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S6EW.L vs. CEUR.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

S6EW.L vs. CEUR.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) and Amundi MSCI Europe (CEUR.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

S6EW.L is traded in EUR, while CEUR.L is traded in GBp. To make them comparable, the CEUR.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, S6EW.L achieves a 8.61% return, which is significantly lower than CEUR.L's 11.17% return. Over the past 10 years, S6EW.L has outperformed CEUR.L with an annualized return of 8.04%, while CEUR.L has yielded a comparatively lower 7.33% annualized return.


S6EW.L

1D
0.43%
1M
1.28%
6M
6.28%
YTD
8.61%
1Y
15.60%
3Y*
12.05%
5Y*
5.57%
10Y*
8.04%

CEUR.L

1D
0.03%
1M
1.42%
6M
7.86%
YTD
11.17%
1Y
21.55%
3Y*
14.73%
5Y*
9.91%
10Y*
7.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

S6EW.L vs. CEUR.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
S6EW.L
Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR)
8.61%17.10%4.54%14.86%-18.32%21.45%1.62%27.65%-11.86%14.90%
CEUR.L
Amundi MSCI Europe
11.17%17.97%9.96%15.33%-10.81%24.63%-3.27%27.20%-20.55%6.07%

Correlation

The correlation between S6EW.L and CEUR.L is 0.91, 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

0.91

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

0.91

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

0.91

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

0.85

Correlation (All Time)
Calculated using the full available price history since Aug 31, 2011

0.84

The correlation between S6EW.L and CEUR.L has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

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Return for Risk

S6EW.L vs. CEUR.L — Risk / Return Rank

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

S6EW.L
S6EW.L Risk / Return Rank: 4040
Overall Rank
S6EW.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
S6EW.L Sortino Ratio Rank: 4040
Sortino Ratio Rank
S6EW.L Omega Ratio Rank: 4141
Omega Ratio Rank
S6EW.L Calmar Ratio Rank: 3535
Calmar Ratio Rank
S6EW.L Martin Ratio Rank: 4343
Martin Ratio Rank

CEUR.L
CEUR.L Risk / Return Rank: 4949
Overall Rank
CEUR.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CEUR.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
CEUR.L Omega Ratio Rank: 5555
Omega Ratio Rank
CEUR.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
CEUR.L Martin Ratio Rank: 4444
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.

S6EW.L vs. CEUR.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) and Amundi MSCI Europe (CEUR.L). 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.


S6EW.LCEUR.LDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.61

Omega ratioGain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratioReturn relative to maximum drawdown

1.50

2.13

-0.64

Martin ratioReturn relative to average drawdown

5.60

7.92

-2.32

S6EW.L vs. CEUR.L - Sharpe Ratio Comparison

The current S6EW.L Sharpe Ratio is 1.22, which is comparable to the CEUR.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of S6EW.L and CEUR.L, 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

S6EW.L vs. CEUR.L - Drawdown Comparison

The maximum S6EW.L drawdown since its inception was -37.58%, smaller than the maximum CEUR.L drawdown of -50.52%. Use the drawdown chart below to compare losses from any high point for S6EW.L and CEUR.L.


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Drawdown Indicators


S6EW.LCEUR.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.58%

-50.52%

+12.94%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-10.05%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-15.06%

-15.75%

+0.69%

Max Drawdown (5Y)

Largest decline over 5 years

-29.60%

-21.40%

-8.20%

Max Drawdown (10Y)

Largest decline over 10 years

-37.58%

-37.15%

-0.43%

Current Drawdown

Current decline from peak

-0.63%

-1.51%

+0.88%

Average Drawdown

Average peak-to-trough decline

-6.14%

-13.62%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.78%

2.72%

+0.06%

Volatility

S6EW.L vs. CEUR.L - Volatility Comparison

Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) and Amundi MSCI Europe (CEUR.L) have volatilities of 3.31% and 3.24%, 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


S6EW.LCEUR.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

3.24%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

10.74%

10.89%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.70%

13.03%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.60%

14.35%

+1.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.95%

16.34%

-0.39%

S6EW.L vs. CEUR.L - Expense Ratio Comparison

S6EW.L has a 0.35% expense ratio, which is higher than CEUR.L's 0.05% expense ratio.


Dividends

S6EW.L vs. CEUR.L - Dividend Comparison

Neither S6EW.L nor CEUR.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, S6EW.L and CEUR.L 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, CEUR.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEUR.L is cheaper with a 0.05% expense ratio, compared with 0.35% for S6EW.L.

S6EW.L tracks Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR), while CEUR.L tracks MSCI Europe NR EUR. They also come from different issuers: Ossiam and Amundi. Their fees differ too: 0.35% for S6EW.L and 0.05% for CEUR.L.

Portfolio Optimizer

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