AMZ.DE vs. XSX6.DE
AMZ.DE (Amazon.com Inc) is a stock, while XSX6.DE (Xtrackers STOXX Europe 600 UCITS ETF) is Europe Equities fund tracking the STOXX® Europe 600. Over the past 10 years, AMZ.DE returned 20.36%/yr vs 9.49%/yr for XSX6.DE. At a 0.40 correlation, their price movements are largely independent.
Performance
AMZ.DE vs. XSX6.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 10.36% return and XSX6.DE slightly lower at 10.05%. Over the past 10 years, AMZ.DE has outperformed XSX6.DE with an annualized return of 20.36%, while XSX6.DE has yielded a comparatively lower 9.49% annualized return.
AMZ.DE
- 1D
- -1.36%
- 1M
- 2.79%
- 6M
- 8.89%
- YTD
- 10.36%
- 1Y
- 11.72%
- 3Y*
- 22.93%
- 5Y*
- 7.20%
- 10Y*
- 20.36%
- ALL TIME*
- 26.07%
XSX6.DE
- 1D
- 0.00%
- 1M
- 0.68%
- 6M
- 8.18%
- YTD
- 10.05%
- 1Y
- 20.13%
- 3Y*
- 14.30%
- 5Y*
- 9.98%
- 10Y*
- 9.49%
- ALL TIME*
- 10.47%
AMZ.DE vs. XSX6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZ.DE Amazon.com Inc | 10.36% | -7.10% | 53.16% | 77.64% | -47.84% | 10.03% | 62.56% | 30.13% | 29.79% | 36.05% |
XSX6.DE Xtrackers STOXX Europe 600 UCITS ETF | 10.05% | 20.91% | 8.35% | 15.54% | -10.63% | 24.87% | -1.83% | 28.68% | -11.34% | 10.91% |
Correlation
The correlation between AMZ.DE and XSX6.DE is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 20, 2009 | 0.40 |
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Return for Risk
AMZ.DE vs. XSX6.DE — Risk / Return Rank
AMZ.DE
XSX6.DE
AMZ.DE vs. XSX6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com Inc (AMZ.DE) and Xtrackers STOXX Europe 600 UCITS ETF (XSX6.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.
| AMZ.DE | XSX6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.18 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.29 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.48 | 2.12 | -1.64 |
| Martin ratioReturn relative to average drawdown | 1.10 | 8.18 | -7.08 |
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Drawdowns
AMZ.DE vs. XSX6.DE - Drawdown Comparison
The maximum AMZ.DE drawdown since its inception was -56.64%, which is greater than XSX6.DE's maximum drawdown of -36.06%. Use the drawdown chart below to compare losses from any high point for AMZ.DE and XSX6.DE.
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Drawdown Indicators
| AMZ.DE | XSX6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.64% | -36.06% | -20.58% |
Max Drawdown (1Y)Largest decline over 1 year | -24.50% | -9.46% | -15.04% |
Max Drawdown (3Y)Largest decline over 3 years | -35.42% | -16.37% | -19.05% |
Max Drawdown (5Y)Largest decline over 5 years | -53.26% | -20.84% | -32.42% |
Max Drawdown (10Y)Largest decline over 10 years | -53.26% | -36.06% | -17.20% |
Current DrawdownCurrent decline from peak | -7.68% | -2.07% | -5.61% |
Average DrawdownAverage peak-to-trough decline | -13.15% | -5.23% | -7.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.65% | 2.46% | +8.19% |
Volatility
AMZ.DE vs. XSX6.DE - Volatility Comparison
Amazon.com Inc (AMZ.DE) has a higher volatility of 10.44% compared to Xtrackers STOXX Europe 600 UCITS ETF (XSX6.DE) at 3.14%. This indicates that AMZ.DE's price experiences larger fluctuations and is considered to be riskier than XSX6.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 | XSX6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.44% | 3.14% | +7.30% |
Volatility (6M)Calculated over the trailing 6-month period | 24.90% | 11.01% | +13.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.60% | 13.04% | +19.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.79% | 14.40% | +19.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.30% | 15.21% | +16.09% |
Dividends
AMZ.DE vs. XSX6.DE - Dividend Comparison
Neither AMZ.DE nor XSX6.DE has paid dividends to shareholders.
Frequently Asked Questions
AMZ.DE and XSX6.DE have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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