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IS20.DE vs. 6TVM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IS20.DE vs. 6TVM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.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, IS20.DE achieves a 9.38% return, which is significantly lower than 6TVM.DE's 11.44% return.


IS20.DE

1D
-0.38%
1M
3.94%
YTD
9.38%
6M
8.09%
1Y
29.64%
3Y*
5Y*
10Y*

6TVM.DE

1D
-0.15%
1M
4.39%
YTD
11.44%
6M
10.76%
1Y
25.53%
3Y*
18.94%
5Y*
14.84%
10Y*
-9.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IS20.DE vs. 6TVM.DE - Yearly Performance Comparison


2026 (YTD)20252024
IS20.DE
iShares S&P 500 Top 20 UCITS ETF USD Acc
9.38%6.77%6.20%
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
11.44%4.72%1.76%

Correlation

The correlation between IS20.DE and 6TVM.DE is 0.90, 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

0.90

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2024

0.90

The correlation between IS20.DE and 6TVM.DE has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.

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Return for Risk

IS20.DE vs. 6TVM.DE — Risk / Return Rank

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

IS20.DE
IS20.DE Risk / Return Rank: 5555
Overall Rank
IS20.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
IS20.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
IS20.DE Omega Ratio Rank: 5959
Omega Ratio Rank
IS20.DE Calmar Ratio Rank: 4848
Calmar Ratio Rank
IS20.DE Martin Ratio Rank: 4545
Martin Ratio Rank

6TVM.DE
6TVM.DE Risk / Return Rank: 6969
Overall Rank
6TVM.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
6TVM.DE Sortino Ratio Rank: 6666
Sortino Ratio Rank
6TVM.DE Omega Ratio Rank: 7070
Omega Ratio Rank
6TVM.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
6TVM.DE Martin Ratio Rank: 6969
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.

IS20.DE vs. 6TVM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) and Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.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.


IS20.DE6TVM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.35

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

2.35

3.59

-1.23

Martin ratioReturn relative to average drawdown

7.30

12.74

-5.43

IS20.DE vs. 6TVM.DE - Sharpe Ratio Comparison

The current IS20.DE Sharpe Ratio is 2.02, which is comparable to the 6TVM.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of IS20.DE and 6TVM.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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Sharpe Ratios by Period


IS20.DE6TVM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

2.20

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.77

-0.06

+0.82

Drawdowns

IS20.DE vs. 6TVM.DE - Drawdown Comparison

The maximum IS20.DE drawdown since its inception was -26.30%, smaller than the maximum 6TVM.DE drawdown of -92.05%. Use the drawdown chart below to compare losses from any high point for IS20.DE and 6TVM.DE.


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Drawdown Indicators


IS20.DE6TVM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.30%

-92.05%

+65.75%

Max Drawdown (1Y)

Largest decline over 1 year

-12.73%

-7.10%

-5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-23.38%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

Max Drawdown (10Y)

Largest decline over 10 years

-92.05%

Current Drawdown

Current decline from peak

-1.60%

-79.81%

+78.21%

Average Drawdown

Average peak-to-trough decline

-6.16%

-34.18%

+28.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

2.00%

+2.11%

Volatility

IS20.DE vs. 6TVM.DE - Volatility Comparison

iShares S&P 500 Top 20 UCITS ETF USD Acc (IS20.DE) has a higher volatility of 3.65% compared to Amundi Core S&P 500 Swap UCITS ETF USD Dist (6TVM.DE) at 2.61%. This indicates that IS20.DE's price experiences larger fluctuations and is considered to be riskier than 6TVM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IS20.DE6TVM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.65%

2.61%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

7.56%

+2.47%

Volatility (1Y)

Calculated over the trailing 1-year period

14.81%

11.60%

+3.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.57%

15.22%

+4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

33.08%

-13.51%

IS20.DE vs. 6TVM.DE - Expense Ratio Comparison

IS20.DE has a 0.10% expense ratio, which is higher than 6TVM.DE's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IS20.DE vs. 6TVM.DE - Dividend Comparison

IS20.DE has not paid dividends to shareholders, while 6TVM.DE's dividend yield for the trailing twelve months is around 0.77%.


PositionTTM202520242023202220212020
6TVM.DE
Amundi Core S&P 500 Swap UCITS ETF USD Dist
0.77%0.86%1.21%0.95%2.04%0.93%0.51%
IS20.DE
iShares S&P 500 Top 20 UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, IS20.DE and 6TVM.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, 6TVM.DE is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

6TVM.DE is cheaper with a 0.05% expense ratio, compared with 0.10% for IS20.DE.

IS20.DE tracks S&P 500 Top 20 Index, while 6TVM.DE tracks S&P 500 Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for IS20.DE and 0.05% for 6TVM.DE.

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