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

Performance

AMES.DE vs. FEUQ.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 Fidelity Europe Quality Income UCITS ETF (FEUQ.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
1.66%55.41%19.00%25.94%0.03%6.96%-12.87%15.76%-12.77%-4.35%
FEUQ.DE
Fidelity Europe Quality Income UCITS ETF
2.66%18.63%5.62%17.92%-16.24%25.15%-2.54%30.46%-9.06%-1.88%

Returns By Period

In the year-to-date period, AMES.DE achieves a 1.66% return, which is significantly lower than FEUQ.DE's 2.66% return.


AMES.DE

1D
2.93%
1M
-1.70%
YTD
1.66%
6M
14.32%
1Y
36.37%
3Y*
28.20%
5Y*
19.57%
10Y*
10.90%

FEUQ.DE

1D
2.25%
1M
-3.40%
YTD
2.66%
6M
7.89%
1Y
14.16%
3Y*
12.28%
5Y*
8.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

AMES.DE has a 0.25% expense ratio, which is lower than FEUQ.DE's 0.30% expense ratio.


Return for Risk

AMES.DE vs. FEUQ.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: 8989
Overall Rank
AMES.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AMES.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
AMES.DE Omega Ratio Rank: 8989
Omega Ratio Rank
AMES.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
AMES.DE Martin Ratio Rank: 8989
Martin Ratio Rank

FEUQ.DE
FEUQ.DE Risk / Return Rank: 4848
Overall Rank
FEUQ.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FEUQ.DE Sortino Ratio Rank: 4343
Sortino Ratio Rank
FEUQ.DE Omega Ratio Rank: 4646
Omega Ratio Rank
FEUQ.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
FEUQ.DE Martin Ratio Rank: 5252
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. FEUQ.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 Fidelity Europe Quality Income UCITS ETF (FEUQ.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.DEFEUQ.DEDifference

Sharpe ratio

Return per unit of total volatility

2.01

0.93

+1.08

Sortino ratio

Return per unit of downside risk

2.52

1.28

+1.23

Omega ratio

Gain probability vs. loss probability

1.39

1.19

+0.19

Calmar ratio

Return relative to maximum drawdown

3.39

1.44

+1.95

Martin ratio

Return relative to average drawdown

12.19

5.69

+6.50

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

The current AMES.DE Sharpe Ratio is 2.01, which is higher than the FEUQ.DE Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of AMES.DE and FEUQ.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


AMES.DEFEUQ.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

0.93

+1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.55

+0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.46

0.00

Correlation

The correlation between AMES.DE and FEUQ.DE is 0.63, 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

AMES.DE vs. FEUQ.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

AMES.DE vs. FEUQ.DE - Drawdown Comparison

The maximum AMES.DE drawdown since its inception was -40.98%, which is greater than FEUQ.DE's maximum drawdown of -33.84%. Use the drawdown chart below to compare losses from any high point for AMES.DE and FEUQ.DE.


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Drawdown Indicators


AMES.DEFEUQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.98%

-33.84%

-7.14%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-12.63%

+0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-25.53%

+7.76%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

Current Drawdown

Current decline from peak

-5.03%

-4.82%

-0.21%

Average Drawdown

Average peak-to-trough decline

-9.86%

-5.96%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.53%

+0.43%

Volatility

AMES.DE vs. FEUQ.DE - Volatility Comparison

Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) has a higher volatility of 7.07% compared to Fidelity Europe Quality Income UCITS ETF (FEUQ.DE) at 5.03%. This indicates that AMES.DE's price experiences larger fluctuations and is considered to be riskier than FEUQ.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.DEFEUQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

5.03%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

8.84%

+3.31%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

15.25%

+2.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

14.58%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

15.59%

+5.36%