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EXW3.DE vs. V50D.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXW3.DE vs. V50D.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) and Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.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, EXW3.DE achieves a 13.53% return, which is significantly higher than V50D.DE's 9.77% return. Over the past 10 years, EXW3.DE has underperformed V50D.DE with an annualized return of 9.73%, while V50D.DE has yielded a comparatively higher 10.56% annualized return.


EXW3.DE

1D
-0.53%
1M
-0.34%
6M
7.74%
YTD
13.53%
1Y
24.57%
3Y*
14.51%
5Y*
12.14%
10Y*
9.73%

V50D.DE

1D
-0.83%
1M
-0.94%
6M
5.51%
YTD
9.77%
1Y
19.07%
3Y*
15.80%
5Y*
12.33%
10Y*
10.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXW3.DE vs. V50D.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
13.53%18.18%7.34%14.18%-1.79%26.04%-6.57%28.26%-10.63%9.15%
V50D.DE
Amundi EURO STOXX 50 UCITS ETF - EUR Dist
9.77%22.19%11.12%22.60%-8.93%23.50%-2.88%30.02%-12.24%10.03%

Correlation

The correlation between EXW3.DE and V50D.DE is 0.91, 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

0.91

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

0.90

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

0.91

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2010

0.92

The correlation between EXW3.DE and V50D.DE has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

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Return for Risk

EXW3.DE vs. V50D.DE — Risk / Return Rank

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

EXW3.DE
EXW3.DE Risk / Return Rank: 7171
Overall Rank
EXW3.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
EXW3.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
EXW3.DE Omega Ratio Rank: 6969
Omega Ratio Rank
EXW3.DE Calmar Ratio Rank: 6868
Calmar Ratio Rank
EXW3.DE Martin Ratio Rank: 7070
Martin Ratio Rank

V50D.DE
V50D.DE Risk / Return Rank: 4545
Overall Rank
V50D.DE Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
V50D.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
V50D.DE Omega Ratio Rank: 4444
Omega Ratio Rank
V50D.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
V50D.DE Martin Ratio Rank: 4848
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.

EXW3.DE vs. V50D.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) and Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.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.


EXW3.DEV50D.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.31

1.22

+0.09

Calmar ratioReturn relative to maximum drawdown

2.57

1.74

+0.83

Martin ratioReturn relative to average drawdown

9.49

6.08

+3.41

EXW3.DE vs. V50D.DE - Sharpe Ratio Comparison

The current EXW3.DE Sharpe Ratio is 1.73, which is higher than the V50D.DE Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of EXW3.DE and V50D.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

EXW3.DE vs. V50D.DE - Drawdown Comparison

The maximum EXW3.DE drawdown since its inception was -57.13%, which is greater than V50D.DE's maximum drawdown of -38.46%. Use the drawdown chart below to compare losses from any high point for EXW3.DE and V50D.DE.


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Drawdown Indicators


EXW3.DEV50D.DEDifference

Max Drawdown

Largest peak-to-trough decline

-57.13%

-38.46%

-18.67%

Max Drawdown (1Y)

Largest decline over 1 year

-9.51%

-10.89%

+1.38%

Max Drawdown (3Y)

Largest decline over 3 years

-17.29%

-16.55%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-17.29%

-23.30%

+6.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.27%

-38.46%

+6.19%

Current Drawdown

Current decline from peak

-2.81%

-2.76%

-0.05%

Average Drawdown

Average peak-to-trough decline

-12.66%

-8.72%

-3.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

3.13%

-0.55%

Volatility

EXW3.DE vs. V50D.DE - Volatility Comparison

The current volatility for iShares STOXX Europe 50 UCITS ETF (DE) (EXW3.DE) is 3.68%, while Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.DE) has a volatility of 4.00%. This indicates that EXW3.DE experiences smaller price fluctuations and is considered to be less risky than V50D.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXW3.DEV50D.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.68%

4.00%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

13.28%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

14.20%

15.97%

-1.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.13%

17.50%

-3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.06%

17.91%

-2.85%

EXW3.DE vs. V50D.DE - Expense Ratio Comparison

EXW3.DE has a 0.52% expense ratio, which is higher than V50D.DE's 0.07% expense ratio.


Dividends

EXW3.DE vs. V50D.DE - Dividend Comparison

EXW3.DE's dividend yield for the trailing twelve months is around 2.28%, which matches V50D.DE's 2.30% yield.


PositionTTM20252024202320222021202020192018201720162015
EXW3.DE
iShares STOXX Europe 50 UCITS ETF (DE)
2.28%2.22%2.44%2.10%2.52%2.04%2.16%2.79%2.83%5.17%4.31%3.43%
V50D.DE
Amundi EURO STOXX 50 UCITS ETF - EUR Dist
2.30%2.53%2.83%2.81%2.93%1.83%2.06%2.85%3.75%3.09%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, EXW3.DE and V50D.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, V50D.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V50D.DE is cheaper with a 0.07% expense ratio, compared with 0.52% for EXW3.DE.

EXW3.DE tracks STOXX® Europe 50, while V50D.DE tracks EURO STOXX® 50. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.52% for EXW3.DE and 0.07% for V50D.DE.

Portfolio Optimizer

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