SXRD.DE vs. AMED.DE
SXRD.DE (iShares MSCI UK Small Cap UCITS ETF (Acc)) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - SXRD.DE tracks the MSCI UK Small Cap while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, SXRD.DE returned 3.75%/yr vs 9.75%/yr for AMED.DE. A 0.69 correlation means they provide meaningful diversification when combined. SXRD.DE charges 0.58%/yr vs 0.25%/yr for AMED.DE.
Performance
SXRD.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRD.DE achieves a 3.78% return, which is significantly lower than AMED.DE's 16.87% return. Over the past 10 years, SXRD.DE has underperformed AMED.DE with an annualized return of 3.75%, while AMED.DE has yielded a comparatively higher 9.75% annualized return.
SXRD.DE
- 1D
- 0.80%
- 1M
- 0.85%
- YTD
- 3.78%
- 6M
- 6.49%
- 1Y
- 7.66%
- 3Y*
- 9.84%
- 5Y*
- 1.10%
- 10Y*
- 3.75%
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%
SXRD.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRD.DE iShares MSCI UK Small Cap UCITS ETF (Acc) | 3.78% | 10.75% | 9.62% | 12.01% | -27.04% | 20.49% | -10.12% | 39.79% | -17.72% | 15.74% |
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 SXRD.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 | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010 | 0.69 |
The correlation between SXRD.DE and AMED.DE has been stable across timeframes, ranging from 0.67 to 0.77 - a consistent structural relationship.
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Return for Risk
SXRD.DE vs. AMED.DE — Risk / Return Rank
SXRD.DE
AMED.DE
SXRD.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.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.
| SXRD.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.33 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.65 | 2.49 | -1.84 |
| Martin ratioReturn relative to average drawdown | 2.10 | 9.40 | -7.30 |
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
| SXRD.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.52 | 1.74 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.65 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.57 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.47 | 0.00 |
Drawdowns
SXRD.DE vs. AMED.DE - Drawdown Comparison
The maximum SXRD.DE drawdown since its inception was -47.59%, 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 SXRD.DE and AMED.DE.
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Drawdown Indicators
| SXRD.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.59% | -38.35% | -9.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.69% | -10.56% | -1.13% |
Max Drawdown (3Y)Largest decline over 3 years | -19.55% | -14.07% | -5.48% |
Max Drawdown (5Y)Largest decline over 5 years | -36.75% | -24.06% | -12.69% |
Max Drawdown (10Y)Largest decline over 10 years | -47.59% | -38.35% | -9.24% |
Current DrawdownCurrent decline from peak | -2.54% | -0.17% | -2.37% |
Average DrawdownAverage peak-to-trough decline | -10.21% | -6.69% | -3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.81% | +0.83% |
Volatility
SXRD.DE vs. AMED.DE - Volatility Comparison
The current volatility for iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.DE) is 5.06%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that SXRD.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
| SXRD.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.06% | 5.61% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.86% | 12.64% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.83% | 15.19% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.46% | 15.87% | +1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.88% | 17.00% | +2.88% |
SXRD.DE vs. AMED.DE - Expense Ratio Comparison
SXRD.DE has a 0.58% expense ratio, which is higher than AMED.DE's 0.25% expense ratio.
Dividends
SXRD.DE vs. AMED.DE - Dividend Comparison
Neither SXRD.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRD.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, AMED.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
AMED.DE is cheaper with a 0.25% expense ratio, compared with 0.58% for SXRD.DE.
SXRD.DE tracks MSCI UK Small Cap, 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: 0.58% for SXRD.DE and 0.25% for AMED.DE.
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