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C50U.L vs. AE50.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

C50U.L vs. AE50.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE). The values are adjusted to include any dividend payments, if applicable.

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C50U.L vs. AE50.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
-3.05%37.30%4.69%26.93%-13.63%15.13%
AE50.DE
Amundi ETF STOXX Europe 50 UCITS ETF EUR
-0.10%33.31%1.48%18.53%-7.04%17.34%
Different Trading Currencies

C50U.L is traded in USD, while AE50.DE is traded in EUR. To make them comparable, the AE50.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, C50U.L achieves a -3.05% return, which is significantly lower than AE50.DE's -0.10% return.


C50U.L

1D
-1.15%
1M
-1.67%
YTD
-3.05%
6M
0.08%
1Y
17.61%
3Y*
15.23%
5Y*
10.30%
10Y*

AE50.DE

1D
-0.58%
1M
-1.74%
YTD
-0.10%
6M
4.43%
1Y
19.16%
3Y*
13.13%
5Y*
10.81%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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C50U.L vs. AE50.DE - Expense Ratio Comparison

Both C50U.L and AE50.DE have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

C50U.L vs. AE50.DE — Risk / Return Rank

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

C50U.L
C50U.L Risk / Return Rank: 4646
Overall Rank
C50U.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
C50U.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
C50U.L Omega Ratio Rank: 4343
Omega Ratio Rank
C50U.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
C50U.L Martin Ratio Rank: 4848
Martin Ratio Rank

AE50.DE
AE50.DE Risk / Return Rank: 4343
Overall Rank
AE50.DE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
AE50.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
AE50.DE Omega Ratio Rank: 3838
Omega Ratio Rank
AE50.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
AE50.DE Martin Ratio Rank: 5353
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.

C50U.L vs. AE50.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.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.


C50U.LAE50.DEDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.10

-0.19

Sortino ratio

Return per unit of downside risk

1.32

1.53

-0.21

Omega ratio

Gain probability vs. loss probability

1.18

1.22

-0.04

Calmar ratio

Return relative to maximum drawdown

1.50

1.79

-0.29

Martin ratio

Return relative to average drawdown

5.61

6.79

-1.18

C50U.L vs. AE50.DE - Sharpe Ratio Comparison

The current C50U.L Sharpe Ratio is 0.91, which is comparable to the AE50.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of C50U.L and AE50.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.


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Sharpe Ratios by Period


C50U.LAE50.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.10

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.64

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.34

+0.22

Correlation

The correlation between C50U.L and AE50.DE is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

C50U.L vs. AE50.DE - Dividend Comparison

Neither C50U.L nor AE50.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

C50U.L vs. AE50.DE - Drawdown Comparison

The maximum C50U.L drawdown since its inception was -34.81%, which is greater than AE50.DE's maximum drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for C50U.L and AE50.DE.


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Drawdown Indicators


C50U.LAE50.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.81%

-32.20%

-2.61%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-10.61%

-2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-17.29%

-17.52%

Max Drawdown (10Y)

Largest decline over 10 years

-32.20%

Current Drawdown

Current decline from peak

-9.73%

-5.76%

-3.97%

Average Drawdown

Average peak-to-trough decline

-6.65%

-5.74%

-0.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

2.48%

+1.03%

Volatility

C50U.L vs. AE50.DE - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a higher volatility of 7.35% compared to Amundi ETF STOXX Europe 50 UCITS ETF EUR (AE50.DE) at 5.93%. This indicates that C50U.L's price experiences larger fluctuations and is considered to be riskier than AE50.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


C50U.LAE50.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.35%

5.93%

+1.42%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

10.58%

+2.15%

Volatility (1Y)

Calculated over the trailing 1-year period

19.21%

17.37%

+1.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.70%

16.65%

+4.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.54%

16.99%

+3.55%