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

Performance

AMES.DE vs. FTGE.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 First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
1.66%55.41%19.00%25.94%0.03%6.96%23.24%
FTGE.DE
First Trust Eurozone AlphaDEX UCITS ETF Acc
4.99%39.79%9.52%12.43%-14.37%20.47%24.16%

Returns By Period

In the year-to-date period, AMES.DE achieves a 1.66% return, which is significantly lower than FTGE.DE's 4.99% 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%

FTGE.DE

1D
2.85%
1M
-2.67%
YTD
4.99%
6M
10.34%
1Y
31.92%
3Y*
19.19%
5Y*
10.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

AMES.DE vs. FTGE.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

FTGE.DE
FTGE.DE Risk / Return Rank: 8787
Overall Rank
FTGE.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
FTGE.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
FTGE.DE Omega Ratio Rank: 8787
Omega Ratio Rank
FTGE.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
FTGE.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. FTGE.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 First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.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.DEFTGE.DEDifference

Sharpe ratio

Return per unit of total volatility

2.01

1.89

+0.12

Sortino ratio

Return per unit of downside risk

2.52

2.39

+0.12

Omega ratio

Gain probability vs. loss probability

1.39

1.38

+0.01

Calmar ratio

Return relative to maximum drawdown

3.39

3.28

+0.11

Martin ratio

Return relative to average drawdown

12.19

11.85

+0.34

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

The current AMES.DE Sharpe Ratio is 2.01, which is comparable to the FTGE.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of AMES.DE and FTGE.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.DEFTGE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.89

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.24

0.62

+0.62

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

0.82

-0.36

Correlation

The correlation between AMES.DE and FTGE.DE is 0.69, 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. FTGE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

AMES.DE vs. FTGE.DE - Drawdown Comparison

The maximum AMES.DE drawdown since its inception was -40.98%, which is greater than FTGE.DE's maximum drawdown of -26.63%. Use the drawdown chart below to compare losses from any high point for AMES.DE and FTGE.DE.


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Drawdown Indicators


AMES.DEFTGE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.98%

-26.63%

-14.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-12.22%

+0.42%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-26.63%

+8.86%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

Current Drawdown

Current decline from peak

-5.03%

-4.41%

-0.62%

Average Drawdown

Average peak-to-trough decline

-9.86%

-5.53%

-4.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.72%

+0.24%

Volatility

AMES.DE vs. FTGE.DE - Volatility Comparison

Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) and First Trust Eurozone AlphaDEX UCITS ETF Acc (FTGE.DE) have volatilities of 7.07% and 6.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMES.DEFTGE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

6.95%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

12.15%

10.80%

+1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

18.06%

16.80%

+1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

17.52%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.95%

18.48%

+2.47%