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ED3F.DE vs. AMES.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ED3F.DE vs. AMES.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.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, ED3F.DE achieves a 0.44% return, which is significantly lower than AMES.DE's 6.45% return.


ED3F.DE

1D
-1.78%
1M
-6.98%
YTD
0.44%
6M
6.18%
1Y
-1.88%
3Y*
5Y*
10Y*

AMES.DE

1D
-0.49%
1M
5.09%
YTD
6.45%
6M
11.26%
1Y
33.03%
3Y*
29.52%
5Y*
19.09%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ED3F.DE vs. AMES.DE - Yearly Performance Comparison


Correlation

The correlation between ED3F.DE and AMES.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (All Time)
Calculated using the full available price history since May 23, 2025

0.23

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Return for Risk

ED3F.DE vs. AMES.DE — Risk / Return Rank

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

ED3F.DE
ED3F.DE Risk / Return Rank: 88
Overall Rank
ED3F.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
ED3F.DE Sortino Ratio Rank: 99
Sortino Ratio Rank
ED3F.DE Omega Ratio Rank: 99
Omega Ratio Rank
ED3F.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
ED3F.DE Martin Ratio Rank: 88
Martin Ratio Rank

AMES.DE
AMES.DE Risk / Return Rank: 6262
Overall Rank
AMES.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AMES.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
AMES.DE Omega Ratio Rank: 5959
Omega Ratio Rank
AMES.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
AMES.DE Martin Ratio Rank: 6464
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.

ED3F.DE vs. AMES.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.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.


ED3F.DEAMES.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.06

Sortino ratioReturn per unit of downside risk

-2.63

Omega ratioGain probability vs. loss probability

1.01

1.36

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.08

3.30

-3.38

Martin ratioReturn relative to average drawdown

-0.18

11.47

-11.65

ED3F.DE vs. AMES.DE - Sharpe Ratio Comparison

The current ED3F.DE Sharpe Ratio is -0.06, which is lower than the AMES.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of ED3F.DE and AMES.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


ED3F.DEAMES.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

2.00

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.48

-0.31

Drawdowns

ED3F.DE vs. AMES.DE - Drawdown Comparison

The maximum ED3F.DE drawdown since its inception was -23.91%, smaller than the maximum AMES.DE drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for ED3F.DE and AMES.DE.


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Drawdown Indicators


ED3F.DEAMES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-23.91%

-40.98%

+17.07%

Max Drawdown (1Y)

Largest decline over 1 year

-23.91%

-9.95%

-13.96%

Max Drawdown (3Y)

Largest decline over 3 years

-12.58%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

Current Drawdown

Current decline from peak

-20.47%

-1.03%

-19.44%

Average Drawdown

Average peak-to-trough decline

-8.33%

-9.76%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.36%

2.87%

+7.49%

Volatility

ED3F.DE vs. AMES.DE - Volatility Comparison

Global X Europe Focused Defence Tech UCITS ETF EUR Accumulating (ED3F.DE) has a higher volatility of 10.61% compared to Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) at 5.13%. This indicates that ED3F.DE's price experiences larger fluctuations and is considered to be riskier than AMES.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ED3F.DEAMES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.61%

5.13%

+5.48%

Volatility (6M)

Calculated over the trailing 6-month period

22.81%

13.64%

+9.17%

Volatility (1Y)

Calculated over the trailing 1-year period

30.68%

16.45%

+14.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.47%

18.01%

+12.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.47%

20.83%

+9.64%

ED3F.DE vs. AMES.DE - Expense Ratio Comparison

ED3F.DE has a 0.40% expense ratio, which is higher than AMES.DE's 0.25% expense ratio.


Dividends

ED3F.DE vs. AMES.DE - Dividend Comparison

Neither ED3F.DE nor AMES.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ED3F.DE and AMES.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMES.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMES.DE is cheaper with a 0.25% expense ratio, compared with 0.40% for ED3F.DE.

ED3F.DE is categorized as Aerospace & Defense, while AMES.DE is Europe Equities. ED3F.DE tracks Mirae Asset Europe Defence Tech Index, while AMES.DE tracks MSCI Spain. They also come from different issuers: Global X and Amundi. Their fees differ too: 0.40% for ED3F.DE and 0.25% for AMES.DE.

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