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ELCR.DE vs. UEEH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ELCR.DE vs. UEEH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Smart Mobility UCITS ETF (Acc) (ELCR.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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, ELCR.DE achieves a 15.74% return, which is significantly higher than UEEH.DE's 4.56% return.


ELCR.DE

1D
0.82%
1M
-3.45%
6M
15.07%
YTD
15.74%
1Y
38.26%
3Y*
12.52%
5Y*
7.10%
10Y*

UEEH.DE

1D
0.00%
1M
2.86%
6M
5.51%
YTD
4.56%
1Y
5.38%
3Y*
7.50%
5Y*
5.97%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ELCR.DE vs. UEEH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
ELCR.DE
Amundi MSCI Smart Mobility UCITS ETF (Acc)
15.74%15.42%20.30%11.10%-32.41%42.04%42.82%
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
4.56%-1.30%17.87%3.61%-4.41%24.47%0.95%

Correlation

The correlation between ELCR.DE and UEEH.DE is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.19

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

0.30

Correlation (All Time)
Calculated using the full available price history since Aug 21, 2020

0.30

Over the past year, the correlation between ELCR.DE and UEEH.DE has dropped to 0.06 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

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Return for Risk

ELCR.DE vs. UEEH.DE — Risk / Return Rank

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

ELCR.DE
ELCR.DE Risk / Return Rank: 6262
Overall Rank
ELCR.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ELCR.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
ELCR.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ELCR.DE Calmar Ratio Rank: 7979
Calmar Ratio Rank
ELCR.DE Martin Ratio Rank: 5858
Martin Ratio Rank

UEEH.DE
UEEH.DE Risk / Return Rank: 2121
Overall Rank
UEEH.DE Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
UEEH.DE Sortino Ratio Rank: 2020
Sortino Ratio Rank
UEEH.DE Omega Ratio Rank: 1919
Omega Ratio Rank
UEEH.DE Calmar Ratio Rank: 2424
Calmar Ratio Rank
UEEH.DE Martin Ratio Rank: 2323
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.

ELCR.DE vs. UEEH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Smart Mobility UCITS ETF (Acc) (ELCR.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ELCR.DEUEEH.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.02

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.28

1.12

+0.17

Calmar ratioReturn relative to maximum drawdown

3.34

1.01

+2.33

Martin ratioReturn relative to average drawdown

8.37

2.54

+5.83

ELCR.DE vs. UEEH.DE - Sharpe Ratio Comparison

The current ELCR.DE Sharpe Ratio is 1.69, which is higher than the UEEH.DE Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of ELCR.DE and UEEH.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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Drawdowns

ELCR.DE vs. UEEH.DE - Drawdown Comparison

The maximum ELCR.DE drawdown since its inception was -39.74%, which is greater than UEEH.DE's maximum drawdown of -12.87%. Use the drawdown chart below to compare losses from any high point for ELCR.DE and UEEH.DE.


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Drawdown Indicators


ELCR.DEUEEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.74%

-12.87%

-26.87%

Max Drawdown (1Y)

Largest decline over 1 year

-11.42%

-5.33%

-6.09%

Max Drawdown (3Y)

Largest decline over 3 years

-29.51%

-12.87%

-16.64%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

-12.87%

-26.87%

Current Drawdown

Current decline from peak

-4.74%

-3.86%

-0.88%

Average Drawdown

Average peak-to-trough decline

-17.22%

-4.38%

-12.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.56%

2.11%

+2.45%

Volatility

ELCR.DE vs. UEEH.DE - Volatility Comparison

Amundi MSCI Smart Mobility UCITS ETF (Acc) (ELCR.DE) has a higher volatility of 9.99% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) at 2.13%. This indicates that ELCR.DE's price experiences larger fluctuations and is considered to be riskier than UEEH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ELCR.DEUEEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.99%

2.13%

+7.86%

Volatility (6M)

Calculated over the trailing 6-month period

17.36%

5.72%

+11.64%

Volatility (1Y)

Calculated over the trailing 1-year period

22.57%

8.05%

+14.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.19%

10.30%

+14.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.55%

10.21%

+15.34%

ELCR.DE vs. UEEH.DE - Expense Ratio Comparison

ELCR.DE has a 0.45% expense ratio, which is higher than UEEH.DE's 0.30% expense ratio.


Dividends

ELCR.DE vs. UEEH.DE - Dividend Comparison

ELCR.DE has not paid dividends to shareholders, while UEEH.DE's dividend yield for the trailing twelve months is around 1.65%.


PositionTTM20252024202320222021
ELCR.DE
Amundi MSCI Smart Mobility UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.65%1.72%1.70%1.89%1.73%1.62%

Frequently Asked Questions


ELCR.DE and UEEH.DE have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UEEH.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UEEH.DE is cheaper with a 0.30% expense ratio, compared with 0.45% for ELCR.DE.

ELCR.DE tracks MSCI ACWI IMI Future Mobility ESG Filtered Index, while UEEH.DE tracks MSCI World Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.45% for ELCR.DE and 0.30% for UEEH.DE.

Portfolio Optimizer

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