C50U.L vs. IMAE.AS
Compare and contrast key facts about Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) and iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS).
C50U.L and IMAE.AS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. C50U.L is a passively managed fund by Amundi that tracks the performance of the MSCI EMU NR EUR. It was launched on Feb 14, 2018. IMAE.AS is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Sep 25, 2009. Both C50U.L and IMAE.AS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: C50U.L or IMAE.AS.
Key characteristics
| C50U.L | IMAE.AS | |
|---|---|---|
| YTD Return | 2.54% | 7.62% |
| 1Y Return | 10.49% | 13.88% |
| 3Y Return (Ann) | 2.98% | 4.33% |
| Sharpe Ratio | 0.63 | 1.27 |
| Sortino Ratio | 0.97 | 1.76 |
| Omega Ratio | 1.11 | 1.22 |
| Calmar Ratio | 0.87 | 1.80 |
| Martin Ratio | 2.88 | 7.26 |
| Ulcer Index | 3.45% | 1.79% |
| Daily Std Dev | 15.97% | 10.25% |
| Max Drawdown | -34.81% | -35.60% |
| Current Drawdown | -11.40% | -4.85% |
Correlation
The correlation between C50U.L and IMAE.AS is 0.92, 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.
Performance
C50U.L vs. IMAE.AS - Performance Comparison
In the year-to-date period, C50U.L achieves a 2.54% return, which is significantly lower than IMAE.AS's 7.62% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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C50U.L vs. IMAE.AS - Expense Ratio Comparison
C50U.L has a 0.15% expense ratio, which is lower than IMAE.AS's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
C50U.L vs. IMAE.AS - Risk-Adjusted Performance 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 Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS). 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.
Dividends
C50U.L vs. IMAE.AS - Dividend Comparison
Neither C50U.L nor IMAE.AS has paid dividends to shareholders.
Drawdowns
C50U.L vs. IMAE.AS - Drawdown Comparison
The maximum C50U.L drawdown since its inception was -34.81%, roughly equal to the maximum IMAE.AS drawdown of -35.60%. Use the drawdown chart below to compare losses from any high point for C50U.L and IMAE.AS. For additional features, visit the drawdowns tool.
Volatility
C50U.L vs. IMAE.AS - Volatility Comparison
Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a higher volatility of 5.54% compared to iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) at 4.49%. This indicates that C50U.L's price experiences larger fluctuations and is considered to be riskier than IMAE.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.