AMZ.DE vs. EUNL.DE
AMZ.DE (Amazon.com Inc) is a stock, while EUNL.DE (iShares Core MSCI World UCITS ETF USD (Acc)) is Global Equities fund tracking the MSCI World Index. Over the past 10 years, AMZ.DE returned 21.18%/yr vs 12.82%/yr for EUNL.DE. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
AMZ.DE vs. EUNL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with AMZ.DE having a 11.02% return and EUNL.DE slightly lower at 10.86%. Over the past 10 years, AMZ.DE has outperformed EUNL.DE with an annualized return of 21.18%, while EUNL.DE has yielded a comparatively lower 12.82% annualized return.
AMZ.DE
- 1D
- 1.72%
- 1M
- -7.13%
- YTD
- 11.02%
- 6M
- 12.00%
- 1Y
- 21.40%
- 3Y*
- 23.11%
- 5Y*
- 10.64%
- 10Y*
- 21.18%
EUNL.DE
- 1D
- 0.02%
- 1M
- 4.80%
- YTD
- 10.86%
- 6M
- 11.29%
- 1Y
- 23.80%
- 3Y*
- 17.55%
- 5Y*
- 12.89%
- 10Y*
- 12.82%
AMZ.DE vs. EUNL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZ.DE Amazon.com Inc | 11.02% | -7.10% | 53.16% | 77.64% | -47.85% | 10.04% | 62.55% | 30.14% | 29.79% | 36.05% |
EUNL.DE iShares Core MSCI World UCITS ETF USD (Acc) | 10.86% | 7.90% | 25.93% | 20.13% | -13.59% | 32.71% | 5.48% | 31.34% | -5.13% | 7.71% |
Correlation
The correlation between AMZ.DE and EUNL.DE is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 21, 2009 | 0.57 |
The correlation between AMZ.DE and EUNL.DE has been stable across timeframes, ranging from 0.53 to 0.62 - a consistent structural relationship.
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Return for Risk
AMZ.DE vs. EUNL.DE — Risk / Return Rank
AMZ.DE
EUNL.DE
AMZ.DE vs. EUNL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com Inc (AMZ.DE) and iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.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.
| AMZ.DE | EUNL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.40 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.87 | 3.64 | -2.77 |
| Martin ratioReturn relative to average drawdown | 2.14 | 14.52 | -12.38 |
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
| AMZ.DE | EUNL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 2.12 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.90 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.84 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.82 | -0.59 |
Drawdowns
AMZ.DE vs. EUNL.DE - Drawdown Comparison
The maximum AMZ.DE drawdown since its inception was -98.91%, which is greater than EUNL.DE's maximum drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for AMZ.DE and EUNL.DE.
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Drawdown Indicators
| AMZ.DE | EUNL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.91% | -33.63% | -65.28% |
Max Drawdown (1Y)Largest decline over 1 year | -24.50% | -6.50% | -18.00% |
Max Drawdown (3Y)Largest decline over 3 years | -35.42% | -21.73% | -13.69% |
Max Drawdown (5Y)Largest decline over 5 years | -53.26% | -21.73% | -31.53% |
Max Drawdown (10Y)Largest decline over 10 years | -53.26% | -33.63% | -19.63% |
Current DrawdownCurrent decline from peak | -7.13% | -0.31% | -6.82% |
Average DrawdownAverage peak-to-trough decline | -55.40% | -4.25% | -51.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.99% | 1.64% | +8.35% |
Volatility
AMZ.DE vs. EUNL.DE - Volatility Comparison
Amazon.com Inc (AMZ.DE) has a higher volatility of 8.60% compared to iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) at 2.62%. This indicates that AMZ.DE's price experiences larger fluctuations and is considered to be riskier than EUNL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMZ.DE | EUNL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.60% | 2.62% | +5.98% |
Volatility (6M)Calculated over the trailing 6-month period | 23.13% | 7.72% | +15.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.76% | 11.16% | +19.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.55% | 14.17% | +19.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.10% | 15.17% | +15.93% |
Dividends
AMZ.DE vs. EUNL.DE - Dividend Comparison
Neither AMZ.DE nor EUNL.DE has paid dividends to shareholders.
Frequently Asked Questions
AMZ.DE and EUNL.DE have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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