AMES.DE vs. EUPE.DE
AMES.DE (Amundi ETF MSCI Spain UCITS ETF EUR) and EUPE.DE (Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR)) are both Europe Equities funds - AMES.DE tracks the MSCI Spain while EUPE.DE tracks the Shiller Barclays CAPE® Europe Sector Value. Both are passively managed. Over the past 10 years, AMES.DE returned 11.05%/yr vs 8.97%/yr for EUPE.DE. A 0.64 correlation means they provide meaningful diversification when combined. AMES.DE charges 0.25%/yr vs 0.65%/yr for EUPE.DE.
Performance
AMES.DE vs. EUPE.DE - Performance Comparison
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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 EUPE.DE's 15.44% return. Over the past 10 years, AMES.DE has outperformed EUPE.DE with an annualized return of 11.05%, while EUPE.DE has yielded a comparatively lower 8.97% 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%
EUPE.DE
- 1D
- 0.35%
- 1M
- 2.78%
- YTD
- 15.44%
- 6M
- 15.60%
- 1Y
- 24.52%
- 3Y*
- 11.71%
- 5Y*
- 8.60%
- 10Y*
- 8.97%
AMES.DE vs. EUPE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
EUPE.DE Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 15.44% | 12.45% | 2.14% | 12.84% | -6.14% | 25.64% | 2.80% | 24.48% | -7.47% | 5.56% |
Correlation
The correlation between AMES.DE and EUPE.DE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 17, 2015 | 0.64 |
The correlation between AMES.DE and EUPE.DE shifts across timeframes, from 0.45 (1 year) to 0.64 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AMES.DE vs. EUPE.DE — Risk / Return Rank
AMES.DE
EUPE.DE
AMES.DE vs. EUPE.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 Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.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.DE | EUPE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.26 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 4.19 | -0.79 |
| Martin ratioReturn relative to average drawdown | 11.80 | 11.50 | +0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMES.DE | EUPE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 2.17 | -0.11 |
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 | 0.60 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.46 | +0.01 |
Drawdowns
AMES.DE vs. EUPE.DE - Drawdown Comparison
The maximum AMES.DE drawdown since its inception was -40.98%, which is greater than EUPE.DE's maximum drawdown of -32.64%. Use the drawdown chart below to compare losses from any high point for AMES.DE and EUPE.DE.
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Drawdown Indicators
| AMES.DE | EUPE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.98% | -32.64% | -8.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -5.82% | -4.13% |
Max Drawdown (3Y)Largest decline over 3 years | -12.58% | -15.63% | +3.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.77% | -15.63% | -2.14% |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | -32.64% | -8.34% |
Current DrawdownCurrent decline from peak | -0.52% | -3.04% | +2.52% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -4.95% | -4.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.13% | +0.74% |
Volatility
AMES.DE vs. EUPE.DE - Volatility Comparison
Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) has a higher volatility of 4.59% compared to Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) (EUPE.DE) at 3.64%. This indicates that AMES.DE's price experiences larger fluctuations and is considered to be riskier than EUPE.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.DE | EUPE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 3.64% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 13.65% | 8.56% | +5.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.43% | 11.27% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 13.17% | +4.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.82% | 14.99% | +5.83% |
AMES.DE vs. EUPE.DE - Expense Ratio Comparison
AMES.DE has a 0.25% expense ratio, which is lower than EUPE.DE's 0.65% expense ratio.
Dividends
AMES.DE vs. EUPE.DE - Dividend Comparison
Neither AMES.DE nor EUPE.DE has paid dividends to shareholders.
Frequently Asked Questions
AMES.DE and EUPE.DE have a correlation of 0.45, 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 EUPE.DE.
AMES.DE tracks MSCI Spain, while EUPE.DE tracks Shiller Barclays CAPE® Europe Sector Value. They also come from different issuers: Amundi and Natixis. Their fees differ too: 0.25% for AMES.DE and 0.65% for EUPE.DE.
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