SXRT.DE vs. AMEE.DE
SXRT.DE (iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)) and AMEE.DE (Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc) are both exchange-traded funds - SXRT.DE is a Europe Equities fund tracking the EURO STOXX® 50, while AMEE.DE is a Energy Equities fund tracking the Bloomberg Hydrogen ESG. Both are passively managed. Over the past 10 years, SXRT.DE returned 10.49%/yr vs 15.13%/yr for AMEE.DE. A 0.60 correlation means they provide meaningful diversification when combined. SXRT.DE charges 0.10%/yr vs 0.45%/yr for AMEE.DE.
Performance
SXRT.DE vs. AMEE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SXRT.DE achieves a 7.19% return, which is significantly lower than AMEE.DE's 27.83% return. Over the past 10 years, SXRT.DE has underperformed AMEE.DE with an annualized return of 10.49%, while AMEE.DE has yielded a comparatively higher 15.13% 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%
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%
SXRT.DE vs. AMEE.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% |
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 SXRT.DE and AMEE.DE is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2011 | 0.60 |
The correlation between SXRT.DE and AMEE.DE shifts across timeframes, from 0.49 (5 years) to 0.60 (all time), reflecting how their relationship changes across market environments.
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
SXRT.DE vs. AMEE.DE — Risk / Return Rank
SXRT.DE
AMEE.DE
SXRT.DE vs. AMEE.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 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.
| SXRT.DE | AMEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.26 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.52 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 1.43 | 7.71 | -6.28 |
| Martin ratioReturn relative to average drawdown | 4.85 | 23.88 | -19.02 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SXRT.DE | AMEE.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 3.24 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 1.27 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | 0.58 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.41 | 0.00 |
Drawdowns
SXRT.DE vs. AMEE.DE - Drawdown Comparison
The maximum SXRT.DE drawdown since its inception was -38.41%, smaller than the maximum AMEE.DE drawdown of -59.14%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and AMEE.DE.
Loading charts...
Drawdown Indicators
| SXRT.DE | AMEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.41% | -59.14% | +20.73% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -7.92% | -3.01% |
Max Drawdown (3Y)Largest decline over 3 years | -16.39% | -15.74% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -23.36% | -19.23% | -4.13% |
Max Drawdown (10Y)Largest decline over 10 years | -38.41% | -59.14% | +20.73% |
Current DrawdownCurrent decline from peak | -0.50% | -3.54% | +3.04% |
Average DrawdownAverage peak-to-trough decline | -7.25% | -10.65% | +3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.56% | +0.67% |
Volatility
SXRT.DE vs. AMEE.DE - Volatility Comparison
The current volatility for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) is 4.91%, while Amundi Global Hydrogen ESG Screened UCITS ETF EUR Acc (AMEE.DE) has a volatility of 7.10%. This indicates that SXRT.DE experiences smaller price fluctuations and is considered to be less risky than AMEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SXRT.DE | AMEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 7.10% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 14.18% | -1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.97% | 18.89% | -2.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.54% | 22.25% | -4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.22% | 25.74% | -7.52% |
SXRT.DE vs. AMEE.DE - Expense Ratio Comparison
SXRT.DE has a 0.10% expense ratio, which is lower than AMEE.DE's 0.45% expense ratio.
Dividends
SXRT.DE vs. AMEE.DE - Dividend Comparison
Neither SXRT.DE nor AMEE.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRT.DE and AMEE.DE have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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 0.45% for AMEE.DE.
SXRT.DE is categorized as Europe Equities, while AMEE.DE is Energy Equities. SXRT.DE tracks EURO STOXX® 50, while AMEE.DE tracks Bloomberg Hydrogen ESG. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for SXRT.DE and 0.45% for AMEE.DE.
Find the right allocation for SXRT.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