BRGE.L vs. V50A.DE

Last updated Jun 5, 2026

BRGE.L (BlackRock Greater Europe Investment Trust plc) is a stock, while V50A.DE (Amundi EURO STOXX 50 UCITS ETF EUR (C)) is Europe Equities fund tracking the EURO STOXX® 50. Over the past 10 years, BRGE.L returned 10.18%/yr vs 11.53%/yr for V50A.DE. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

BRGE.L vs. V50A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in BlackRock Greater Europe Investment Trust plc (BRGE.L) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

BRGE.L is traded in GBp, while V50A.DE is traded in EUR. To make them comparable, the V50A.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, BRGE.L achieves a 0.30% return, which is significantly lower than V50A.DE's 6.39% return. Over the past 10 years, BRGE.L has underperformed V50A.DE with an annualized return of 10.18%, while V50A.DE has yielded a comparatively higher 11.53% annualized return.

BRGE.L

• 1D: 0.52%
• 1M: 2.06%
• YTD: 0.30%
• 6M: 1.70%
• 1Y: 0.06%
• 3Y*: 3.32%
• 5Y*: 0.38%
• 10Y*: 10.18%

V50A.DE

• 1D: 0.86%
• 1M: 4.90%
• YTD: 6.39%
• 6M: 7.60%
• 1Y: 19.06%
• 3Y*: 15.80%
• 5Y*: 11.68%
• 10Y*: 11.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BRGE.L vs. V50A.DE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BRGE.L BlackRock Greater Europe Investment Trust plc	0.30%	7.95%	-2.49%	21.66%	-31.14%	32.17%	32.15%	34.70%	-7.57%	22.94%
V50A.DE Amundi EURO STOXX 50 UCITS ETF EUR (C)	6.34%	28.53%	6.32%	20.07%	-3.95%	14.80%	2.57%	23.32%	-10.88%	14.66%

Correlation

The correlation between BRGE.L and V50A.DE is 0.75, 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	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.54
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010	0.52

Over the past year, BRGE.L and V50A.DE have become more correlated (0.75) than their long-term average of 0.52, meaning their price movements have been converging.

Return for Risk

BRGE.L vs. V50A.DE — Risk / Return Rank

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

BRGE.L

BRGE.L Risk / Return Rank: 39
BRGE.L Sharpe Ratio Rank: 43
BRGE.L Sortino Ratio Rank: 34
BRGE.L Omega Ratio Rank: 34
BRGE.L Calmar Ratio Rank: 42
BRGE.L Martin Ratio Rank: 42

V50A.DE

V50A.DE Risk / Return Rank: 30
V50A.DE Sharpe Ratio Rank: 28
V50A.DE Sortino Ratio Rank: 30
V50A.DE Omega Ratio Rank: 28
V50A.DE Calmar Ratio Rank: 30
V50A.DE Martin Ratio Rank: 33

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.

BRGE.L vs. V50A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Greater Europe Investment Trust plc (BRGE.L) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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.

	BRGE.L	V50A.DE	Difference
Sharpe ratio: Return per unit of total volatility	0.04	1.22	-1.18
Sortino ratio: Return per unit of downside risk	0.17	1.85	-1.69
Omega ratio: Gain probability vs. loss probability	1.02	1.22	-0.20
Calmar ratio: Return relative to maximum drawdown	0.04	1.65	-1.61
Martin ratio: Return relative to average drawdown	0.10	5.56	-5.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BRGE.L vs. V50A.DE - Sharpe Ratio Comparison

The current BRGE.L Sharpe Ratio is 0.04, which is lower than the V50A.DE Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of BRGE.L and V50A.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.

Sharpe Ratios by Period

	BRGE.L	V50A.DE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.04	1.22	-1.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.02	0.66	-0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.64	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.42	+0.08

Drawdowns

BRGE.L vs. V50A.DE - Drawdown Comparison

The maximum BRGE.L drawdown since its inception was -45.19%, which is greater than V50A.DE's maximum drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for BRGE.L and V50A.DE.

Drawdown Indicators

	BRGE.L	V50A.DE	Difference
Max Drawdown Largest peak-to-trough decline	-45.19%	-34.04%	-11.15%
Max Drawdown (1Y) Largest decline over 1 year	-15.13%	-11.50%	-3.63%
Max Drawdown (3Y) Largest decline over 3 years	-23.90%	-14.44%	-9.46%
Max Drawdown (5Y) Largest decline over 5 years	-43.47%	-22.20%	-21.27%
Max Drawdown (10Y) Largest decline over 10 years	-43.47%	-31.04%	-12.43%
Current Drawdown Current decline from peak	-15.38%	-0.39%	-14.99%
Average Drawdown Average peak-to-trough decline	-10.13%	-7.22%	-2.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.61%	3.42%	+2.19%

Volatility

BRGE.L vs. V50A.DE - Volatility Comparison

BlackRock Greater Europe Investment Trust plc (BRGE.L) has a higher volatility of 5.73% compared to Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) at 4.69%. This indicates that BRGE.L's price experiences larger fluctuations and is considered to be riskier than V50A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BRGE.L	V50A.DE	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.73%	4.69%	+1.04%
Volatility (6M) Calculated over the trailing 6-month period	13.04%	12.86%	+0.18%
Volatility (1Y) Calculated over the trailing 1-year period	16.19%	15.60%	+0.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.15%	17.55%	+2.60%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.94%	18.04%	+1.90%

Dividends

BRGE.L vs. V50A.DE - Dividend Comparison

BRGE.L's dividend yield for the trailing twelve months is around 1.23%, while V50A.DE has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRGE.L BlackRock Greater Europe Investment Trust plc	1.23%	1.23%	1.28%	1.19%	1.40%	0.91%	1.16%	1.44%	1.87%	1.61%	1.90%	1.93%
V50A.DE Amundi EURO STOXX 50 UCITS ETF EUR (C)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BRGE.L and V50A.DE in my portfolio?

BRGE.L and V50A.DE have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.