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C50U.L vs. EDM6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

C50U.L vs. EDM6.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 iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

C50U.L is traded in USD, while EDM6.DE is traded in EUR. To make them comparable, the EDM6.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with C50U.L having a 6.12% return and EDM6.DE slightly higher at 6.27%.


C50U.L

1D
0.62%
1M
3.85%
YTD
6.12%
6M
8.26%
1Y
17.64%
3Y*
18.70%
5Y*
10.48%
10Y*

EDM6.DE

1D
0.66%
1M
0.07%
YTD
6.27%
6M
9.84%
1Y
17.40%
3Y*
15.96%
5Y*
7.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

C50U.L vs. EDM6.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
6.12%37.30%4.69%26.93%-13.63%15.13%
EDM6.DE
iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc
6.27%32.58%2.19%19.34%-17.17%16.31%

Correlation

The correlation between C50U.L and EDM6.DE is 0.86, 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

0.86

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

0.87

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

0.90

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2021

0.89

The correlation between C50U.L and EDM6.DE has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

C50U.L vs. EDM6.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: 2929
Overall Rank
C50U.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
C50U.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
C50U.L Omega Ratio Rank: 2828
Omega Ratio Rank
C50U.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
C50U.L Martin Ratio Rank: 3131
Martin Ratio Rank

EDM6.DE
EDM6.DE Risk / Return Rank: 3535
Overall Rank
EDM6.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EDM6.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
EDM6.DE Omega Ratio Rank: 3535
Omega Ratio Rank
EDM6.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
EDM6.DE Martin Ratio Rank: 3737
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. EDM6.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 iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.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.LEDM6.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.19

1.22

-0.03

Calmar ratioReturn relative to maximum drawdown

1.34

1.49

-0.14

Martin ratioReturn relative to average drawdown

4.57

5.23

-0.66

C50U.L vs. EDM6.DE - Sharpe Ratio Comparison

The current C50U.L Sharpe Ratio is 0.99, which is comparable to the EDM6.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of C50U.L and EDM6.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


C50U.LEDM6.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.19

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.43

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.51

+0.12

Drawdowns

C50U.L vs. EDM6.DE - Drawdown Comparison

The maximum C50U.L drawdown since its inception was -34.81%, roughly equal to the maximum EDM6.DE drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for C50U.L and EDM6.DE.


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Drawdown Indicators


C50U.LEDM6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.81%

-35.04%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.07%

-12.05%

-1.02%

Max Drawdown (3Y)

Largest decline over 3 years

-15.61%

-14.56%

-1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-34.81%

-32.83%

-1.98%

Current Drawdown

Current decline from peak

-1.18%

-1.91%

+0.73%

Average Drawdown

Average peak-to-trough decline

-6.56%

-6.57%

+0.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.85%

3.43%

+0.42%

Volatility

C50U.L vs. EDM6.DE - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a higher volatility of 5.92% compared to iShares MSCI Europe ESG Enhanced UCITS ETF EUR Acc (EDM6.DE) at 4.97%. This indicates that C50U.L's price experiences larger fluctuations and is considered to be riskier than EDM6.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.LEDM6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.92%

4.97%

+0.95%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

12.46%

+2.23%

Volatility (1Y)

Calculated over the trailing 1-year period

17.86%

15.13%

+2.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.94%

17.73%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

18.99%

+1.63%

C50U.L vs. EDM6.DE - Expense Ratio Comparison

C50U.L has a 0.15% expense ratio, which is higher than EDM6.DE's 0.12% 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

C50U.L vs. EDM6.DE - Dividend Comparison

Neither C50U.L nor EDM6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


C50U.L and EDM6.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EDM6.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EDM6.DE is cheaper with a 0.12% expense ratio, compared with 0.15% for C50U.L.

C50U.L tracks MSCI EMU NR EUR, while EDM6.DE tracks MSCI Europe ESG Enhanced Focus. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for C50U.L and 0.12% for EDM6.DE.

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