ES50.DE vs. AMED.DE
ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - ES50.DE tracks the EURO STOXX 50 ESG Index while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past year, ES50.DE returned 18.74% vs 26.18% for AMED.DE. Their correlation of 0.93 suggests significant overlap in exposure. ES50.DE charges 0.10%/yr vs 0.25%/yr for AMED.DE.
Performance
ES50.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ES50.DE achieves a 8.46% return, which is significantly lower than AMED.DE's 16.87% return.
ES50.DE
- 1D
- 0.43%
- 1M
- 2.34%
- YTD
- 8.46%
- 6M
- 9.98%
- 1Y
- 18.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
ES50.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 8.46% | 25.72% | 13.20% | 6.66% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 2.94% |
Correlation
The correlation between ES50.DE and AMED.DE is 0.93, 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 | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023 | 0.93 |
The correlation between ES50.DE and AMED.DE has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.
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Return for Risk
ES50.DE vs. AMED.DE — Risk / Return Rank
ES50.DE
AMED.DE
ES50.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.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.
| ES50.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 2.49 | -0.88 |
| Martin ratioReturn relative to average drawdown | 5.62 | 9.40 | -3.78 |
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
| ES50.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.74 | -0.62 |
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 | 1.20 | 0.47 | +0.74 |
Drawdowns
ES50.DE vs. AMED.DE - Drawdown Comparison
The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for ES50.DE and AMED.DE.
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Drawdown Indicators
| ES50.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.53% | -38.35% | +22.82% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -10.56% | -1.14% |
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 | -0.44% | -0.17% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -6.69% | +4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 2.81% | +0.57% |
Volatility
ES50.DE vs. AMED.DE - Volatility Comparison
The current volatility for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) is 5.08%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that ES50.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
| ES50.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.08% | 5.61% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 13.75% | 12.64% | +1.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.97% | 15.19% | +1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 15.87% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.76% | 17.00% | -1.24% |
ES50.DE vs. AMED.DE - Expense Ratio Comparison
ES50.DE has a 0.10% 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
ES50.DE vs. AMED.DE - Dividend Comparison
Neither ES50.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, ES50.DE and AMED.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, ES50.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES50.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for AMED.DE.
ES50.DE tracks EURO STOXX 50 ESG Index, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for ES50.DE and 0.25% for AMED.DE.
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