EXW1.DE vs. V50A.DE
EXW1.DE (iShares EURO STOXX 50 UCITS ETF (DE)) and V50A.DE (Amundi EURO STOXX 50 UCITS ETF EUR (C)) are both Europe Equities funds tracking the EURO STOXX® 50, from iShares and Amundi respectively. Both are passively managed. Over the past 10 years, EXW1.DE returned 10.49%/yr vs 10.46%/yr for V50A.DE. With a 0.97 correlation, they move nearly in lockstep. EXW1.DE charges 0.10%/yr vs 0.15%/yr for V50A.DE.
Performance
EXW1.DE vs. V50A.DE - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both stocks are quite close, with EXW1.DE having a 7.31% return and V50A.DE slightly lower at 7.23%. Both investments have delivered pretty close results over the past 10 years, with EXW1.DE having a 10.49% annualized return and V50A.DE not far behind at 10.46%.
EXW1.DE
- 1D
- 0.74%
- 1M
- 4.59%
- YTD
- 7.31%
- 6M
- 8.68%
- 1Y
- 15.82%
- 3Y*
- 15.60%
- 5Y*
- 11.50%
- 10Y*
- 10.49%
V50A.DE
- 1D
- 0.74%
- 1M
- 4.66%
- YTD
- 7.23%
- 6M
- 8.65%
- 1Y
- 15.93%
- 3Y*
- 15.63%
- 5Y*
- 11.52%
- 10Y*
- 10.46%
EXW1.DE vs. V50A.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 7.31% | 22.07% | 11.03% | 22.41% | -8.72% | 23.47% | -3.08% | 30.12% | -12.05% | 10.04% |
V50A.DE Amundi EURO STOXX 50 UCITS ETF EUR (C) | 7.23% | 22.17% | 11.16% | 22.51% | -8.94% | 23.51% | -2.91% | 30.09% | -12.12% | 9.96% |
Correlation
The correlation between EXW1.DE and V50A.DE is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 1.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 1.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 1.00 |
Correlation (10Y) Calculated over the trailing 10-year period | 1.00 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.97 |
The correlation between EXW1.DE and V50A.DE has been stable across timeframes, ranging from 0.97 to 1.00 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EXW1.DE vs. V50A.DE — Risk / Return Rank
EXW1.DE
V50A.DE
EXW1.DE vs. V50A.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.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.
| EXW1.DE | V50A.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.19 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.45 | +0.01 |
| Martin ratioReturn relative to average drawdown | 4.97 | 4.92 | +0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EXW1.DE | V50A.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 0.99 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.65 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.57 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.43 | -0.22 |
Drawdowns
EXW1.DE vs. V50A.DE - Drawdown Comparison
The maximum EXW1.DE drawdown since its inception was -57.82%, which is greater than V50A.DE's maximum drawdown of -38.57%. Use the drawdown chart below to compare losses from any high point for EXW1.DE and V50A.DE.
Loading charts...
Drawdown Indicators
| EXW1.DE | V50A.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.82% | -38.57% | -19.25% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -10.92% | +0.16% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -16.54% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -23.31% | -0.01% |
Max Drawdown (10Y)Largest decline over 10 years | -38.49% | -38.57% | +0.08% |
Current DrawdownCurrent decline from peak | -0.54% | -0.50% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -15.74% | -7.22% | -8.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.18% | 3.23% | -0.05% |
Volatility
EXW1.DE vs. V50A.DE - Volatility Comparison
iShares EURO STOXX 50 UCITS ETF (DE) (EXW1.DE) and Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) have volatilities of 4.90% and 4.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EXW1.DE | V50A.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.90% | 4.92% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 12.97% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.68% | 15.95% | -0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.35% | 17.50% | -0.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 18.24% | -0.04% |
EXW1.DE vs. V50A.DE - Expense Ratio Comparison
EXW1.DE has a 0.10% expense ratio, which is lower than V50A.DE's 0.15% 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
EXW1.DE vs. V50A.DE - Dividend Comparison
EXW1.DE's dividend yield for the trailing twelve months is around 2.30%, while V50A.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EXW1.DE iShares EURO STOXX 50 UCITS ETF (DE) | 2.30% | 2.42% | 2.85% | 2.83% | 2.73% | 2.50% | 1.97% | 2.82% | 3.18% | 3.92% | 3.29% | 3.48% |
V50A.DE Amundi EURO STOXX 50 UCITS ETF 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% |
Frequently Asked Questions
With a correlation of 1.00, EXW1.DE and V50A.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, EXW1.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EXW1.DE is cheaper with a 0.10% expense ratio, compared with 0.15% for V50A.DE.
Both ETFs track EURO STOXX® 50. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for EXW1.DE and 0.15% for V50A.DE.
Find the right allocation for EXW1.DE and V50A.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer