SPYF.DE vs. AMED.DE
SPYF.DE (SPDR FTSE UK All Share UCITS ETF) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - SPYF.DE tracks the FTSE All-Share while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, SPYF.DE returned 7.48%/yr vs 9.75%/yr for AMED.DE. A 0.79 correlation means they provide meaningful diversification when combined. SPYF.DE charges 0.20%/yr vs 0.25%/yr for AMED.DE.
Performance
SPYF.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SPYF.DE achieves a 6.71% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, SPYF.DE has underperformed AMED.DE with an annualized return of 7.48%, while AMED.DE has yielded a comparatively higher 9.75% annualized return.
SPYF.DE
- 1D
- 0.16%
- 1M
- -0.06%
- YTD
- 6.71%
- 6M
- 9.71%
- 1Y
- 17.02%
- 3Y*
- 13.97%
- 5Y*
- 10.06%
- 10Y*
- 7.48%
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%
SPYF.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SPYF.DE SPDR FTSE UK All Share UCITS ETF | 6.71% | 17.92% | 13.59% | 10.43% | -5.65% | 24.46% | -14.12% | 27.89% | -11.60% | 9.17% |
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% | -12.98% | 11.86% |
Correlation
The correlation between SPYF.DE and AMED.DE is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2012 | 0.79 |
The correlation between SPYF.DE and AMED.DE shifts across timeframes, from 0.67 (1 year) to 0.79 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
SPYF.DE vs. AMED.DE — Risk / Return Rank
SPYF.DE
AMED.DE
SPYF.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR FTSE UK All Share UCITS ETF (SPYF.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.
| SPYF.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.33 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 2.49 | -0.25 |
| Martin ratioReturn relative to average drawdown | 7.97 | 9.40 | -1.44 |
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
| SPYF.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.74 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.65 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.57 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.47 | -0.01 |
Drawdowns
SPYF.DE vs. AMED.DE - Drawdown Comparison
The maximum SPYF.DE drawdown since its inception was -41.53%, which is greater than AMED.DE's maximum drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for SPYF.DE and AMED.DE.
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Drawdown Indicators
| SPYF.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.53% | -38.35% | -3.18% |
Max Drawdown (1Y)Largest decline over 1 year | -7.60% | -10.56% | +2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -17.17% | -14.07% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -17.17% | -24.06% | +6.89% |
Max Drawdown (10Y)Largest decline over 10 years | -41.53% | -38.35% | -3.18% |
Current DrawdownCurrent decline from peak | -2.22% | -0.17% | -2.05% |
Average DrawdownAverage peak-to-trough decline | -6.06% | -6.69% | +0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.14% | 2.81% | -0.67% |
Volatility
SPYF.DE vs. AMED.DE - Volatility Comparison
The current volatility for SPDR FTSE UK All Share UCITS ETF (SPYF.DE) is 4.30%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that SPYF.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
| SPYF.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.61% | -1.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.01% | 12.64% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.95% | 15.19% | -3.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.00% | 15.87% | -1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.59% | 17.00% | -0.41% |
SPYF.DE vs. AMED.DE - Expense Ratio Comparison
SPYF.DE has a 0.20% 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
SPYF.DE vs. AMED.DE - Dividend Comparison
Neither SPYF.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
SPYF.DE and AMED.DE have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SPYF.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SPYF.DE is cheaper with a 0.20% expense ratio, compared with 0.25% for AMED.DE.
SPYF.DE tracks FTSE All-Share, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.20% for SPYF.DE and 0.25% for AMED.DE.
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