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AMEE.DE vs. SXRT.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMEE.DE vs. SXRT.DE - 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 Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE). The values are adjusted to include any dividend payments, if applicable.

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AMEE.DE vs. SXRT.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
18.00%37.58%15.56%12.19%35.81%34.64%-31.29%10.32%-0.78%5.51%
SXRT.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)
-1.38%22.21%11.08%22.49%-8.80%23.52%-2.93%30.14%-12.14%10.21%

Returns By Period

In the year-to-date period, AMEE.DE achieves a 18.00% return, which is significantly higher than SXRT.DE's -1.38% return. Over the past 10 years, AMEE.DE has outperformed SXRT.DE with an annualized return of 15.18%, while SXRT.DE has yielded a comparatively lower 9.98% annualized return.


AMEE.DE

1D
-0.41%
1M
0.23%
YTD
18.00%
6M
27.21%
1Y
58.70%
3Y*
27.24%
5Y*
27.79%
10Y*
15.18%

SXRT.DE

1D
-0.61%
1M
-1.09%
YTD
-1.38%
6M
1.49%
1Y
10.56%
3Y*
13.00%
5Y*
10.73%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMEE.DE vs. SXRT.DE - Expense Ratio Comparison

AMEE.DE has a 0.45% expense ratio, which is higher than SXRT.DE's 0.10% expense ratio.


Return for Risk

AMEE.DE vs. SXRT.DE — 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: 9797
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 9696
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMEE.DE Martin Ratio Rank: 9898
Martin Ratio Rank

SXRT.DE
SXRT.DE Risk / Return Rank: 3535
Overall Rank
SXRT.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SXRT.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SXRT.DE Omega Ratio Rank: 2929
Omega Ratio Rank
SXRT.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
SXRT.DE Martin Ratio Rank: 4444
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.

AMEE.DE vs. SXRT.DE - 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 Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.


AMEE.DESXRT.DEDifference

Sharpe ratio

Return per unit of total volatility

2.95

0.61

+2.35

Sortino ratio

Return per unit of downside risk

3.55

0.92

+2.63

Omega ratio

Gain probability vs. loss probability

1.51

1.13

+0.39

Calmar ratio

Return relative to maximum drawdown

8.19

1.35

+6.84

Martin ratio

Return relative to average drawdown

26.26

4.96

+21.30

AMEE.DE vs. SXRT.DE - Sharpe Ratio Comparison

The current AMEE.DE Sharpe Ratio is 2.95, which is higher than the SXRT.DE Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of AMEE.DE and SXRT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AMEE.DESXRT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.95

0.61

+2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.23

0.61

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.55

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.38

0.00

Correlation

The correlation between AMEE.DE and SXRT.DE is 0.60, 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. SXRT.DE - Dividend Comparison

Neither AMEE.DE nor SXRT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMEE.DE vs. SXRT.DE - Drawdown Comparison

The maximum AMEE.DE drawdown since its inception was -59.14%, which is greater than SXRT.DE's maximum drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for AMEE.DE and SXRT.DE.


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Drawdown Indicators


AMEE.DESXRT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.14%

-38.41%

-20.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-10.93%

+1.50%

Max Drawdown (5Y)

Largest decline over 5 years

-19.23%

-23.36%

+4.13%

Max Drawdown (10Y)

Largest decline over 10 years

-59.14%

-38.41%

-20.73%

Current Drawdown

Current decline from peak

-4.60%

-7.56%

+2.96%

Average Drawdown

Average peak-to-trough decline

-10.75%

-7.29%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.97%

-0.50%

Volatility

AMEE.DE vs. SXRT.DE - Volatility Comparison

Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) have volatilities of 6.25% and 6.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEE.DESXRT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.25%

6.34%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

10.95%

+4.13%

Volatility (1Y)

Calculated over the trailing 1-year period

19.79%

17.34%

+2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.26%

17.28%

+4.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.76%

18.17%

+7.59%