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SXRD.DE vs. AMES.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SXRD.DE vs. AMES.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE). The values are adjusted to include any dividend payments, if applicable.

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SXRD.DE vs. AMES.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SXRD.DE
iShares MSCI UK Small Cap UCITS ETF (Acc)
-3.15%10.75%9.62%12.01%-27.04%20.49%-10.12%39.79%-17.72%15.74%
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
1.66%55.41%19.00%25.94%0.03%6.96%-12.87%15.76%-12.77%11.84%

Returns By Period

In the year-to-date period, SXRD.DE achieves a -3.15% return, which is significantly lower than AMES.DE's 1.66% return. Over the past 10 years, SXRD.DE has underperformed AMES.DE with an annualized return of 3.52%, while AMES.DE has yielded a comparatively higher 10.90% annualized return.


SXRD.DE

1D
2.48%
1M
-7.62%
YTD
-3.15%
6M
-0.09%
1Y
10.66%
3Y*
8.68%
5Y*
0.62%
10Y*
3.52%

AMES.DE

1D
2.93%
1M
-1.70%
YTD
1.66%
6M
14.32%
1Y
36.37%
3Y*
28.20%
5Y*
19.57%
10Y*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SXRD.DE vs. AMES.DE - Expense Ratio Comparison

SXRD.DE has a 0.58% expense ratio, which is higher than AMES.DE's 0.25% expense ratio.


Return for Risk

SXRD.DE vs. AMES.DE — Risk / Return Rank

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

SXRD.DE
SXRD.DE Risk / Return Rank: 3030
Overall Rank
SXRD.DE Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
SXRD.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SXRD.DE Omega Ratio Rank: 3030
Omega Ratio Rank
SXRD.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
SXRD.DE Martin Ratio Rank: 3131
Martin Ratio Rank

AMES.DE
AMES.DE Risk / Return Rank: 8989
Overall Rank
AMES.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AMES.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
AMES.DE Omega Ratio Rank: 8989
Omega Ratio Rank
AMES.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
AMES.DE Martin Ratio Rank: 8989
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.

SXRD.DE vs. AMES.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 ETF MSCI Spain UCITS ETF EUR (AMES.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.DEAMES.DEDifference

Sharpe ratio

Return per unit of total volatility

0.62

2.01

-1.39

Sortino ratio

Return per unit of downside risk

0.93

2.52

-1.59

Omega ratio

Gain probability vs. loss probability

1.14

1.39

-0.25

Calmar ratio

Return relative to maximum drawdown

0.93

3.39

-2.46

Martin ratio

Return relative to average drawdown

3.27

12.19

-8.92

SXRD.DE vs. AMES.DE - Sharpe Ratio Comparison

The current SXRD.DE Sharpe Ratio is 0.62, which is lower than the AMES.DE Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of SXRD.DE and AMES.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


SXRD.DEAMES.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.62

2.01

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

1.24

-1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.61

-0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.46

-0.02

Correlation

The correlation between SXRD.DE and AMES.DE is 0.53, 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

SXRD.DE vs. AMES.DE - Dividend Comparison

Neither SXRD.DE nor AMES.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

SXRD.DE vs. AMES.DE - Drawdown Comparison

The maximum SXRD.DE drawdown since its inception was -47.59%, which is greater than AMES.DE's maximum drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for SXRD.DE and AMES.DE.


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Drawdown Indicators


SXRD.DEAMES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.59%

-40.98%

-6.61%

Max Drawdown (1Y)

Largest decline over 1 year

-12.19%

-11.80%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-36.75%

-17.77%

-18.98%

Max Drawdown (10Y)

Largest decline over 10 years

-47.59%

-40.98%

-6.61%

Current Drawdown

Current decline from peak

-9.06%

-5.03%

-4.03%

Average Drawdown

Average peak-to-trough decline

-10.28%

-9.86%

-0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

2.96%

+0.35%

Volatility

SXRD.DE vs. AMES.DE - Volatility Comparison

The current volatility for iShares MSCI UK Small Cap UCITS ETF (Acc) (SXRD.DE) is 6.07%, while Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) has a volatility of 7.07%. This indicates that SXRD.DE experiences smaller price fluctuations and is considered to be less risky than AMES.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.DEAMES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

7.07%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

9.83%

12.15%

-2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

17.13%

18.06%

-0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

17.81%

-0.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.82%

20.95%

-1.13%