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AMES.DE vs. DBX5.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMES.DE vs. DBX5.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 Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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 DBX5.DE's 69.45% return. Over the past 10 years, AMES.DE has underperformed DBX5.DE with an annualized return of 11.05%, while DBX5.DE has yielded a comparatively higher 22.04% 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%

DBX5.DE

1D
-1.95%
1M
14.40%
YTD
69.45%
6M
74.72%
1Y
112.23%
3Y*
40.65%
5Y*
22.99%
10Y*
22.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMES.DE vs. DBX5.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%
DBX5.DE
Xtrackers MSCI Taiwan UCITS ETF 1C
69.45%18.33%31.08%24.15%-25.19%37.79%24.51%39.18%-5.55%12.67%

Correlation

The correlation between AMES.DE and DBX5.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

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

0.33

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

0.35

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

0.35

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

0.38

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Return for Risk

AMES.DE vs. DBX5.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

DBX5.DE
DBX5.DE Risk / Return Rank: 9696
Overall Rank
DBX5.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DBX5.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
DBX5.DE Omega Ratio Rank: 9595
Omega Ratio Rank
DBX5.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
DBX5.DE Martin Ratio Rank: 9696
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. DBX5.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 Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.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.DEDBX5.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.56

Sortino ratioReturn per unit of downside risk

-2.54

Omega ratioGain probability vs. loss probability

1.37

1.74

-0.37

Calmar ratioReturn relative to maximum drawdown

3.40

12.09

-8.69

Martin ratioReturn relative to average drawdown

11.80

35.84

-24.04

AMES.DE vs. DBX5.DE - Sharpe Ratio Comparison

The current AMES.DE Sharpe Ratio is 2.06, which is lower than the DBX5.DE Sharpe Ratio of 4.62. The chart below compares the historical Sharpe Ratios of AMES.DE and DBX5.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.DEDBX5.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

4.62

-2.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

1.05

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

1.06

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.54

-0.06

Drawdowns

AMES.DE vs. DBX5.DE - Drawdown Comparison

The maximum AMES.DE drawdown since its inception was -40.98%, smaller than the maximum DBX5.DE drawdown of -55.28%. Use the drawdown chart below to compare losses from any high point for AMES.DE and DBX5.DE.


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Drawdown Indicators


AMES.DEDBX5.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.98%

-55.28%

+14.30%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-9.23%

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-12.58%

-30.81%

+18.23%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-32.62%

+14.85%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

-32.62%

-8.36%

Current Drawdown

Current decline from peak

-0.52%

-1.97%

+1.45%

Average Drawdown

Average peak-to-trough decline

-9.76%

-11.61%

+1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

3.12%

-0.25%

Volatility

AMES.DE vs. DBX5.DE - Volatility Comparison

The current volatility for Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) is 4.59%, while Xtrackers MSCI Taiwan UCITS ETF 1C (DBX5.DE) has a volatility of 10.28%. This indicates that AMES.DE experiences smaller price fluctuations and is considered to be less risky than DBX5.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.DEDBX5.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

10.28%

-5.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.65%

19.59%

-5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

24.18%

-7.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

21.58%

-3.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.82%

20.55%

+0.27%

AMES.DE vs. DBX5.DE - Expense Ratio Comparison

AMES.DE has a 0.25% expense ratio, which is lower than DBX5.DE's 0.65% expense ratio.


Dividends

AMES.DE vs. DBX5.DE - Dividend Comparison

Neither AMES.DE nor DBX5.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AMES.DE and DBX5.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMES.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMES.DE is cheaper with a 0.25% expense ratio, compared with 0.65% for DBX5.DE.

AMES.DE is categorized as Europe Equities, while DBX5.DE is Asia Pacific Equities. AMES.DE tracks MSCI Spain, while DBX5.DE tracks MSCI Taiwan 20/35 Custom. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.25% for AMES.DE and 0.65% for DBX5.DE.

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