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PUST.PA vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PUST.PA vs. SXRV.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with PUST.PA having a 20.88% return and SXRV.DE slightly lower at 20.57%. Both investments have delivered pretty close results over the past 10 years, with PUST.PA having a 21.21% annualized return and SXRV.DE not far ahead at 21.24%.


PUST.PA

1D
-0.83%
1M
9.29%
YTD
20.88%
6M
19.27%
1Y
37.45%
3Y*
24.32%
5Y*
18.55%
10Y*
21.21%

SXRV.DE

1D
-0.83%
1M
9.26%
YTD
20.57%
6M
19.43%
1Y
37.81%
3Y*
24.53%
5Y*
18.67%
10Y*
21.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PUST.PA vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PUST.PA
Amundi PEA Nasdaq-100 UCITS ETF Acc
20.88%5.71%35.33%50.06%-29.76%38.74%36.04%40.41%4.65%16.05%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
20.57%6.98%33.55%51.19%-30.05%39.34%34.48%42.90%3.03%15.81%

Correlation

The correlation between PUST.PA and SXRV.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

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

0.98

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2014

0.98

The correlation between PUST.PA and SXRV.DE has been stable across timeframes, ranging from 0.98 to 0.99 - a consistent structural relationship.

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Return for Risk

PUST.PA vs. SXRV.DE — Risk / Return Rank

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

PUST.PA
PUST.PA Risk / Return Rank: 7070
Overall Rank
PUST.PA Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
PUST.PA Sortino Ratio Rank: 7171
Sortino Ratio Rank
PUST.PA Omega Ratio Rank: 7171
Omega Ratio Rank
PUST.PA Calmar Ratio Rank: 7474
Calmar Ratio Rank
PUST.PA Martin Ratio Rank: 6161
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 7171
Overall Rank
SXRV.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 7171
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 6363
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.

PUST.PA vs. SXRV.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.


PUST.PASXRV.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.42

1.42

0.00

Calmar ratioReturn relative to maximum drawdown

3.66

3.75

-0.09

Martin ratioReturn relative to average drawdown

10.77

11.16

-0.39

PUST.PA vs. SXRV.DE - Sharpe Ratio Comparison

The current PUST.PA Sharpe Ratio is 2.37, which is comparable to the SXRV.DE Sharpe Ratio of 2.40. The chart below compares the historical Sharpe Ratios of PUST.PA and SXRV.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


PUST.PASXRV.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.40

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.93

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.06

1.07

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.91

+0.14

Drawdowns

PUST.PA vs. SXRV.DE - Drawdown Comparison

The maximum PUST.PA drawdown since its inception was -31.40%, roughly equal to the maximum SXRV.DE drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for PUST.PA and SXRV.DE.


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Drawdown Indicators


PUST.PASXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.40%

-32.80%

+1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.09%

-10.03%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-26.80%

-26.69%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

-31.33%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-31.40%

-31.33%

-0.07%

Current Drawdown

Current decline from peak

-0.83%

-0.83%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.88%

-6.56%

+0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

3.38%

+0.07%

Volatility

PUST.PA vs. SXRV.DE - Volatility Comparison

Amundi PEA Nasdaq-100 UCITS ETF Acc (PUST.PA) and iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) have volatilities of 4.31% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PUST.PASXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

4.26%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.86%

10.98%

-0.12%

Volatility (1Y)

Calculated over the trailing 1-year period

15.59%

15.67%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.81%

19.84%

-0.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

19.65%

+0.09%

PUST.PA vs. SXRV.DE - Expense Ratio Comparison

PUST.PA has a 0.30% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


Dividends

PUST.PA vs. SXRV.DE - Dividend Comparison

Neither PUST.PA nor SXRV.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, PUST.PA and SXRV.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, PUST.PA is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PUST.PA is cheaper with a 0.30% expense ratio, compared with 0.36% for SXRV.DE.

Both ETFs track NASDAQ-100 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for PUST.PA and 0.36% for SXRV.DE.

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