility for Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) is 6.36%, while iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IUES.L) has a volatility of 9.29%. This indicates that AMEE.DE experiences smaller price fluctuations and is considered to be less risky than IUES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AMEE.DE	IUES.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	9.29%	-2.93%
Volatility (6M) Calculated over the trailing 6-month period	15.13%	15.67%	-0.54%
Volatility (1Y) Calculated over the trailing 1-year period	19.78%	24.67%	-4.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.27%	27.14%	-4.87%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.77%	28.66%	-2.89%