EXSE.DE vs. AMED.DE
EXSE.DE (iShares STOXX Europe Small 200 UCITS ETF (DE)) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - EXSE.DE tracks the STOXX® Europe Small 200 while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, EXSE.DE returned 7.21%/yr vs 9.75%/yr for AMED.DE. Their correlation of 0.84 suggests significant overlap in exposure. EXSE.DE charges 0.20%/yr vs 0.25%/yr for AMED.DE.
Performance
EXSE.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EXSE.DE achieves a 7.33% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, EXSE.DE has underperformed AMED.DE with an annualized return of 7.21%, while AMED.DE has yielded a comparatively higher 9.75% annualized return.
EXSE.DE
- 1D
- 0.55%
- 1M
- 1.10%
- YTD
- 7.33%
- 6M
- 10.98%
- 1Y
- 15.08%
- 3Y*
- 11.63%
- 5Y*
- 3.52%
- 10Y*
- 7.21%
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%
EXSE.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 7.33% | 18.59% | 3.15% | 12.44% | -23.69% | 22.14% | 4.50% | 30.93% | -13.60% | 17.93% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between EXSE.DE and AMED.DE is 0.82, 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 | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.84 |
The correlation between EXSE.DE and AMED.DE has been stable across timeframes, ranging from 0.82 to 0.87 - a consistent structural relationship.
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Return for Risk
EXSE.DE vs. AMED.DE — Risk / Return Rank
EXSE.DE
AMED.DE
EXSE.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.
| EXSE.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.49 | 2.49 | -1.01 |
| Martin ratioReturn relative to average drawdown | 5.48 | 9.40 | -3.93 |
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
| EXSE.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.74 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.65 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.57 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.47 | -0.08 |
Drawdowns
EXSE.DE vs. AMED.DE - Drawdown Comparison
The maximum EXSE.DE drawdown since its inception was -62.51%, 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 EXSE.DE and AMED.DE.
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Drawdown Indicators
| EXSE.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -38.35% | -24.16% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -10.56% | +0.20% |
Max Drawdown (3Y)Largest decline over 3 years | -15.61% | -14.07% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -35.13% | -24.06% | -11.07% |
Max Drawdown (10Y)Largest decline over 10 years | -38.03% | -38.35% | +0.32% |
Current DrawdownCurrent decline from peak | -1.14% | -0.17% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -12.96% | -6.69% | -6.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.81% | +0.01% |
Volatility
EXSE.DE vs. AMED.DE - Volatility Comparison
The current volatility for iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) is 3.72%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that EXSE.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
| EXSE.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 5.61% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 12.64% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.33% | 15.19% | -1.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 15.87% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 17.00% | +0.34% |
EXSE.DE vs. AMED.DE - Expense Ratio Comparison
EXSE.DE has a 0.20% 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
EXSE.DE vs. AMED.DE - Dividend Comparison
EXSE.DE's dividend yield for the trailing twelve months is around 2.67%, while AMED.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EXSE.DE iShares STOXX Europe Small 200 UCITS ETF (DE) | 2.67% | 2.91% | 2.58% | 2.29% | 2.59% | 1.43% | 1.25% | 2.13% | 2.59% | 3.45% | 2.83% | 2.87% |
Frequently Asked Questions
EXSE.DE and AMED.DE have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EXSE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXSE.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for AMED.DE.
EXSE.DE tracks STOXX® Europe Small 200, 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: 0.20% for EXSE.DE and 0.25% for AMED.DE.
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