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B41J.DE vs. AMED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

B41J.DE vs. AMED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, B41J.DE achieves a 7.25% return, which is significantly lower than AMED.DE's 16.87% return.


B41J.DE

1D
0.02%
1M
-2.78%
YTD
7.25%
6M
8.50%
1Y
8.67%
3Y*
5Y*
10Y*

AMED.DE

1D
0.51%
1M
7.96%
YTD
16.87%
6M
18.54%
1Y
26.45%
3Y*
16.11%
5Y*
10.41%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

B41J.DE vs. AMED.DE - Yearly Performance Comparison


Correlation

The correlation between B41J.DE and AMED.DE is 0.66, 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

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

0.65

The correlation between B41J.DE and AMED.DE has been stable across timeframes, ranging from 0.65 to 0.66 - a consistent structural relationship.

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Return for Risk

B41J.DE vs. AMED.DE — Risk / Return Rank

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

B41J.DE
B41J.DE Risk / Return Rank: 2020
Overall Rank
B41J.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
B41J.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
B41J.DE Omega Ratio Rank: 1818
Omega Ratio Rank
B41J.DE Calmar Ratio Rank: 2222
Calmar Ratio Rank
B41J.DE Martin Ratio Rank: 2222
Martin Ratio Rank

AMED.DE
AMED.DE Risk / Return Rank: 5353
Overall Rank
AMED.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AMED.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMED.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMED.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
AMED.DE Martin Ratio Rank: 5555
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.

B41J.DE vs. AMED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.


B41J.DEAMED.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.11

1.33

-0.21

Calmar ratioReturn relative to maximum drawdown

0.94

2.49

-1.55

Martin ratioReturn relative to average drawdown

2.70

9.40

-6.71

B41J.DE vs. AMED.DE - Sharpe Ratio Comparison

The current B41J.DE Sharpe Ratio is 0.58, which is lower than the AMED.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of B41J.DE and AMED.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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Sharpe Ratios by Period


B41J.DEAMED.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.74

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.47

+0.66

Drawdowns

B41J.DE vs. AMED.DE - Drawdown Comparison

The maximum B41J.DE drawdown since its inception was -12.00%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for B41J.DE and AMED.DE.


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Drawdown Indicators


B41J.DEAMED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-12.00%

-38.35%

+26.35%

Max Drawdown (1Y)

Largest decline over 1 year

-9.34%

-10.56%

+1.22%

Max Drawdown (3Y)

Largest decline over 3 years

-14.07%

Max Drawdown (5Y)

Largest decline over 5 years

-24.06%

Max Drawdown (10Y)

Largest decline over 10 years

-38.35%

Current Drawdown

Current decline from peak

-4.55%

-0.17%

-4.38%

Average Drawdown

Average peak-to-trough decline

-2.45%

-6.69%

+4.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.24%

2.81%

+0.43%

Volatility

B41J.DE vs. AMED.DE - Volatility Comparison

The current volatility for Global X European Infrastructure Development UCITS ETF EUR Accumulating (B41J.DE) is 4.95%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that B41J.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


B41J.DEAMED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

5.61%

-0.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

12.64%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

15.27%

15.19%

+0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.11%

15.87%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.11%

17.00%

-0.89%

B41J.DE vs. AMED.DE - Expense Ratio Comparison

B41J.DE has a 0.47% expense ratio, which is higher than AMED.DE's 0.25% expense ratio.


Dividends

B41J.DE vs. AMED.DE - Dividend Comparison

Neither B41J.DE nor AMED.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


B41J.DE and AMED.DE have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.47% for B41J.DE.

B41J.DE tracks Mirae Asset European Infrastructure Development Index, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Global X and Amundi. Their fees differ too: 0.47% for B41J.DE and 0.25% for AMED.DE.

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