C001.DE vs. IUSA.DE
C001.DE (Amundi DAX UCITS ETF Dist) and IUSA.DE (iShares Core S&P 500 UCITS ETF USD Dist) are both exchange-traded funds - C001.DE is a Europe Equities fund tracking the DAX®, while IUSA.DE is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, C001.DE returned 8.91%/yr vs 15.16%/yr for IUSA.DE. A 0.66 correlation means they provide meaningful diversification when combined. C001.DE charges 0.08%/yr vs 0.07%/yr for IUSA.DE.
Performance
C001.DE vs. IUSA.DE - Performance Comparison
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Returns By Period
In the year-to-date period, C001.DE achieves a 1.38% return, which is significantly lower than IUSA.DE's 11.42% return. Over the past 10 years, C001.DE has underperformed IUSA.DE with an annualized return of 8.91%, while IUSA.DE has yielded a comparatively higher 15.16% annualized return.
C001.DE
- 1D
- 0.52%
- 1M
- -0.06%
- YTD
- 1.38%
- 6M
- 3.43%
- 1Y
- 2.06%
- 3Y*
- 15.50%
- 5Y*
- 9.15%
- 10Y*
- 8.91%
IUSA.DE
- 1D
- -0.13%
- 1M
- 4.35%
- YTD
- 11.42%
- 6M
- 10.93%
- 1Y
- 25.71%
- 3Y*
- 19.00%
- 5Y*
- 14.90%
- 10Y*
- 15.16%
C001.DE vs. IUSA.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C001.DE Amundi DAX UCITS ETF Dist | 1.38% | 22.63% | 18.38% | 19.46% | -12.82% | 15.35% | 3.10% | 24.61% | -18.48% | 12.20% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 11.42% | 4.84% | 32.50% | 22.60% | -14.19% | 41.00% | 7.02% | 34.79% | -0.83% | 7.30% |
Correlation
The correlation between C001.DE and IUSA.DE is 0.63, 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 | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.66 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2008 | 0.66 |
The correlation between C001.DE and IUSA.DE shifts across timeframes, from 0.54 (3 years) to 0.66 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
C001.DE vs. IUSA.DE — Risk / Return Rank
C001.DE
IUSA.DE
C001.DE vs. IUSA.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi DAX UCITS ETF Dist (C001.DE) and iShares Core S&P 500 UCITS ETF USD Dist (IUSA.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.
| C001.DE | IUSA.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.09 | ||
| Sortino ratioReturn per unit of downside risk | -2.72 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.42 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 3.63 | -3.44 |
| Martin ratioReturn relative to average drawdown | 0.59 | 12.88 | -12.30 |
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
| C001.DE | IUSA.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 2.24 | -2.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.53 | 0.97 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.94 | -0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.67 | -0.31 |
Drawdowns
C001.DE vs. IUSA.DE - Drawdown Comparison
The maximum C001.DE drawdown since its inception was -41.60%, smaller than the maximum IUSA.DE drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for C001.DE and IUSA.DE.
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Drawdown Indicators
| C001.DE | IUSA.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.60% | -50.54% | +8.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -7.08% | -5.24% |
Max Drawdown (3Y)Largest decline over 3 years | -15.88% | -23.34% | +7.46% |
Max Drawdown (5Y)Largest decline over 5 years | -26.64% | -23.34% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -38.62% | -33.63% | -4.99% |
Current DrawdownCurrent decline from peak | -2.22% | -0.46% | -1.76% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -7.19% | -1.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.00% | +1.97% |
Volatility
C001.DE vs. IUSA.DE - Volatility Comparison
Amundi DAX UCITS ETF Dist (C001.DE) has a higher volatility of 5.16% compared to iShares Core S&P 500 UCITS ETF USD Dist (IUSA.DE) at 2.67%. This indicates that C001.DE's price experiences larger fluctuations and is considered to be riskier than IUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C001.DE | IUSA.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.16% | 2.67% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.92% | 7.57% | +5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.03% | 11.48% | +4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.06% | 15.17% | +1.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.24% | 16.06% | +2.18% |
C001.DE vs. IUSA.DE - Expense Ratio Comparison
C001.DE has a 0.08% expense ratio, which is higher than IUSA.DE's 0.07% 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%.
Dividends
C001.DE vs. IUSA.DE - Dividend Comparison
C001.DE's dividend yield for the trailing twelve months is around 1.99%, more than IUSA.DE's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C001.DE Amundi DAX UCITS ETF Dist | 1.99% | 2.02% | 2.17% | 3.04% | 2.72% | 1.91% | 2.36% | 2.52% | 3.10% | 2.72% | 0.00% | 0.00% |
IUSA.DE iShares Core S&P 500 UCITS ETF USD Dist | 0.99% | 1.08% | 1.07% | 1.35% | 1.54% | 1.16% | 1.62% | 1.66% | 2.00% | 2.09% | 1.50% | 1.68% |
Frequently Asked Questions
C001.DE and IUSA.DE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IUSA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IUSA.DE is cheaper with a 0.07% expense ratio, compared with 0.08% for C001.DE.
C001.DE is categorized as Europe Equities, while IUSA.DE is S&P 500. C001.DE tracks DAX®, while IUSA.DE tracks S&P 500 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.08% for C001.DE and 0.07% for IUSA.DE.
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