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AMES.DE vs. AMED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMES.DE vs. AMED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMES.DE achieves a 7.00% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, AMES.DE has outperformed AMED.DE with an annualized return of 11.05%, while AMED.DE has yielded a comparatively lower 9.75% annualized return.


AMES.DE

1D
0.51%
1M
3.60%
YTD
7.00%
6M
10.82%
1Y
33.98%
3Y*
29.84%
5Y*
19.21%
10Y*
11.05%

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

AMES.DE vs. AMED.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
7.00%55.41%19.00%25.94%0.03%6.96%-12.87%15.76%-12.77%11.84%
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%

Correlation

The correlation between AMES.DE and AMED.DE is 0.77, 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

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.71

Correlation (5Y)
Calculated over the trailing 5-year period

0.69

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2011

0.71

The correlation between AMES.DE and AMED.DE has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

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Return for Risk

AMES.DE vs. AMED.DE — Risk / Return Rank

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

AMES.DE
AMES.DE Risk / Return Rank: 6464
Overall Rank
AMES.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
AMES.DE Sortino Ratio Rank: 6161
Sortino Ratio Rank
AMES.DE Omega Ratio Rank: 6262
Omega Ratio Rank
AMES.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
AMES.DE Martin Ratio Rank: 6666
Martin Ratio Rank

AMED.DE
AMED.DE Risk / Return Rank: 5353
Overall Rank
AMED.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AMED.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMED.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMED.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
AMED.DE Martin Ratio Rank: 5555
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.

AMES.DE vs. AMED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.


AMES.DEAMED.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.37

1.33

+0.04

Calmar ratioReturn relative to maximum drawdown

3.40

2.49

+0.91

Martin ratioReturn relative to average drawdown

11.80

9.40

+2.39

AMES.DE vs. AMED.DE - Sharpe Ratio Comparison

The current AMES.DE Sharpe Ratio is 2.06, which is comparable to the AMED.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of AMES.DE and AMED.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AMES.DEAMED.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.74

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

0.65

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.57

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.47

+0.01

Drawdowns

AMES.DE vs. AMED.DE - Drawdown Comparison

The maximum AMES.DE drawdown since its inception was -40.98%, which is greater than AMED.DE's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for AMES.DE and AMED.DE.


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Drawdown Indicators


AMES.DEAMED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.98%

-38.35%

-2.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-10.56%

+0.61%

Max Drawdown (3Y)

Largest decline over 3 years

-12.58%

-14.07%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-24.06%

+6.29%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

-38.35%

-2.63%

Current Drawdown

Current decline from peak

-0.52%

-0.17%

-0.35%

Average Drawdown

Average peak-to-trough decline

-9.76%

-6.69%

-3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.81%

+0.06%

Volatility

AMES.DE vs. AMED.DE - Volatility Comparison

The current volatility for Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) is 4.59%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that AMES.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMES.DEAMED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

5.61%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.65%

12.64%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

15.19%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

15.87%

+2.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.82%

17.00%

+3.82%

AMES.DE vs. AMED.DE - Expense Ratio Comparison

Both AMES.DE and AMED.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AMES.DE vs. AMED.DE - Dividend Comparison

Neither AMES.DE nor AMED.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AMES.DE and AMED.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AMES.DE and AMED.DE have the same expense ratio: 0.25% per year.

AMES.DE tracks MSCI Spain, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped.

Portfolio Optimizer

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