AMES.DE vs. XD5E.DE
AMES.DE (Amundi ETF MSCI Spain UCITS ETF EUR) and XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) are both Europe Equities funds - AMES.DE tracks the MSCI Spain while XD5E.DE tracks the MSCI EMU NR EUR. Both are passively managed. Over the past 10 years, AMES.DE returned 11.05%/yr vs 10.03%/yr for XD5E.DE. A 0.74 correlation means they provide meaningful diversification when combined. AMES.DE charges 0.25%/yr vs 0.12%/yr for XD5E.DE.
Performance
AMES.DE vs. XD5E.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 XD5E.DE's 8.92% return. Over the past 10 years, AMES.DE has outperformed XD5E.DE with an annualized return of 11.05%, while XD5E.DE has yielded a comparatively lower 10.03% 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%
XD5E.DE
- 1D
- 0.52%
- 1M
- 4.50%
- YTD
- 8.92%
- 6M
- 10.66%
- 1Y
- 18.06%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
AMES.DE vs. XD5E.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% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
Correlation
The correlation between AMES.DE and XD5E.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.72 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2012 | 0.75 |
The correlation between AMES.DE and XD5E.DE shifts across timeframes, from 0.71 (10 years) to 0.85 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
AMES.DE vs. XD5E.DE — Risk / Return Rank
AMES.DE
XD5E.DE
AMES.DE vs. XD5E.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 EMU UCITS ETF 1D (XD5E.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 | XD5E.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.23 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 1.75 | +1.65 |
| Martin ratioReturn relative to average drawdown | 11.80 | 6.40 | +5.40 |
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 | XD5E.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.06 | 1.24 | +0.82 |
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 | 0.59 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.55 | -0.07 |
Drawdowns
AMES.DE vs. XD5E.DE - Drawdown Comparison
The maximum AMES.DE drawdown since its inception was -40.98%, which is greater than XD5E.DE's maximum drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for AMES.DE and XD5E.DE.
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Drawdown Indicators
| AMES.DE | XD5E.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.98% | -38.04% | -2.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.95% | -10.26% | +0.31% |
Max Drawdown (3Y)Largest decline over 3 years | -12.58% | -15.30% | +2.72% |
Max Drawdown (5Y)Largest decline over 5 years | -17.77% | -24.56% | +6.79% |
Max Drawdown (10Y)Largest decline over 10 years | -40.98% | -38.04% | -2.94% |
Current DrawdownCurrent decline from peak | -0.52% | -0.44% | -0.08% |
Average DrawdownAverage peak-to-trough decline | -9.76% | -5.74% | -4.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 2.82% | +0.05% |
Volatility
AMES.DE vs. XD5E.DE - Volatility Comparison
Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) and Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) have volatilities of 4.59% and 4.54%, 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.DE | XD5E.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.59% | 4.54% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.65% | 11.91% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.43% | 14.52% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.01% | 16.13% | +1.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.82% | 17.03% | +3.79% |
AMES.DE vs. XD5E.DE - Expense Ratio Comparison
AMES.DE has a 0.25% expense ratio, which is higher than XD5E.DE's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AMES.DE vs. XD5E.DE - Dividend Comparison
AMES.DE has not paid dividends to shareholders, while XD5E.DE's dividend yield for the trailing twelve months is around 2.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
AMES.DE and XD5E.DE have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for AMES.DE.
AMES.DE tracks MSCI Spain, while XD5E.DE tracks MSCI EMU NR EUR. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.25% for AMES.DE and 0.12% for XD5E.DE.
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