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SXRT.DE vs. C50U.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SXRT.DE vs. C50U.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) and Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SXRT.DE is traded in EUR, while C50U.L is traded in USD. To make them comparable, the C50U.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with SXRT.DE having a 7.19% return and C50U.L slightly higher at 7.33%.


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%

C50U.L

1D
0.48%
1M
4.54%
YTD
7.33%
6M
8.55%
1Y
15.67%
3Y*
15.55%
5Y*
11.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SXRT.DE vs. C50U.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SXRT.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)
7.19%22.21%11.08%22.49%-8.80%22.69%
C50U.L
Amundi EURO STOXX 50 UCITS ETF DR USD (C)
7.33%21.01%11.60%23.12%-8.28%21.96%

Correlation

The correlation between SXRT.DE and C50U.L is 0.91, 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

0.91

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

0.93

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

0.92

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2021

0.92

The correlation between SXRT.DE and C50U.L has been stable across timeframes, ranging from 0.91 to 0.93 - a consistent structural relationship.

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Return for Risk

SXRT.DE vs. C50U.L — Risk / Return Rank

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

SXRT.DE
SXRT.DE Risk / Return Rank: 3030
Overall Rank
SXRT.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
SXRT.DE Sortino Ratio Rank: 2929
Sortino Ratio Rank
SXRT.DE Omega Ratio Rank: 2828
Omega Ratio Rank
SXRT.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
SXRT.DE Martin Ratio Rank: 3333
Martin Ratio Rank

C50U.L
C50U.L Risk / Return Rank: 2929
Overall Rank
C50U.L Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
C50U.L Sortino Ratio Rank: 2929
Sortino Ratio Rank
C50U.L Omega Ratio Rank: 2828
Omega Ratio Rank
C50U.L Calmar Ratio Rank: 2828
Calmar Ratio Rank
C50U.L Martin Ratio Rank: 3131
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.

SXRT.DE vs. C50U.L - 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 EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L). 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.DEC50U.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.18

1.18

+0.01

Calmar ratioReturn relative to maximum drawdown

1.43

1.44

-0.01

Martin ratioReturn relative to average drawdown

4.85

4.85

0.00

SXRT.DE vs. C50U.L - Sharpe Ratio Comparison

The current SXRT.DE Sharpe Ratio is 0.98, which is comparable to the C50U.L Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of SXRT.DE and C50U.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SXRT.DEC50U.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.98

0.93

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.63

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.76

-0.36

Drawdowns

SXRT.DE vs. C50U.L - Drawdown Comparison

The maximum SXRT.DE drawdown since its inception was -38.41%, which is greater than C50U.L's maximum drawdown of -24.18%. Use the drawdown chart below to compare losses from any high point for SXRT.DE and C50U.L.


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Drawdown Indicators


SXRT.DEC50U.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.41%

-24.18%

-14.23%

Max Drawdown (1Y)

Largest decline over 1 year

-10.93%

-10.83%

-0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-16.39%

-16.44%

+0.05%

Max Drawdown (5Y)

Largest decline over 5 years

-23.36%

-24.18%

+0.82%

Max Drawdown (10Y)

Largest decline over 10 years

-38.41%

Current Drawdown

Current decline from peak

-0.50%

-0.21%

-0.29%

Average Drawdown

Average peak-to-trough decline

-7.25%

-4.46%

-2.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.22%

+0.01%

Volatility

SXRT.DE vs. C50U.L - Volatility Comparison

The current volatility for iShares Core EURO STOXX 50 UCITS ETF EUR (Acc) (SXRT.DE) is 4.91%, while Amundi EURO STOXX 50 UCITS ETF DR USD (C) (C50U.L) has a volatility of 5.44%. This indicates that SXRT.DE experiences smaller price fluctuations and is considered to be less risky than C50U.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SXRT.DEC50U.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.91%

5.44%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

13.51%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

15.97%

16.73%

-0.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.54%

18.37%

-0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

18.11%

+0.11%

SXRT.DE vs. C50U.L - Expense Ratio Comparison

SXRT.DE has a 0.10% expense ratio, which is lower than C50U.L's 0.15% 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. C50U.L - Dividend Comparison

Neither SXRT.DE nor C50U.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, SXRT.DE and C50U.L 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 0.15% for C50U.L.

SXRT.DE tracks EURO STOXX® 50, while C50U.L tracks MSCI EMU NR EUR. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.10% for SXRT.DE and 0.15% for C50U.L.

Portfolio Optimizer

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