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AMEQ.DE vs. 6AQQ.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AMEQ.DE vs. 6AQQ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE). The values are adjusted to include any dividend payments, if applicable.

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AMEQ.DE vs. 6AQQ.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMEQ.DE
Amundi MSCI Europe Quality Factor UCITS ETF EUR
-0.96%9.08%2.74%14.61%-14.34%27.69%5.23%36.05%-8.02%10.55%
6AQQ.DE
Amundi Nasdaq 100 UCITS ETF EUR
-4.21%7.08%33.77%51.54%-29.96%39.62%34.72%42.90%3.22%15.90%

Returns By Period

In the year-to-date period, AMEQ.DE achieves a -0.96% return, which is significantly higher than 6AQQ.DE's -4.21% return.


AMEQ.DE

1D
2.46%
1M
-5.75%
YTD
-0.96%
6M
2.33%
1Y
3.92%
3Y*
5.25%
5Y*
5.69%
10Y*

6AQQ.DE

1D
2.55%
1M
-2.46%
YTD
-4.21%
6M
-1.21%
1Y
16.23%
3Y*
20.53%
5Y*
13.54%
10Y*
18.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AMEQ.DE vs. 6AQQ.DE - Expense Ratio Comparison

Both AMEQ.DE and 6AQQ.DE have an expense ratio of 0.23%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

AMEQ.DE vs. 6AQQ.DE — Risk / Return Rank

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

AMEQ.DE
AMEQ.DE Risk / Return Rank: 1818
Overall Rank
AMEQ.DE Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
AMEQ.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
AMEQ.DE Omega Ratio Rank: 1717
Omega Ratio Rank
AMEQ.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
AMEQ.DE Martin Ratio Rank: 2020
Martin Ratio Rank

6AQQ.DE
6AQQ.DE Risk / Return Rank: 4545
Overall Rank
6AQQ.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
6AQQ.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
6AQQ.DE Omega Ratio Rank: 4040
Omega Ratio Rank
6AQQ.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
6AQQ.DE Martin Ratio Rank: 4747
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.

AMEQ.DE vs. 6AQQ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) and Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.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.


AMEQ.DE6AQQ.DEDifference

Sharpe ratio

Return per unit of total volatility

0.26

0.79

-0.53

Sortino ratio

Return per unit of downside risk

0.45

1.20

-0.75

Omega ratio

Gain probability vs. loss probability

1.06

1.17

-0.10

Calmar ratio

Return relative to maximum drawdown

0.43

1.60

-1.17

Martin ratio

Return relative to average drawdown

1.26

4.68

-3.42

AMEQ.DE vs. 6AQQ.DE - Sharpe Ratio Comparison

The current AMEQ.DE Sharpe Ratio is 0.26, which is lower than the 6AQQ.DE Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of AMEQ.DE and 6AQQ.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


AMEQ.DE6AQQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.26

0.79

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.67

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

1.00

-0.48

Correlation

The correlation between AMEQ.DE and 6AQQ.DE is 0.65, 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

AMEQ.DE vs. 6AQQ.DE - Dividend Comparison

Neither AMEQ.DE nor 6AQQ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMEQ.DE vs. 6AQQ.DE - Drawdown Comparison

The maximum AMEQ.DE drawdown since its inception was -30.82%, roughly equal to the maximum 6AQQ.DE drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for AMEQ.DE and 6AQQ.DE.


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Drawdown Indicators


AMEQ.DE6AQQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-30.82%

-31.19%

+0.37%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-13.37%

+2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.35%

-31.19%

+9.84%

Max Drawdown (10Y)

Largest decline over 10 years

-31.19%

Current Drawdown

Current decline from peak

-7.35%

-7.58%

+0.23%

Average Drawdown

Average peak-to-trough decline

-5.13%

-5.40%

+0.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.66%

3.42%

+0.24%

Volatility

AMEQ.DE vs. 6AQQ.DE - Volatility Comparison

Amundi MSCI Europe Quality Factor UCITS ETF EUR (AMEQ.DE) has a higher volatility of 5.65% compared to Amundi Nasdaq 100 UCITS ETF EUR (6AQQ.DE) at 5.00%. This indicates that AMEQ.DE's price experiences larger fluctuations and is considered to be riskier than 6AQQ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEQ.DE6AQQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.65%

5.00%

+0.65%

Volatility (6M)

Calculated over the trailing 6-month period

9.20%

11.81%

-2.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

20.66%

-5.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.31%

19.84%

-5.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.78%

19.65%

-4.87%