SXRW.DE vs. AMES.DE
SXRW.DE (iShares Core FTSE 100 UCITS ETF GBP (Acc)) and AMES.DE (Amundi ETF MSCI Spain UCITS ETF EUR) are both Europe Equities funds - SXRW.DE tracks the FTSE 100 while AMES.DE tracks the MSCI Spain. Both are passively managed. Over the past 10 years, SXRW.DE returned 9.54%/yr vs 13.44%/yr for AMES.DE. A 0.65 correlation means they provide meaningful diversification when combined. SXRW.DE charges 0.07%/yr vs 0.25%/yr for AMES.DE.
Performance
SXRW.DE vs. AMES.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SXRW.DE achieves a 9.18% return, which is significantly lower than AMES.DE's 14.53% return. Over the past 10 years, SXRW.DE has underperformed AMES.DE with an annualized return of 9.54%, while AMES.DE has yielded a comparatively higher 13.44% annualized return.
SXRW.DE
- 1D
- 0.91%
- 1M
- 0.97%
- YTD
- 9.18%
- 6M
- 9.76%
- 1Y
- 23.82%
- 3Y*
- 16.11%
- 5Y*
- 11.99%
- 10Y*
- 9.54%
AMES.DE
- 1D
- 0.72%
- 1M
- 7.06%
- YTD
- 14.53%
- 6M
- 15.44%
- 1Y
- 46.37%
- 3Y*
- 32.90%
- 5Y*
- 20.69%
- 10Y*
- 13.44%
SXRW.DE vs. AMES.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXRW.DE iShares Core FTSE 100 UCITS ETF GBP (Acc) | 9.18% | 20.63% | 13.57% | 10.46% | -1.47% | 24.81% | -15.42% | 25.18% | -10.61% | 8.11% |
AMES.DE Amundi ETF MSCI Spain UCITS ETF EUR | 14.53% | 55.41% | 19.00% | 26.86% | -0.71% | 6.98% | -12.87% | 15.76% | -12.77% | 11.84% |
Correlation
The correlation between SXRW.DE and AMES.DE is 0.64, 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 | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2011 | 0.65 |
The correlation between SXRW.DE and AMES.DE has been stable across timeframes, ranging from 0.61 to 0.67 - a consistent structural relationship.
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Return for Risk
SXRW.DE vs. AMES.DE — Risk / Return Rank
SXRW.DE
AMES.DE
SXRW.DE vs. AMES.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SXRW.DE | AMES.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.50 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 4.64 | -1.64 |
| Martin ratioReturn relative to average drawdown | 11.00 | 16.40 | -5.39 |
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Drawdowns
SXRW.DE vs. AMES.DE - Drawdown Comparison
The maximum SXRW.DE drawdown since its inception was -40.31%, roughly equal to the maximum AMES.DE drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for SXRW.DE and AMES.DE.
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Drawdown Indicators
| SXRW.DE | AMES.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.31% | -40.98% | +0.67% |
Max Drawdown (1Y)Largest decline over 1 year | -7.91% | -9.95% | +2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.86% | -12.58% | -4.28% |
Max Drawdown (5Y)Largest decline over 5 years | -16.86% | -17.77% | +0.91% |
Max Drawdown (10Y)Largest decline over 10 years | -40.31% | -40.98% | +0.67% |
Current DrawdownCurrent decline from peak | -0.30% | -0.10% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -10.09% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.16% | 2.82% | -0.66% |
Volatility
SXRW.DE vs. AMES.DE - Volatility Comparison
The current volatility for iShares Core FTSE 100 UCITS ETF GBP (Acc) (SXRW.DE) is 3.13%, while Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) has a volatility of 4.04%. This indicates that SXRW.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
| SXRW.DE | AMES.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.13% | 4.04% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 10.28% | 13.99% | -3.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.33% | 16.47% | -4.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.11% | 16.97% | -2.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.56% | 18.42% | -1.86% |
SXRW.DE vs. AMES.DE - Expense Ratio Comparison
SXRW.DE has a 0.07% expense ratio, which is lower than AMES.DE's 0.25% 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
SXRW.DE vs. AMES.DE - Dividend Comparison
Neither SXRW.DE nor AMES.DE has paid dividends to shareholders.
Frequently Asked Questions
SXRW.DE and AMES.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXRW.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXRW.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for AMES.DE.
SXRW.DE tracks FTSE 100, while AMES.DE tracks MSCI Spain. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXRW.DE and 0.25% for AMES.DE.
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