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ANRJ.L vs. SXR8.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ANRJ.L and SXR8.DE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ANRJ.L vs. SXR8.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
105.91%
399.69%
ANRJ.L
SXR8.DE

Key characteristics

Sharpe Ratio

ANRJ.L:

0.34

SXR8.DE:

0.31

Sortino Ratio

ANRJ.L:

0.53

SXR8.DE:

0.52

Omega Ratio

ANRJ.L:

1.07

SXR8.DE:

1.08

Calmar Ratio

ANRJ.L:

0.37

SXR8.DE:

0.24

Martin Ratio

ANRJ.L:

1.12

SXR8.DE:

0.82

Ulcer Index

ANRJ.L:

4.34%

SXR8.DE:

6.78%

Daily Std Dev

ANRJ.L:

15.60%

SXR8.DE:

18.38%

Max Drawdown

ANRJ.L:

-57.08%

SXR8.DE:

-33.78%

Current Drawdown

ANRJ.L:

-1.88%

SXR8.DE:

-14.12%

Returns By Period

In the year-to-date period, ANRJ.L achieves a 4.19% return, which is significantly higher than SXR8.DE's -10.64% return. Over the past 10 years, ANRJ.L has underperformed SXR8.DE with an annualized return of 9.10%, while SXR8.DE has yielded a comparatively higher 11.84% annualized return.


ANRJ.L

YTD

4.19%

1M

9.91%

6M

3.21%

1Y

5.39%

5Y*

20.13%

10Y*

9.10%

SXR8.DE

YTD

-10.64%

1M

6.31%

6M

-8.30%

1Y

5.73%

5Y*

14.66%

10Y*

11.84%

*Annualized

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ANRJ.L vs. SXR8.DE - Expense Ratio Comparison

ANRJ.L has a 0.25% expense ratio, which is higher than SXR8.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%.


Risk-Adjusted Performance

ANRJ.L vs. SXR8.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ANRJ.L
The Risk-Adjusted Performance Rank of ANRJ.L is 4444
Overall Rank
The Sharpe Ratio Rank of ANRJ.L is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of ANRJ.L is 4040
Sortino Ratio Rank
The Omega Ratio Rank of ANRJ.L is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ANRJ.L is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ANRJ.L is 4444
Martin Ratio Rank

SXR8.DE
The Risk-Adjusted Performance Rank of SXR8.DE is 4141
Overall Rank
The Sharpe Ratio Rank of SXR8.DE is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of SXR8.DE is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SXR8.DE is 4242
Omega Ratio Rank
The Calmar Ratio Rank of SXR8.DE is 4141
Calmar Ratio Rank
The Martin Ratio Rank of SXR8.DE is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ANRJ.L vs. SXR8.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.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.


The current ANRJ.L Sharpe Ratio is 0.34, which is comparable to the SXR8.DE Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of ANRJ.L and SXR8.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.62
0.58
ANRJ.L
SXR8.DE

Dividends

ANRJ.L vs. SXR8.DE - Dividend Comparison

Neither ANRJ.L nor SXR8.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ANRJ.L vs. SXR8.DE - Drawdown Comparison

The maximum ANRJ.L drawdown since its inception was -57.08%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ANRJ.L and SXR8.DE. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.16%
-7.47%
ANRJ.L
SXR8.DE

Volatility

ANRJ.L vs. SXR8.DE - Volatility Comparison

The current volatility for Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) is 6.45%, while iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) has a volatility of 10.69%. This indicates that ANRJ.L experiences smaller price fluctuations and is considered to be less risky than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
6.45%
10.69%
ANRJ.L
SXR8.DE