SLMA.DE vs. AMED.DE
SLMA.DE (iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - SLMA.DE tracks the MSCI EMU ESG Screened while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, SLMA.DE returned 10.24%/yr vs 10.41%/yr for AMED.DE. With a 0.98 correlation, they move nearly in lockstep. SLMA.DE charges 0.12%/yr vs 0.25%/yr for AMED.DE.
Performance
SLMA.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SLMA.DE achieves a 8.54% return, which is significantly lower than AMED.DE's 16.87% return.
SLMA.DE
- 1D
- 0.46%
- 1M
- 2.64%
- YTD
- 8.54%
- 6M
- 10.39%
- 1Y
- 16.70%
- 3Y*
- 15.58%
- 5Y*
- 10.24%
- 10Y*
- —
AMED.DE
- 1D
- 0.51%
- 1M
- 5.71%
- YTD
- 16.87%
- 6M
- 18.51%
- 1Y
- 26.18%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
SLMA.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
SLMA.DE iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | 8.54% | 22.99% | 9.30% | 19.71% | -12.70% | 22.35% | 0.12% | 26.88% | -4.71% |
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% | -1.35% | 27.22% | -4.72% |
Correlation
The correlation between SLMA.DE and AMED.DE is 0.95 - 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 | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Oct 25, 2018 | 0.98 |
The correlation between SLMA.DE and AMED.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.
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Return for Risk
SLMA.DE vs. AMED.DE — Risk / Return Rank
SLMA.DE
AMED.DE
SLMA.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.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.
| SLMA.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.49 | -0.86 |
| Martin ratioReturn relative to average drawdown | 5.91 | 9.40 | -3.50 |
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
| SLMA.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.16 | 1.74 | -0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.65 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.57 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.47 | +0.16 |
Drawdowns
SLMA.DE vs. AMED.DE - Drawdown Comparison
The maximum SLMA.DE drawdown since its inception was -37.39%, roughly equal to the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for SLMA.DE and AMED.DE.
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Drawdown Indicators
| SLMA.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.39% | -38.35% | +0.96% |
Max Drawdown (1Y)Largest decline over 1 year | -10.24% | -10.56% | +0.32% |
Max Drawdown (3Y)Largest decline over 3 years | -15.06% | -14.07% | -0.99% |
Max Drawdown (5Y)Largest decline over 5 years | -25.10% | -24.06% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.35% | — |
Current DrawdownCurrent decline from peak | -0.36% | -0.17% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -5.40% | -6.69% | +1.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 2.81% | +0.03% |
Volatility
SLMA.DE vs. AMED.DE - Volatility Comparison
The current volatility for iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) (SLMA.DE) is 4.51%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that SLMA.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
| SLMA.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 5.61% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 11.82% | 12.64% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.42% | 15.19% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 15.87% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.01% | 17.00% | +1.01% |
SLMA.DE vs. AMED.DE - Expense Ratio Comparison
SLMA.DE has a 0.12% expense ratio, which is lower than AMED.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SLMA.DE vs. AMED.DE - Dividend Comparison
Neither SLMA.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.95, SLMA.DE and AMED.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, SLMA.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SLMA.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for AMED.DE.
SLMA.DE tracks MSCI EMU ESG Screened, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.12% for SLMA.DE and 0.25% for AMED.DE.
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