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

Performance

AMES.DE vs. EXXX.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 iShares ATX UCITS ETF (DE) (EXXX.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 13.77% return, which is significantly lower than EXXX.DE's 24.87% return. Over the past 10 years, AMES.DE has underperformed EXXX.DE with an annualized return of 12.04%, while EXXX.DE has yielded a comparatively higher 14.37% annualized return.


AMES.DE

1D
-0.26%
1M
2.00%
6M
11.03%
YTD
13.77%
1Y
43.12%
3Y*
31.43%
5Y*
22.11%
10Y*
12.04%

EXXX.DE

1D
-0.33%
1M
1.29%
6M
22.20%
YTD
24.87%
1Y
48.74%
3Y*
31.23%
5Y*
17.90%
10Y*
14.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
13.77%55.41%19.00%26.86%-0.71%6.98%-12.87%15.76%-12.77%11.84%
EXXX.DE
iShares ATX UCITS ETF (DE)
24.87%51.31%10.39%13.71%-16.43%42.16%-11.27%19.95%-18.96%32.71%

Correlation

The correlation between AMES.DE and EXXX.DE is 0.76, 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

0.76

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

0.67

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

0.70

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

0.69

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2011

0.69

The correlation between AMES.DE and EXXX.DE has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.

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Return for Risk

AMES.DE vs. EXXX.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: 9090
Overall Rank
AMES.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AMES.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
AMES.DE Omega Ratio Rank: 9191
Omega Ratio Rank
AMES.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
AMES.DE Martin Ratio Rank: 8989
Martin Ratio Rank

EXXX.DE
EXXX.DE Risk / Return Rank: 9191
Overall Rank
EXXX.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EXXX.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
EXXX.DE Omega Ratio Rank: 9090
Omega Ratio Rank
EXXX.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXXX.DE Martin Ratio Rank: 8888
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. EXXX.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 iShares ATX UCITS ETF (DE) (EXXX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.18

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.47

1.47

0.00

Calmar ratioReturn relative to maximum drawdown

4.31

4.53

-0.22

Martin ratioReturn relative to average drawdown

15.26

15.24

+0.02

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

The current AMES.DE Sharpe Ratio is 2.60, which is comparable to the EXXX.DE Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of AMES.DE and EXXX.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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Drawdowns

AMES.DE vs. EXXX.DE - Drawdown Comparison

The maximum AMES.DE drawdown since its inception was -40.98%, smaller than the maximum EXXX.DE drawdown of -71.43%. Use the drawdown chart below to compare losses from any high point for AMES.DE and EXXX.DE.


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Drawdown Indicators


AMES.DEEXXX.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.98%

-71.43%

+30.45%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-10.71%

+0.76%

Max Drawdown (3Y)

Largest decline over 3 years

-12.58%

-16.11%

+3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-32.69%

+14.92%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

-52.90%

+11.92%

Current Drawdown

Current decline from peak

-2.43%

-1.64%

-0.79%

Average Drawdown

Average peak-to-trough decline

-10.06%

-28.46%

+18.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

3.19%

-0.37%

Volatility

AMES.DE vs. EXXX.DE - Volatility Comparison

The current volatility for Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) is 4.28%, while iShares ATX UCITS ETF (DE) (EXXX.DE) has a volatility of 5.00%. This indicates that AMES.DE experiences smaller price fluctuations and is considered to be less risky than EXXX.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.DEEXXX.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.28%

5.00%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

14.37%

14.65%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

17.46%

-0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.94%

19.14%

-2.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

19.93%

-1.60%

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

AMES.DE has a 0.25% expense ratio, which is lower than EXXX.DE's 0.32% expense ratio.


Dividends

AMES.DE vs. EXXX.DE - Dividend Comparison

AMES.DE has not paid dividends to shareholders, while EXXX.DE's dividend yield for the trailing twelve months is around 2.95%.


PositionTTM20252024202320222021202020192018201720162015
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXXX.DE
iShares ATX UCITS ETF (DE)
2.95%2.53%4.30%3.53%3.61%1.04%1.18%1.73%0.48%0.65%1.08%1.65%

Frequently Asked Questions


AMES.DE and EXXX.DE have a correlation of 0.76, 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 0.32% for EXXX.DE.

AMES.DE tracks MSCI Spain, while EXXX.DE tracks ATX Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for AMES.DE and 0.32% for EXXX.DE.

Portfolio Optimizer

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