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IAEX.L vs. AMD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IAEX.L vs. AMD

Last updated Jun 16, 2026

IAEX.L (iShares AEX UCITS ETF EUR (Dist)) is Europe Equities fund tracking the Euronext AEX All Share TR EUR, while AMD (Advanced Micro Devices, Inc.) is a stock. Over the past 10 years, IAEX.L returned 13.40%/yr vs 60.22%/yr for AMD. At a 0.29 correlation, their price movements are largely independent.

Performance

IAEX.L vs. AMD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares AEX UCITS ETF EUR (Dist) (IAEX.L) and Advanced Micro Devices, Inc. (AMD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IAEX.L is traded in GBp, while AMD is traded in USD. To make them comparable, the AMD values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IAEX.L achieves a 13.70% return, which is significantly lower than AMD's 156.67% return. Over the past 10 years, IAEX.L has underperformed AMD with an annualized return of 13.40%, while AMD has yielded a comparatively higher 60.22% annualized return.

IAEX.L

1D
-0.37%
1M
5.77%
YTD
13.70%
6M
13.17%
1Y
21.05%
3Y*
14.59%
5Y*
10.42%
10Y*
13.40%

AMD

1D
6.90%
1M
28.16%
YTD
156.67%
6M
162.90%
1Y
376.67%
3Y*
63.34%
5Y*
48.09%
10Y*
60.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAEX.L vs. AMD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IAEX.L
iShares AEX UCITS ETF EUR (Dist)		13.70%16.14%8.60%14.11%-6.28%21.00%10.97%21.66%-7.74%20.82%
AMD
Advanced Micro Devices, Inc.		156.67%64.67%-16.63%116.21%-49.64%58.39%94.10%138.98%90.22%-17.19%

Correlation

The correlation between IAEX.L and AMD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

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

0.32

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

0.34

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

0.29

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.29

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iShares AEX UCITS ETF EUR (Dist)

Advanced Micro Devices, Inc.

Often compared with IAEX.L:
IAEX.L vs. CSPX.LIAEX.L vs. CNDX.LIAEX.L vs. ^GSPCIAEX.L vs. VOOIAEX.L vs. IUSA.LIAEX.L vs. VGTIAEX.L vs. VUSA.L
Often compared with AMD:
AMD vs. NVDAAMD vs. INTCAMD vs. MUAMD vs. TSMAMD vs. PLTRAMD vs. MRVLAMD vs. SPY

Return for Risk

IAEX.L vs. AMD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IAEX.L
IAEX.L Risk / Return Rank: 5252
Overall Rank
IAEX.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
IAEX.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
IAEX.L Omega Ratio Rank: 4949
Omega Ratio Rank
IAEX.L Calmar Ratio Rank: 5959
Calmar Ratio Rank
IAEX.L Martin Ratio Rank: 5050
Martin Ratio Rank
AMD
AMD Risk / Return Rank: 9898
Overall Rank
AMD Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMD Sortino Ratio Rank: 9898
Sortino Ratio Rank
AMD Omega Ratio Rank: 9797
Omega Ratio Rank
AMD Calmar Ratio Rank: 9999
Calmar Ratio Rank
AMD Martin Ratio Rank: 9898
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.

IAEX.L vs. AMD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares AEX UCITS ETF EUR (Dist) (IAEX.L) and Advanced Micro Devices, Inc. (AMD). 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.

IAEX.LAMDDifference
Sharpe ratioReturn per unit of total volatility
1.64
5.76

-4.12

Sortino ratioReturn per unit of downside risk
2.31
4.88

-2.57

Omega ratioGain probability vs. loss probability

1.30

1.66

-0.36

Calmar ratioReturn relative to maximum drawdown

2.78

13.10

-10.32

Martin ratioReturn relative to average drawdown

8.06

26.86

-18.81

IAEX.L vs. AMD - Sharpe Ratio Comparison

The current IAEX.L Sharpe Ratio is 1.64, which is lower than the AMD Sharpe Ratio of 5.76. The chart below compares the historical Sharpe Ratios of IAEX.L and AMD, 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

IAEX.L vs. AMD - Drawdown Comparison

The maximum IAEX.L drawdown since its inception was -63.74%, smaller than the maximum AMD drawdown of -86.54%. Use the drawdown chart below to compare losses from any high point for IAEX.L and AMD.

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Drawdown Indicators

IAEX.LAMDDifference

Max Drawdown

Largest peak-to-trough decline

-63.74%

-86.54%

+22.80%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-28.98%

+21.44%

Max Drawdown (3Y)

Largest decline over 3 years

-12.80%

-62.99%

+50.19%

Max Drawdown (5Y)

Largest decline over 5 years

-21.96%

-62.99%

+41.03%

Max Drawdown (10Y)

Largest decline over 10 years

-28.85%

-62.99%

+34.14%

Current Drawdown

Current decline from peak

-0.37%

0.00%

-0.37%

Average Drawdown

Average peak-to-trough decline

-16.63%

-39.93%

+23.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

14.10%

-11.50%

Volatility

IAEX.L vs. AMD - Volatility Comparison

The current volatility for iShares AEX UCITS ETF EUR (Dist) (IAEX.L) is 3.00%, while Advanced Micro Devices, Inc. (AMD) has a volatility of 22.89%. This indicates that IAEX.L experiences smaller price fluctuations and is considered to be less risky than AMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IAEX.LAMDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

22.89%

-19.89%

Volatility (6M)

Calculated over the trailing 6-month period

10.37%

48.95%

-38.58%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

66.03%

-53.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

54.40%

-39.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.16%

56.48%

-40.32%

Dividends

IAEX.L vs. AMD - Dividend Comparison

IAEX.L's dividend yield for the trailing twelve months is around 0.96%, while AMD has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
AMD
Advanced Micro Devices, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAEX.L
iShares AEX UCITS ETF EUR (Dist)		0.96%2.03%2.16%2.09%2.20%1.57%1.41%2.89%3.11%2.70%2.73%2.85%

Frequently Asked Questions

IAEX.L and AMD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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