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C001.DE vs. S6X0.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C001.DE vs. S6X0.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi DAX UCITS ETF Dist (C001.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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, C001.DE achieves a 1.66% return, which is significantly lower than S6X0.DE's 10.25% return. Over the past 10 years, C001.DE has underperformed S6X0.DE with an annualized return of 9.91%, while S6X0.DE has yielded a comparatively higher 11.85% annualized return.


C001.DE

1D
1.12%
1M
-0.70%
YTD
1.66%
6M
2.43%
1Y
6.01%
3Y*
15.99%
5Y*
9.35%
10Y*
9.91%

S6X0.DE

1D
0.78%
1M
3.40%
YTD
10.25%
6M
11.18%
1Y
22.32%
3Y*
16.61%
5Y*
11.79%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C001.DE vs. S6X0.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C001.DE
Amundi DAX UCITS ETF Dist
1.66%22.63%18.38%19.46%-12.74%15.25%3.10%24.61%-18.48%12.20%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
10.25%22.02%10.94%22.43%-9.00%23.10%-2.98%29.97%-12.04%10.08%

Correlation

The correlation between C001.DE and S6X0.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2009

0.92

The correlation between C001.DE and S6X0.DE has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

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Return for Risk

C001.DE vs. S6X0.DE — Risk / Return Rank

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

C001.DE
C001.DE Risk / Return Rank: 1414
Overall Rank
C001.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
C001.DE Sortino Ratio Rank: 1414
Sortino Ratio Rank
C001.DE Omega Ratio Rank: 1313
Omega Ratio Rank
C001.DE Calmar Ratio Rank: 1414
Calmar Ratio Rank
C001.DE Martin Ratio Rank: 1616
Martin Ratio Rank

S6X0.DE
S6X0.DE Risk / Return Rank: 4545
Overall Rank
S6X0.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
S6X0.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
S6X0.DE Omega Ratio Rank: 4343
Omega Ratio Rank
S6X0.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
S6X0.DE Martin Ratio Rank: 4747
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.

C001.DE vs. S6X0.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi DAX UCITS ETF Dist (C001.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.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.


C001.DES6X0.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.47

Omega ratioGain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratioReturn relative to maximum drawdown

0.49

2.04

-1.56

Martin ratioReturn relative to average drawdown

1.51

7.10

-5.59

C001.DE vs. S6X0.DE - Sharpe Ratio Comparison

The current C001.DE Sharpe Ratio is 0.37, which is lower than the S6X0.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of C001.DE and S6X0.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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Drawdowns

C001.DE vs. S6X0.DE - Drawdown Comparison

The maximum C001.DE drawdown since its inception was -43.59%, which is greater than S6X0.DE's maximum drawdown of -38.54%. Use the drawdown chart below to compare losses from any high point for C001.DE and S6X0.DE.


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Drawdown Indicators


C001.DES6X0.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.59%

-38.54%

-5.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-10.88%

-1.45%

Max Drawdown (3Y)

Largest decline over 3 years

-15.88%

-16.56%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-26.64%

-23.41%

-3.23%

Max Drawdown (10Y)

Largest decline over 10 years

-38.62%

-38.54%

-0.08%

Current Drawdown

Current decline from peak

-1.97%

-0.84%

-1.13%

Average Drawdown

Average peak-to-trough decline

-8.54%

-7.69%

-0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

3.14%

+0.83%

Volatility

C001.DE vs. S6X0.DE - Volatility Comparison

Amundi DAX UCITS ETF Dist (C001.DE) and Invesco EURO STOXX 50 UCITS ETF Dist (S6X0.DE) have volatilities of 3.49% and 3.56%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


C001.DES6X0.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.49%

3.56%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

13.14%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

15.98%

15.94%

+0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.08%

17.53%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

18.00%

+0.04%

C001.DE vs. S6X0.DE - Expense Ratio Comparison

C001.DE has a 0.08% expense ratio, which is higher than S6X0.DE's 0.05% 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. S6X0.DE - Dividend Comparison

C001.DE's dividend yield for the trailing twelve months is around 1.99%, less than S6X0.DE's 2.76% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
S6X0.DE
Invesco EURO STOXX 50 UCITS ETF Dist
2.76%2.99%3.38%3.17%3.10%2.47%2.53%3.49%3.69%2.99%3.17%3.05%

Frequently Asked Questions


With a correlation of 0.90, C001.DE and S6X0.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, S6X0.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

S6X0.DE is cheaper with a 0.05% expense ratio, compared with 0.08% for C001.DE.

C001.DE tracks DAX®, while S6X0.DE tracks EURO STOXX 50. They also come from different issuers: Amundi and Invesco. Their fees differ too: 0.08% for C001.DE and 0.05% for S6X0.DE.

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