PortfoliosLab logoPortfoliosLab logo
SPYN.DE vs. AMEE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPYN.DE vs. AMEE.DE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SPYN.DE achieves a 35.04% return, which is significantly higher than AMEE.DE's 27.83% return. Over the past 10 years, SPYN.DE has underperformed AMEE.DE with an annualized return of 11.20%, while AMEE.DE has yielded a comparatively higher 15.13% annualized return.


SPYN.DE

1D
-0.92%
1M
-2.45%
YTD
35.04%
6M
30.84%
1Y
54.32%
3Y*
17.57%
5Y*
19.95%
10Y*
11.20%

AMEE.DE

1D
-0.87%
1M
-2.39%
YTD
27.83%
6M
26.99%
1Y
61.42%
3Y*
32.97%
5Y*
28.59%
10Y*
15.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
SPYN.DE
SPDR MSCI Europe Energy UCITS ETF
35.04%14.83%-5.83%8.31%37.38%35.64%-31.15%10.33%-0.63%5.40%
AMEE.DE
Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc
27.83%37.58%15.56%12.19%35.81%34.64%-31.29%10.32%-0.78%5.51%

Correlation

The correlation between SPYN.DE and AMEE.DE is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

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

0.34

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

0.67

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

0.83

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2011

0.86

Over the past year, the correlation between SPYN.DE and AMEE.DE has dropped to 0.08 - well below their long-term average of 0.86, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

SPYN.DE
SPYN.DE Risk / Return Rank: 7575
Overall Rank
SPYN.DE Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
SPYN.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
SPYN.DE Omega Ratio Rank: 7373
Omega Ratio Rank
SPYN.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
SPYN.DE Martin Ratio Rank: 7777
Martin Ratio Rank

AMEE.DE
AMEE.DE Risk / Return Rank: 9191
Overall Rank
AMEE.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AMEE.DE Sortino Ratio Rank: 9090
Sortino Ratio Rank
AMEE.DE Omega Ratio Rank: 8686
Omega Ratio Rank
AMEE.DE Calmar Ratio Rank: 9595
Calmar Ratio Rank
AMEE.DE Martin Ratio Rank: 9393
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.

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

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Europe Energy UCITS ETF (SPYN.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.


SPYN.DEAMEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.80

Sortino ratioReturn per unit of downside risk

-1.23

Omega ratioGain probability vs. loss probability

1.42

1.52

-0.10

Calmar ratioReturn relative to maximum drawdown

4.55

7.71

-3.17

Martin ratioReturn relative to average drawdown

14.57

23.88

-9.31

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

The current SPYN.DE Sharpe Ratio is 2.44, which is comparable to the AMEE.DE Sharpe Ratio of 3.24. The chart below compares the historical Sharpe Ratios of SPYN.DE and AMEE.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.


Loading charts...

Sharpe Ratios by Period


SPYN.DEAMEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

3.24

-0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

1.27

-0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.58

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.41

-0.10

Drawdowns

SPYN.DE vs. AMEE.DE - Drawdown Comparison

The maximum SPYN.DE drawdown since its inception was -58.67%, roughly equal to the maximum AMEE.DE drawdown of -59.14%. Use the drawdown chart below to compare losses from any high point for SPYN.DE and AMEE.DE.


Loading charts...

Drawdown Indicators


SPYN.DEAMEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-58.67%

-59.14%

+0.47%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-7.92%

-3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.54%

-15.74%

-10.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.54%

-19.23%

-7.31%

Max Drawdown (10Y)

Largest decline over 10 years

-58.67%

-59.14%

+0.47%

Current Drawdown

Current decline from peak

-6.51%

-3.54%

-2.97%

Average Drawdown

Average peak-to-trough decline

-11.42%

-10.65%

-0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.72%

2.56%

+1.16%

Volatility

SPYN.DE vs. AMEE.DE - Volatility Comparison

SPDR MSCI Europe Energy UCITS ETF (SPYN.DE) and Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) have volatilities of 7.11% and 7.10%, 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.


Loading charts...

Volatility by Period


SPYN.DEAMEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.11%

7.10%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

19.17%

14.18%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

22.25%

18.89%

+3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.69%

22.25%

+1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.06%

25.74%

+0.32%

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

SPYN.DE has a 0.18% expense ratio, which is lower than AMEE.DE's 0.45% expense ratio.


Dividends

SPYN.DE vs. AMEE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


SPYN.DE and AMEE.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPYN.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPYN.DE is cheaper with a 0.18% expense ratio, compared with 0.45% for AMEE.DE.

SPYN.DE tracks MSCI Europe Energy 20/35 Capped, while AMEE.DE tracks Bloomberg Hydrogen ESG. They also come from different issuers: State Street and Amundi. Their fees differ too: 0.18% for SPYN.DE and 0.45% for AMEE.DE.

Portfolio Optimizer

Find the right allocation for SPYN.DE and AMEE.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer