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

Performance

AMES.DE vs. XESD.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 Xtrackers Spanish Equity UCITS ETF (XESD.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with AMES.DE having a 14.53% return and XESD.DE slightly higher at 14.69%. Both investments have delivered pretty close results over the past 10 years, with AMES.DE having a 13.44% annualized return and XESD.DE not far ahead at 14.01%.


AMES.DE

1D
0.72%
1M
7.06%
YTD
14.53%
6M
15.44%
1Y
46.37%
3Y*
32.90%
5Y*
20.69%
10Y*
13.44%

XESD.DE

1D
0.62%
1M
6.78%
YTD
14.69%
6M
15.76%
1Y
47.75%
3Y*
32.29%
5Y*
20.35%
10Y*
14.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
14.53%55.41%19.00%26.86%-0.71%6.98%-12.87%15.76%-12.77%11.84%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
14.69%58.72%14.57%26.76%-1.63%10.91%-10.10%15.69%-12.39%12.92%

Correlation

The correlation between AMES.DE and XESD.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.98

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

0.97

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2013

0.98

The correlation between AMES.DE and XESD.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

AMES.DE vs. XESD.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: 9090
Omega Ratio Rank
AMES.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
AMES.DE Martin Ratio Rank: 8787
Martin Ratio Rank

XESD.DE
XESD.DE Risk / Return Rank: 9090
Overall Rank
XESD.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XESD.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
XESD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XESD.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XESD.DE Martin Ratio Rank: 8787
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. XESD.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 Spanish Equity UCITS ETF (XESD.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.DEXESD.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.50

1.50

+0.01

Calmar ratioReturn relative to maximum drawdown

4.64

4.62

+0.01

Martin ratioReturn relative to average drawdown

16.40

16.31

+0.08

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

The current AMES.DE Sharpe Ratio is 2.82, which is comparable to the XESD.DE Sharpe Ratio of 2.80. The chart below compares the historical Sharpe Ratios of AMES.DE and XESD.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. XESD.DE - Drawdown Comparison

The maximum AMES.DE drawdown since its inception was -40.98%, which is greater than XESD.DE's maximum drawdown of -38.76%. Use the drawdown chart below to compare losses from any high point for AMES.DE and XESD.DE.


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Drawdown Indicators


AMES.DEXESD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-40.98%

-38.76%

-2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-9.95%

-10.28%

+0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-12.58%

-12.49%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

-18.55%

+0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

-38.76%

-2.22%

Current Drawdown

Current decline from peak

-0.10%

-0.18%

+0.08%

Average Drawdown

Average peak-to-trough decline

-10.09%

-8.46%

-1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.92%

-0.10%

Volatility

AMES.DE vs. XESD.DE - Volatility Comparison

Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) and Xtrackers Spanish Equity UCITS ETF (XESD.DE) have volatilities of 4.04% and 4.05%, 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.DEXESD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

4.05%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

13.99%

14.41%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.47%

17.06%

-0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.97%

16.77%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.42%

18.49%

-0.07%

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

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


Dividends

AMES.DE vs. XESD.DE - Dividend Comparison

AMES.DE has not paid dividends to shareholders, while XESD.DE's dividend yield for the trailing twelve months is around 2.34%.


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%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.34%2.43%3.14%2.56%3.98%1.51%4.30%3.35%4.48%2.51%1.14%0.42%

Frequently Asked Questions


With a correlation of 0.98, AMES.DE and XESD.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.30% for XESD.DE.

AMES.DE tracks MSCI Spain, while XESD.DE tracks Solactive Spain 40. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.25% for AMES.DE and 0.30% for XESD.DE.

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