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E903.DE vs. AMED.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

E903.DE vs. AMED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi DivDAX II UCITS ETF Dist (E903.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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, E903.DE achieves a 1.54% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, E903.DE has underperformed AMED.DE with an annualized return of 7.64%, while AMED.DE has yielded a comparatively higher 9.75% annualized return.


E903.DE

1D
-0.69%
1M
-2.94%
YTD
1.54%
6M
3.05%
1Y
8.07%
3Y*
9.49%
5Y*
5.65%
10Y*
7.64%

AMED.DE

1D
0.51%
1M
5.71%
YTD
16.87%
6M
18.51%
1Y
26.18%
3Y*
16.11%
5Y*
10.41%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

E903.DE vs. AMED.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
E903.DE
Amundi DivDAX II UCITS ETF Dist
1.54%21.96%4.36%17.02%-10.82%13.58%1.62%23.29%-16.27%13.76%
AMED.DE
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)
16.87%20.15%5.95%16.68%-10.71%20.90%-1.35%27.22%-12.98%11.86%

Correlation

The correlation between E903.DE and AMED.DE is 0.65, 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

0.65

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

0.75

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

0.81

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

0.86

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2015

0.87

Over the past year, the correlation between E903.DE and AMED.DE has dropped to 0.65 - well below their long-term average of 0.87, suggesting their price drivers have been diverging.

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Return for Risk

E903.DE vs. AMED.DE — Risk / Return Rank

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

E903.DE
E903.DE Risk / Return Rank: 1919
Overall Rank
E903.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
E903.DE Sortino Ratio Rank: 1919
Sortino Ratio Rank
E903.DE Omega Ratio Rank: 1818
Omega Ratio Rank
E903.DE Calmar Ratio Rank: 2020
Calmar Ratio Rank
E903.DE Martin Ratio Rank: 2020
Martin Ratio Rank

AMED.DE
AMED.DE Risk / Return Rank: 5353
Overall Rank
AMED.DE Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
AMED.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMED.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMED.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
AMED.DE Martin Ratio Rank: 5555
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.

E903.DE vs. AMED.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi DivDAX II UCITS ETF Dist (E903.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.


E903.DEAMED.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.11

1.33

-0.22

Calmar ratioReturn relative to maximum drawdown

0.84

2.49

-1.66

Martin ratioReturn relative to average drawdown

2.33

9.40

-7.07

E903.DE vs. AMED.DE - Sharpe Ratio Comparison

The current E903.DE Sharpe Ratio is 0.58, which is lower than the AMED.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of E903.DE and AMED.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


E903.DEAMED.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.74

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.65

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.57

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.47

-0.13

Drawdowns

E903.DE vs. AMED.DE - Drawdown Comparison

The maximum E903.DE drawdown since its inception was -41.56%, which is greater than AMED.DE's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for E903.DE and AMED.DE.


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Drawdown Indicators


E903.DEAMED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-41.56%

-38.35%

-3.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-10.56%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-15.78%

-14.07%

-1.71%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-24.06%

-1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-41.56%

-38.35%

-3.21%

Current Drawdown

Current decline from peak

-5.02%

-0.17%

-4.85%

Average Drawdown

Average peak-to-trough decline

-6.52%

-6.69%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

2.81%

+0.74%

Volatility

E903.DE vs. AMED.DE - Volatility Comparison

The current volatility for Amundi DivDAX II UCITS ETF Dist (E903.DE) is 3.68%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that E903.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


E903.DEAMED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

5.61%

-1.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

12.64%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

15.19%

-0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.11%

15.87%

+1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

17.00%

+1.68%

E903.DE vs. AMED.DE - Expense Ratio Comparison

Both E903.DE and AMED.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

E903.DE vs. AMED.DE - Dividend Comparison

E903.DE's dividend yield for the trailing twelve months is around 3.61%, while AMED.DE has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
AMED.DE
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
E903.DE
Amundi DivDAX II UCITS ETF Dist
3.61%3.66%4.20%5.26%3.88%2.62%3.28%3.24%3.74%2.45%2.97%

Frequently Asked Questions


E903.DE and AMED.DE have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

E903.DE and AMED.DE have the same expense ratio: 0.25% per year.

E903.DE tracks DivDAX®, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped.

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