F50A.DE vs. SXR0.DE
F50A.DE (Amundi Prime Global UCITS ETF Accumulating) and SXR0.DE (iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)) are both Global Equities funds - F50A.DE tracks the Solactive GBS Developed Markets Large & Mid Cap Index while SXR0.DE tracks the MSCI World Minimum Volatility Index (EUR Hedged). Both are passively managed. Over the past year, F50A.DE returned 25.97% vs 4.40% for SXR0.DE. At a 0.29 correlation, their price movements are largely independent. F50A.DE charges 0.05%/yr vs 0.35%/yr for SXR0.DE.
Performance
F50A.DE vs. SXR0.DE - Performance Comparison
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Returns By Period
In the year-to-date period, F50A.DE achieves a 13.03% return, which is significantly higher than SXR0.DE's 1.91% return.
F50A.DE
- 1D
- 0.00%
- 1M
- 1.74%
- 6M
- 10.05%
- YTD
- 13.03%
- 1Y
- 25.97%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SXR0.DE
- 1D
- 0.47%
- 1M
- 1.18%
- 6M
- 1.66%
- YTD
- 1.91%
- 1Y
- 4.40%
- 3Y*
- 8.36%
- 5Y*
- 4.47%
- 10Y*
- —
F50A.DE vs. SXR0.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
F50A.DE Amundi Prime Global UCITS ETF Accumulating | 13.03% | 8.58% | -1.22% |
SXR0.DE iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | 1.91% | 7.02% | -3.09% |
Correlation
The correlation between F50A.DE and SXR0.DE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2024 | 0.29 |
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Return for Risk
F50A.DE vs. SXR0.DE — Risk / Return Rank
F50A.DE
SXR0.DE
F50A.DE vs. SXR0.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 Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.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.
| F50A.DE | SXR0.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.10 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | 0.83 | +0.75 |
| Martin ratioReturn relative to average drawdown | 2.81 | 1.78 | +1.03 |
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Drawdowns
F50A.DE vs. SXR0.DE - Drawdown Comparison
The maximum F50A.DE drawdown since its inception was -21.49%, smaller than the maximum SXR0.DE drawdown of -27.73%. Use the drawdown chart below to compare losses from any high point for F50A.DE and SXR0.DE.
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Drawdown Indicators
| F50A.DE | SXR0.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.49% | -27.73% | +6.24% |
Max Drawdown (1Y)Largest decline over 1 year | -16.39% | -5.26% | -11.13% |
Max Drawdown (3Y)Largest decline over 3 years | — | -9.18% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.61% | — |
Current DrawdownCurrent decline from peak | -1.47% | -2.17% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -7.32% | -3.95% | -3.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.24% | 2.46% | +6.78% |
Volatility
F50A.DE vs. SXR0.DE - Volatility Comparison
The current volatility for Amundi Prime Global UCITS ETF Accumulating (F50A.DE) is 2.50%, while iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) (SXR0.DE) has a volatility of 2.70%. This indicates that F50A.DE experiences smaller price fluctuations and is considered to be less risky than SXR0.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.DE | SXR0.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 2.70% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 5.92% | +2.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.39% | 8.19% | +16.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.33% | 10.15% | +12.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.33% | 11.60% | +10.73% |
F50A.DE vs. SXR0.DE - Expense Ratio Comparison
F50A.DE has a 0.05% expense ratio, which is lower than SXR0.DE's 0.35% expense ratio.
Dividends
F50A.DE vs. SXR0.DE - Dividend Comparison
Neither F50A.DE nor SXR0.DE has paid dividends to shareholders.
Frequently Asked Questions
F50A.DE and SXR0.DE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, F50A.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.
F50A.DE is cheaper with a 0.05% expense ratio, compared with 0.35% for SXR0.DE.
F50A.DE tracks Solactive GBS Developed Markets Large & Mid Cap Index, while SXR0.DE tracks MSCI World Minimum Volatility Index (EUR Hedged). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.05% for F50A.DE and 0.35% for SXR0.DE.
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