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SMLP.DE vs. AMEE.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMLP.DE vs. AMEE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE). The values are adjusted to include any dividend payments, if applicable.

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SMLP.DE vs. AMEE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMLP.DE
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc
16.73%-9.11%28.88%15.48%39.72%46.65%-37.48%12.48%-11.75%-19.80%
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
18.00%37.58%15.56%12.19%35.81%34.64%-31.29%10.32%-0.78%5.51%

Returns By Period

In the year-to-date period, SMLP.DE achieves a 16.73% return, which is significantly lower than AMEE.DE's 18.00% return. Over the past 10 years, SMLP.DE has underperformed AMEE.DE with an annualized return of 9.30%, while AMEE.DE has yielded a comparatively higher 15.18% annualized return.


SMLP.DE

1D
-3.96%
1M
-1.51%
YTD
16.73%
6M
15.48%
1Y
-1.87%
3Y*
15.78%
5Y*
20.74%
10Y*
9.30%

AMEE.DE

1D
-0.41%
1M
0.23%
YTD
18.00%
6M
27.21%
1Y
58.70%
3Y*
27.24%
5Y*
27.79%
10Y*
15.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMLP.DE vs. AMEE.DE - Expense Ratio Comparison

SMLP.DE has a 0.50% expense ratio, which is higher than AMEE.DE's 0.45% expense ratio.


Return for Risk

SMLP.DE vs. AMEE.DE — Risk / Return Rank

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

SMLP.DE
SMLP.DE Risk / Return Rank: 99
Overall Rank
SMLP.DE Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
SMLP.DE Sortino Ratio Rank: 1010
Sortino Ratio Rank
SMLP.DE Omega Ratio Rank: 1010
Omega Ratio Rank
SMLP.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
SMLP.DE Martin Ratio Rank: 99
Martin Ratio Rank

AMEE.DE
AMEE.DE Risk / Return Rank: 9797
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9696
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 9696
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMEE.DE 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.

SMLP.DE vs. AMEE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.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.


SMLP.DEAMEE.DEDifference

Sharpe ratio

Return per unit of total volatility

-0.08

2.95

-3.03

Sortino ratio

Return per unit of downside risk

0.03

3.55

-3.52

Omega ratio

Gain probability vs. loss probability

1.00

1.51

-0.51

Calmar ratio

Return relative to maximum drawdown

-0.12

8.19

-8.31

Martin ratio

Return relative to average drawdown

-0.23

26.26

-26.49

SMLP.DE vs. AMEE.DE - Sharpe Ratio Comparison

The current SMLP.DE Sharpe Ratio is -0.08, which is lower than the AMEE.DE Sharpe Ratio of 2.95. The chart below compares the historical Sharpe Ratios of SMLP.DE and AMEE.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SMLP.DEAMEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

2.95

-3.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.23

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.59

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.39

-0.30

Correlation

The correlation between SMLP.DE and AMEE.DE is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SMLP.DE vs. AMEE.DE - Dividend Comparison

Neither SMLP.DE nor AMEE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SMLP.DE vs. AMEE.DE - Drawdown Comparison

The maximum SMLP.DE drawdown since its inception was -79.34%, which is greater than AMEE.DE's maximum drawdown of -59.14%. Use the drawdown chart below to compare losses from any high point for SMLP.DE and AMEE.DE.


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Drawdown Indicators


SMLP.DEAMEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-79.34%

-59.14%

-20.20%

Max Drawdown (1Y)

Largest decline over 1 year

-14.98%

-9.43%

-5.55%

Max Drawdown (5Y)

Largest decline over 5 years

-22.58%

-19.23%

-3.35%

Max Drawdown (10Y)

Largest decline over 10 years

-76.25%

-59.14%

-17.11%

Current Drawdown

Current decline from peak

-6.25%

-4.60%

-1.65%

Average Drawdown

Average peak-to-trough decline

-25.92%

-10.75%

-15.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.18%

2.47%

+5.71%

Volatility

SMLP.DE vs. AMEE.DE - Volatility Comparison

The current volatility for Invesco Morningstar US Energy Infrastructure MLP UCITS ETF Acc (SMLP.DE) is 5.84%, while Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) has a volatility of 6.25%. This indicates that SMLP.DE experiences smaller price fluctuations and is considered to be less risky than AMEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SMLP.DEAMEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.84%

6.25%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

15.08%

-4.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.44%

19.79%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

22.26%

-1.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.73%

25.76%

+2.97%