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

Performance

V50A.DE vs. ^STOXX - 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 STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, V50A.DE achieves a 7.23% return, which is significantly higher than ^STOXX's 5.45% return. Over the past 10 years, V50A.DE has outperformed ^STOXX with an annualized return of 10.46%, while ^STOXX has yielded a comparatively lower 6.19% annualized return.


V50A.DE

1D
0.74%
1M
1.92%
YTD
7.23%
6M
8.57%
1Y
15.78%
3Y*
15.63%
5Y*
11.52%
10Y*
10.46%

^STOXX

1D
0.52%
1M
2.42%
YTD
5.45%
6M
7.88%
1Y
13.33%
3Y*
10.73%
5Y*
6.65%
10Y*
6.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V50A.DE vs. ^STOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
7.23%22.17%11.16%22.51%-8.94%23.51%-2.91%30.09%-12.12%9.96%
^STOXX
STOXX Europe 600 Index
5.45%16.66%5.98%12.73%-12.90%22.25%-4.04%23.16%-13.24%7.68%

Correlation

The correlation between V50A.DE and ^STOXX 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

0.94

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 Feb 25, 2010

0.92

The correlation between V50A.DE and ^STOXX has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

V50A.DE vs. ^STOXX — 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: 3030
Overall Rank
V50A.DE Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 2828
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 3030
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 3333
Martin Ratio Rank

^STOXX
^STOXX Risk / Return Rank: 4545
Overall Rank
^STOXX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 4545
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 4646
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4242
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 4747
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. ^STOXX - 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 STOXX Europe 600 Index (^STOXX). 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^STOXXDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.19

1.20

-0.02

Calmar ratioReturn relative to maximum drawdown

1.45

1.37

+0.08

Martin ratioReturn relative to average drawdown

4.92

4.91

+0.02

V50A.DE vs. ^STOXX - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 0.99, which is comparable to the ^STOXX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of V50A.DE and ^STOXX, 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^STOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.07

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.47

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.40

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.31

+0.12

Drawdowns

V50A.DE vs. ^STOXX - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -38.57%, smaller than the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for V50A.DE and ^STOXX.


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Drawdown Indicators


V50A.DE^STOXXDifference

Max Drawdown

Largest peak-to-trough decline

-38.57%

-61.04%

+22.47%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-9.56%

-1.36%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-16.56%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-22.55%

-0.76%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

-35.55%

-3.02%

Current Drawdown

Current decline from peak

-0.50%

-1.48%

+0.98%

Average Drawdown

Average peak-to-trough decline

-7.22%

-16.77%

+9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

2.67%

+0.56%

Volatility

V50A.DE vs. ^STOXX - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a higher volatility of 4.92% compared to STOXX Europe 600 Index (^STOXX) at 3.63%. This indicates that V50A.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX 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^STOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

3.63%

+1.29%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

10.21%

+2.76%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

12.22%

+3.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

13.98%

+3.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

15.31%

+2.93%

Frequently Asked Questions


With a correlation of 0.94, V50A.DE and ^STOXX 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.

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