EABE.DE vs. AMED.DE
EABE.DE (Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds from Amundi - EABE.DE tracks the MSCI Europe NR EUR while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past year, EABE.DE returned 11.97% vs 26.45% for AMED.DE. Their correlation of 0.89 suggests significant overlap in exposure. EABE.DE charges 0.18%/yr vs 0.25%/yr for AMED.DE.
Performance
EABE.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EABE.DE achieves a 6.30% return, which is significantly lower than AMED.DE's 16.87% return.
EABE.DE
- 1D
- 0.58%
- 1M
- 3.02%
- YTD
- 6.30%
- 6M
- 8.68%
- 1Y
- 11.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
EABE.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EABE.DE Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc | 6.30% | 14.64% | 6.05% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.82% |
Correlation
The correlation between EABE.DE and AMED.DE is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Feb 12, 2024 | 0.89 |
The correlation between EABE.DE and AMED.DE has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.
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Return for Risk
EABE.DE vs. AMED.DE — Risk / Return Rank
EABE.DE
AMED.DE
EABE.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.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.
| EABE.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.86 | ||
| Sortino ratioReturn per unit of downside risk | -1.26 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.14 | 2.49 | -1.35 |
| Martin ratioReturn relative to average drawdown | 3.88 | 9.40 | -5.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EABE.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.74 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.65 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.84 | 0.47 | +0.37 |
Drawdowns
EABE.DE vs. AMED.DE - Drawdown Comparison
The maximum EABE.DE drawdown since its inception was -15.99%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for EABE.DE and AMED.DE.
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Drawdown Indicators
| EABE.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.99% | -38.35% | +22.36% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -10.56% | +0.11% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.07% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.06% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.35% | — |
Current DrawdownCurrent decline from peak | -1.64% | -0.17% | -1.47% |
Average DrawdownAverage peak-to-trough decline | -2.28% | -6.69% | +4.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 2.81% | +0.23% |
Volatility
EABE.DE vs. AMED.DE - Volatility Comparison
The current volatility for Lyxor Net Zero 2050 S&P Europe Climate PAB (DR) UCITS ETF - Acc (EABE.DE) is 4.52%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that EABE.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
| EABE.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 5.61% | -1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 11.18% | 12.64% | -1.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.64% | 15.19% | -1.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 15.87% | -1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 17.00% | -3.09% |
EABE.DE vs. AMED.DE - Expense Ratio Comparison
EABE.DE has a 0.18% expense ratio, which is lower than AMED.DE's 0.25% 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%.
Dividends
EABE.DE vs. AMED.DE - Dividend Comparison
Neither EABE.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
EABE.DE and AMED.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EABE.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EABE.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for AMED.DE.
EABE.DE tracks MSCI Europe NR EUR, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. Their fees differ too: 0.18% for EABE.DE and 0.25% for AMED.DE.
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