AMEW.DE vs. SXRT.DE
AMEW.DE (Amundi MSCI World UCITS ETF EUR) and SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) are both exchange-traded funds - AMEW.DE is a Global Equities fund tracking the MSCI World, while SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50. Both are passively managed. Over the past 10 years, AMEW.DE returned 12.59%/yr vs 10.49%/yr for SXRT.DE. A 0.75 correlation means they provide meaningful diversification when combined. AMEW.DE charges 0.38%/yr vs 0.10%/yr for SXRT.DE.
Performance
AMEW.DE vs. SXRT.DE - Performance Comparison
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Returns By Period
In the year-to-date period, AMEW.DE achieves a 10.74% return, which is significantly higher than SXRT.DE's 7.19% return. Over the past 10 years, AMEW.DE has outperformed SXRT.DE with an annualized return of 12.59%, while SXRT.DE has yielded a comparatively lower 10.49% annualized return.
AMEW.DE
- 1D
- -0.03%
- 1M
- 4.92%
- YTD
- 10.74%
- 6M
- 11.18%
- 1Y
- 23.45%
- 3Y*
- 17.26%
- 5Y*
- 12.62%
- 10Y*
- 12.59%
SXRT.DE
- 1D
- 0.76%
- 1M
- 4.63%
- YTD
- 7.19%
- 6M
- 8.59%
- 1Y
- 15.71%
- 3Y*
- 15.64%
- 5Y*
- 11.51%
- 10Y*
- 10.49%
AMEW.DE vs. SXRT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMEW.DE Amundi MSCI World UCITS ETF EUR | 10.74% | 7.42% | 25.77% | 19.94% | -13.88% | 32.66% | 5.32% | 31.10% | -5.22% | 7.54% |
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.19% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
Correlation
The correlation between AMEW.DE and SXRT.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 | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Feb 6, 2012 | 0.75 |
The correlation between AMEW.DE and SXRT.DE has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
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Return for Risk
AMEW.DE vs. SXRT.DE — Risk / Return Rank
AMEW.DE
SXRT.DE
AMEW.DE vs. SXRT.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World UCITS ETF EUR (AMEW.DE) and iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.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.
| AMEW.DE | SXRT.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.41 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.18 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.54 | 1.43 | +2.10 |
| Martin ratioReturn relative to average drawdown | 13.99 | 4.85 | +9.13 |
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
| AMEW.DE | SXRT.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.10 | 0.98 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.65 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.57 | +0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.87 | 0.41 | +0.47 |
Drawdowns
AMEW.DE vs. SXRT.DE - Drawdown Comparison
The maximum AMEW.DE drawdown since its inception was -33.73%, smaller than the maximum SXRT.DE drawdown of -38.41%. Use the drawdown chart below to compare losses from any high point for AMEW.DE and SXRT.DE.
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Drawdown Indicators
| AMEW.DE | SXRT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.73% | -38.41% | +4.68% |
Max Drawdown (1Y)Largest decline over 1 year | -6.61% | -10.93% | +4.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.69% | -16.39% | -5.30% |
Max Drawdown (5Y)Largest decline over 5 years | -21.69% | -23.36% | +1.67% |
Max Drawdown (10Y)Largest decline over 10 years | -33.73% | -38.41% | +4.68% |
Current DrawdownCurrent decline from peak | -0.31% | -0.50% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -4.29% | -7.25% | +2.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.67% | 3.23% | -1.56% |
Volatility
AMEW.DE vs. SXRT.DE - Volatility Comparison
The current volatility for Amundi MSCI World UCITS ETF EUR (AMEW.DE) is 2.60%, while iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a volatility of 4.91%. This indicates that AMEW.DE experiences smaller price fluctuations and is considered to be less risky than SXRT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMEW.DE | SXRT.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.60% | 4.91% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 7.64% | 12.96% | -5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.11% | 15.97% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.16% | 17.54% | -3.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.03% | 18.22% | -3.19% |
AMEW.DE vs. SXRT.DE - Expense Ratio Comparison
AMEW.DE has a 0.38% expense ratio, which is higher than SXRT.DE's 0.10% expense ratio.
Dividends
AMEW.DE vs. SXRT.DE - Dividend Comparison
Neither AMEW.DE nor SXRT.DE has paid dividends to shareholders.
Frequently Asked Questions
AMEW.DE and SXRT.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, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.38% for AMEW.DE.
AMEW.DE is categorized as Global Equities, while SXRT.DE is Europe Equities. AMEW.DE tracks MSCI World, while SXRT.DE tracks EURO STOXX® 50. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.38% for AMEW.DE and 0.10% for SXRT.DE.
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