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

Performance

EXSD.DE vs. AMED.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.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, EXSD.DE achieves a 12.15% return, which is significantly lower than AMED.DE's 21.48% return.


EXSD.DE

1D
0.64%
1M
4.72%
6M
11.00%
YTD
12.15%
1Y
19.01%
3Y*
14.97%
5Y*
6.68%
10Y*
9.23%

AMED.DE

1D
0.67%
1M
4.47%
6M
20.74%
YTD
21.48%
1Y
32.17%
3Y*
16.74%
5Y*
11.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EXSD.DE
iShares STOXX Europe Mid 200 UCITS ETF (DE)
12.15%20.71%5.80%15.08%-18.91%18.43%0.93%29.02%-11.97%0.90%
AMED.DE
Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)
21.48%20.15%5.95%16.68%-10.71%20.90%-1.35%27.22%-12.98%-1.09%

Correlation

The correlation between EXSD.DE and AMED.DE is 0.72, 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

0.72

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

0.82

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

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2017

0.88

The correlation between EXSD.DE and AMED.DE shifts across timeframes, from 0.72 (1 year) to 0.88 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

EXSD.DE
EXSD.DE Risk / Return Rank: 5151
Overall Rank
EXSD.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
EXSD.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EXSD.DE Omega Ratio Rank: 5151
Omega Ratio Rank
EXSD.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
EXSD.DE Martin Ratio Rank: 5353
Martin Ratio Rank

AMED.DE
AMED.DE Risk / Return Rank: 7979
Overall Rank
AMED.DE Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
AMED.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
AMED.DE Omega Ratio Rank: 8181
Omega Ratio Rank
AMED.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
AMED.DE Martin Ratio Rank: 7777
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.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.

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.


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

-0.64

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.27

1.39

-0.13

Calmar ratioReturn relative to maximum drawdown

2.15

3.03

-0.88

Martin ratioReturn relative to average drawdown

7.63

11.69

-4.05

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

The current EXSD.DE Sharpe Ratio is 1.47, which is lower than the AMED.DE Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of EXSD.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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Drawdowns

EXSD.DE vs. AMED.DE - Drawdown Comparison

The maximum EXSD.DE drawdown since its inception was -61.46%, 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 EXSD.DE and AMED.DE.


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Drawdown Indicators


EXSD.DEAMED.DEDifference

Max Drawdown

Largest peak-to-trough decline

-61.46%

-38.35%

-23.11%

Max Drawdown (1Y)

Largest decline over 1 year

-8.81%

-10.56%

+1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-14.39%

-14.07%

-0.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.21%

-24.06%

-6.15%

Max Drawdown (10Y)

Largest decline over 10 years

-39.16%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.65%

-5.59%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

2.75%

-0.26%

Volatility

EXSD.DE vs. AMED.DE - Volatility Comparison

iShares STOXX Europe Mid 200 UCITS ETF (DE) (EXSD.DE) has a higher volatility of 3.57% compared to Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) at 3.37%. This indicates that EXSD.DE's price experiences larger fluctuations and is considered to be riskier 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


EXSD.DEAMED.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

3.37%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

10.49%

12.92%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.90%

15.17%

-2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.70%

15.88%

-0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

17.35%

-0.65%

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

EXSD.DE has a 0.21% 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

EXSD.DE vs. AMED.DE - Dividend Comparison

EXSD.DE's dividend yield for the trailing twelve months is around 2.71%, while AMED.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%
EXSD.DE
iShares STOXX Europe Mid 200 UCITS ETF (DE)
2.71%3.08%3.23%2.71%3.06%2.12%1.54%2.85%3.02%3.28%3.16%2.64%

Frequently Asked Questions


EXSD.DE and AMED.DE have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSD.DE is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSD.DE is cheaper with a 0.21% expense ratio, compared with 0.25% for AMED.DE.

EXSD.DE tracks STOXX Europe Mid 200 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: 0.21% for EXSD.DE and 0.25% for AMED.DE.

Portfolio Optimizer

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