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F50A.DE vs. ISPA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

F50A.DE vs. ISPA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE). The values are adjusted to include any dividend payments, if applicable.

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F50A.DE vs. ISPA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
-1.38%8.58%25.85%19.91%-13.26%32.19%3.20%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
8.40%19.72%12.97%4.80%0.43%22.39%-9.72%

Returns By Period

In the year-to-date period, F50A.DE achieves a -1.38% return, which is significantly lower than ISPA.DE's 8.40% return.


F50A.DE

1D
2.07%
1M
-3.15%
YTD
-1.38%
6M
2.06%
1Y
12.61%
3Y*
15.19%
5Y*
10.89%
10Y*

ISPA.DE

1D
1.43%
1M
-0.65%
YTD
8.40%
6M
14.85%
1Y
24.98%
3Y*
15.95%
5Y*
10.64%
10Y*
8.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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F50A.DE vs. ISPA.DE - Expense Ratio Comparison

F50A.DE has a 0.05% expense ratio, which is lower than ISPA.DE's 0.46% expense ratio.


Return for Risk

F50A.DE vs. ISPA.DE — Risk / Return Rank

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

F50A.DE
F50A.DE Risk / Return Rank: 4444
Overall Rank
F50A.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
F50A.DE Sortino Ratio Rank: 3636
Sortino Ratio Rank
F50A.DE Omega Ratio Rank: 3939
Omega Ratio Rank
F50A.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
F50A.DE Martin Ratio Rank: 5656
Martin Ratio Rank

ISPA.DE
ISPA.DE Risk / Return Rank: 8989
Overall Rank
ISPA.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISPA.DE Sortino Ratio Rank: 8686
Sortino Ratio Rank
ISPA.DE Omega Ratio Rank: 9393
Omega Ratio Rank
ISPA.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
ISPA.DE Martin Ratio Rank: 9595
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.

F50A.DE vs. ISPA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Prime Global UCITS ETF Accumulating (F50A.DE) and iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.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.


F50A.DEISPA.DEDifference

Sharpe ratio

Return per unit of total volatility

0.79

1.96

-1.17

Sortino ratio

Return per unit of downside risk

1.14

2.41

-1.27

Omega ratio

Gain probability vs. loss probability

1.17

1.43

-0.25

Calmar ratio

Return relative to maximum drawdown

1.48

2.53

-1.05

Martin ratio

Return relative to average drawdown

6.39

15.57

-9.18

F50A.DE vs. ISPA.DE - Sharpe Ratio Comparison

The current F50A.DE Sharpe Ratio is 0.79, which is lower than the ISPA.DE Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of F50A.DE and ISPA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


F50A.DEISPA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

1.96

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.88

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.66

-0.02

Correlation

The correlation between F50A.DE and ISPA.DE is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

F50A.DE vs. ISPA.DE - Dividend Comparison

F50A.DE has not paid dividends to shareholders, while ISPA.DE's dividend yield for the trailing twelve months is around 3.88%.


TTM20252024202320222021202020192018201720162015
F50A.DE
Amundi Prime Global UCITS ETF Accumulating
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
3.88%4.52%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%

Drawdowns

F50A.DE vs. ISPA.DE - Drawdown Comparison

The maximum F50A.DE drawdown since its inception was -33.56%, smaller than the maximum ISPA.DE drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for F50A.DE and ISPA.DE.


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Drawdown Indicators


F50A.DEISPA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.56%

-38.91%

+5.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-13.49%

+0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-21.49%

-15.10%

-6.39%

Max Drawdown (10Y)

Largest decline over 10 years

-38.91%

Current Drawdown

Current decline from peak

-3.98%

-0.65%

-3.33%

Average Drawdown

Average peak-to-trough decline

-5.24%

-4.50%

-0.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

1.64%

+0.35%

Volatility

F50A.DE vs. ISPA.DE - Volatility Comparison

Amundi Prime Global UCITS ETF Accumulating (F50A.DE) has a higher volatility of 4.55% compared to iShares STOXX Global Select Dividend 100 UCITS ETF (DE) (ISPA.DE) at 3.33%. This indicates that F50A.DE's price experiences larger fluctuations and is considered to be riskier than ISPA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


F50A.DEISPA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

3.33%

+1.22%

Volatility (6M)

Calculated over the trailing 6-month period

8.57%

6.49%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

15.86%

12.69%

+3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

12.01%

+3.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.67%

14.86%

+2.81%