FEUR.DE vs. AMED.DE
FEUR.DE (Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - FEUR.DE tracks the MSCI Europe NR EUR while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, FEUR.DE returned 8.30%/yr vs 10.41%/yr for AMED.DE. Their correlation of 0.92 suggests significant overlap in exposure. FEUR.DE charges 0.30%/yr vs 0.25%/yr for AMED.DE.
Performance
FEUR.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, FEUR.DE achieves a 6.02% return, which is significantly lower than AMED.DE's 16.87% return.
FEUR.DE
- 1D
- 0.83%
- 1M
- 3.37%
- YTD
- 6.02%
- 6M
- 8.42%
- 1Y
- 12.02%
- 3Y*
- 11.32%
- 5Y*
- 8.30%
- 10Y*
- —
AMED.DE
- 1D
- 0.51%
- 1M
- 7.96%
- YTD
- 16.87%
- 6M
- 18.54%
- 1Y
- 26.45%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
FEUR.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FEUR.DE Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc | 6.02% | 17.35% | 7.16% | 13.97% | -10.43% | 25.84% | 9.40% |
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% | 11.48% |
Correlation
The correlation between FEUR.DE and AMED.DE is 0.89, 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 | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2020 | 0.92 |
The correlation between FEUR.DE and AMED.DE has been stable across timeframes, ranging from 0.89 to 0.92 - a consistent structural relationship.
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Return for Risk
FEUR.DE vs. AMED.DE — Risk / Return Rank
FEUR.DE
AMED.DE
FEUR.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.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.
| FEUR.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.33 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 2.49 | -1.29 |
| Martin ratioReturn relative to average drawdown | 4.33 | 9.40 | -5.08 |
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
| FEUR.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | 1.74 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.65 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.47 | +0.27 |
Drawdowns
FEUR.DE vs. AMED.DE - Drawdown Comparison
The maximum FEUR.DE drawdown since its inception was -20.36%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for FEUR.DE and AMED.DE.
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Drawdown Indicators
| FEUR.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.36% | -38.35% | +17.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.91% | -10.56% | +0.65% |
Max Drawdown (3Y)Largest decline over 3 years | -16.21% | -14.07% | -2.14% |
Max Drawdown (5Y)Largest decline over 5 years | -20.36% | -24.06% | +3.70% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.35% | — |
Current DrawdownCurrent decline from peak | -1.59% | -0.17% | -1.42% |
Average DrawdownAverage peak-to-trough decline | -3.58% | -6.69% | +3.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.81% | -0.04% |
Volatility
FEUR.DE vs. AMED.DE - Volatility Comparison
The current volatility for Fidelity Sustainable Research Enhanced Europe Equity UCITS ETF Acc (FEUR.DE) is 4.22%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that FEUR.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
| FEUR.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.22% | 5.61% | -1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.30% | 12.64% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.45% | 15.19% | -1.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.61% | 15.87% | -1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.81% | 17.00% | -2.19% |
FEUR.DE vs. AMED.DE - Expense Ratio Comparison
FEUR.DE has a 0.30% expense ratio, which is higher than AMED.DE's 0.25% expense ratio.
Dividends
FEUR.DE vs. AMED.DE - Dividend Comparison
Neither FEUR.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
FEUR.DE and AMED.DE have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for FEUR.DE.
FEUR.DE tracks MSCI Europe NR EUR, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Fidelity and Amundi. Their fees differ too: 0.30% for FEUR.DE and 0.25% for AMED.DE.
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