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V50A.DE vs. ^RTSI
Performance
Return for Risk
Drawdowns
Volatility

Performance

V50A.DE vs. ^RTSI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and RTS Index (^RTSI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

V50A.DE is traded in EUR, while ^RTSI is traded in USD. To make them comparable, the ^RTSI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, V50A.DE achieves a 7.65% return, which is significantly higher than ^RTSI's 1.66% return. Over the past 10 years, V50A.DE has outperformed ^RTSI with an annualized return of 10.83%, while ^RTSI has yielded a comparatively lower 1.96% annualized return.


V50A.DE

1D
0.96%
1M
4.05%
YTD
7.65%
6M
8.88%
1Y
15.79%
3Y*
15.79%
5Y*
11.58%
10Y*
10.83%

^RTSI

1D
-1.43%
1M
3.16%
YTD
1.66%
6M
1.75%
1Y
-0.91%
3Y*
-0.61%
5Y*
-6.57%
10Y*
1.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V50A.DE vs. ^RTSI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
7.65%22.17%11.16%22.51%-8.94%23.51%-2.91%30.09%-12.12%9.82%
^RTSI
RTS Index
1.66%10.51%-12.58%8.28%-35.65%24.90%-18.44%48.44%-3.12%-12.13%

Correlation

The correlation between V50A.DE and ^RTSI is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

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

-0.01

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

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 16, 2008

0.36

The correlation between V50A.DE and ^RTSI shifts across timeframes, from -0.07 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

V50A.DE vs. ^RTSI — Risk / Return Rank

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

V50A.DE
V50A.DE Risk / Return Rank: 3232
Overall Rank
V50A.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 3030
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3232
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3636
Martin Ratio Rank

^RTSI
^RTSI Risk / Return Rank: 1111
Overall Rank
^RTSI Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
^RTSI Sortino Ratio Rank: 1111
Sortino Ratio Rank
^RTSI Omega Ratio Rank: 1111
Omega Ratio Rank
^RTSI Calmar Ratio Rank: 1111
Calmar Ratio Rank
^RTSI Martin Ratio Rank: 1111
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.

V50A.DE vs. ^RTSI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and RTS Index (^RTSI). 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.


V50A.DE^RTSIDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.61

Omega ratioGain probability vs. loss probability

1.18

0.99

+0.19

Calmar ratioReturn relative to maximum drawdown

1.45

-0.18

+1.63

Martin ratioReturn relative to average drawdown

4.95

-0.38

+5.33

V50A.DE vs. ^RTSI - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 0.99, which is higher than the ^RTSI Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of V50A.DE and ^RTSI, 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


V50A.DE^RTSIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

-0.14

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

-0.19

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.06

+0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

-0.06

+0.39

Drawdowns

V50A.DE vs. ^RTSI - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -43.90%, smaller than the maximum ^RTSI drawdown of -76.06%. Use the drawdown chart below to compare losses from any high point for V50A.DE and ^RTSI.


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Drawdown Indicators


V50A.DE^RTSIDifference

Max Drawdown

Largest peak-to-trough decline

-43.90%

-76.06%

+32.16%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-16.98%

+6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-38.31%

+21.77%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-59.85%

+36.54%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

-59.85%

+21.28%

Current Drawdown

Current decline from peak

-0.11%

-41.67%

+41.56%

Average Drawdown

Average peak-to-trough decline

-8.35%

-35.75%

+27.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

7.91%

-4.71%

Volatility

V50A.DE vs. ^RTSI - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) is 4.82%, while RTS Index (^RTSI) has a volatility of 6.15%. This indicates that V50A.DE experiences smaller price fluctuations and is considered to be less risky than ^RTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V50A.DE^RTSIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

6.15%

-1.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

13.66%

-0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

21.79%

-5.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

35.38%

-17.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.22%

30.78%

-12.56%

Frequently Asked Questions


V50A.DE and ^RTSI have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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