SXRT.DE vs. AME6.DE
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and AME6.DE (Amundi STOXX Europe 600 ESG UCITS ETF EUR) are both Europe Equities funds - SXRT.DE tracks the EURO STOXX® 50 while AME6.DE tracks the STOXX® Europe 600 ESG+. Both are passively managed. Over the past 10 years, SXRT.DE returned 10.49%/yr vs 8.80%/yr for AME6.DE. Their correlation of 0.91 suggests significant overlap in exposure. SXRT.DE charges 0.10%/yr vs 0.18%/yr for AME6.DE.
Performance
SXRT.DE vs. AME6.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRT.DE achieves a 7.19% return, which is significantly higher than AME6.DE's 6.14% return. Over the past 10 years, SXRT.DE has outperformed AME6.DE with an annualized return of 10.49%, while AME6.DE has yielded a comparatively lower 8.80% annualized return.
SXRT.DE
- 1D
- 0.76%
- 1M
- 4.63%
- YTD
- 7.19%
- 6M
- 8.59%
- 1Y
- 15.71%
- 3Y*
- 15.64%
- 5Y*
- 11.51%
- 10Y*
- 10.49%
AME6.DE
- 1D
- 0.63%
- 1M
- 3.41%
- YTD
- 6.14%
- 6M
- 8.88%
- 1Y
- 14.75%
- 3Y*
- 12.81%
- 5Y*
- 9.07%
- 10Y*
- 8.80%
SXRT.DE vs. AME6.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRT.DE iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) | 7.19% | 22.21% | 11.08% | 22.49% | -8.80% | 23.52% | -2.93% | 30.14% | -12.14% | 10.21% |
AME6.DE Amundi STOXX Europe 600 ESG UCITS ETF EUR | 6.14% | 19.36% | 8.44% | 15.75% | -10.90% | 24.53% | -2.05% | 28.56% | -11.28% | 10.75% |
Correlation
The correlation between SXRT.DE and AME6.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2010 | 0.91 |
The correlation between SXRT.DE and AME6.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
SXRT.DE vs. AME6.DE — Risk / Return Rank
SXRT.DE
AME6.DE
SXRT.DE vs. AME6.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.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.
| SXRT.DE | AME6.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 1.36 | +0.07 |
| Martin ratioReturn relative to average drawdown | 4.85 | 5.00 | -0.15 |
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
| SXRT.DE | AME6.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 1.07 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.62 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.50 | -0.09 |
Drawdowns
SXRT.DE vs. AME6.DE - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, which is greater than AME6.DE's maximum drawdown of -35.62%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and AME6.DE.
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Drawdown Indicators
| SXRT.DE | AME6.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -35.62% | -2.79% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -10.82% | -0.11% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -16.22% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -20.84% | -2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -35.62% | -2.79% |
Current DrawdownCurrent decline from peak | -0.50% | -1.77% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -5.44% | -1.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.94% | +0.29% |
Volatility
SXRT.DE vs. AME6.DE - Volatility Comparison
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) has a higher volatility of 4.91% compared to Amundi STOXX Europe 600 ESG UCITS ETF EUR (AME6.DE) at 4.61%. This indicates that SXRT.DE's price experiences larger fluctuations and is considered to be riskier than AME6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXRT.DE | AME6.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 4.61% | +0.30% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 11.48% | +1.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 13.79% | +2.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 14.57% | +2.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 15.65% | +2.57% |
SXRT.DE vs. AME6.DE - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is lower than AME6.DE's 0.18% 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
SXRT.DE vs. AME6.DE - Dividend Comparison
Neither SXRT.DE nor AME6.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, SXRT.DE and AME6.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, SXRT.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRT.DE is cheaper with a 0.10% expense ratio, compared with 0.18% for AME6.DE.
SXRT.DE tracks EURO STOXX® 50, while AME6.DE tracks STOXX® Europe 600 ESG+. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for SXRT.DE and 0.18% for AME6.DE.
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