V50A.DE vs. BRGE.L

Last updated Jun 5, 2026

V50A.DE (Amundi EURO STOXX 50 UCITS ETF EUR (C)) is Europe Equities fund tracking the EURO STOXX® 50, while BRGE.L (BlackRock Greater Europe Investment Trust plc) is a stock. Over the past 10 years, V50A.DE returned 10.46%/yr vs 9.13%/yr for BRGE.L. A 0.53 correlation means they provide meaningful diversification when combined.

Performance

V50A.DE vs. BRGE.L - 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 BlackRock Greater Europe Investment Trust plc (BRGE.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

V50A.DE is traded in EUR, while BRGE.L is traded in GBp. To make them comparable, the BRGE.L 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 7.23% return, which is significantly higher than BRGE.L's 1.21% return. Over the past 10 years, V50A.DE has outperformed BRGE.L with an annualized return of 10.46%, while BRGE.L has yielded a comparatively lower 9.13% 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%

BRGE.L

• 1D: 0.44%
• 1M: 1.96%
• YTD: 1.21%
• 6M: 2.66%
• 1Y: -2.45%
• 3Y*: 3.17%
• 5Y*: 0.25%
• 10Y*: 9.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

V50A.DE vs. BRGE.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
BRGE.L BlackRock Greater Europe Investment Trust plc	1.21%	2.32%	2.21%	24.24%	-34.69%	40.76%	24.98%	43.27%	-8.71%	18.10%

Correlation

The correlation between V50A.DE and BRGE.L is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (10Y) Calculated over the trailing 10-year period	0.56
Correlation (All Time) Calculated using the full available price history since Feb 25, 2010	0.53

Over the past year, V50A.DE and BRGE.L have become more correlated (0.77) than their long-term average of 0.53, meaning their price movements have been converging.

Return for Risk

V50A.DE vs. BRGE.L — 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: 30
V50A.DE Sharpe Ratio Rank: 28
V50A.DE Sortino Ratio Rank: 30
V50A.DE Omega Ratio Rank: 28
V50A.DE Calmar Ratio Rank: 30
V50A.DE Martin Ratio Rank: 33

BRGE.L

BRGE.L Risk / Return Rank: 39
BRGE.L Sharpe Ratio Rank: 43
BRGE.L Sortino Ratio Rank: 34
BRGE.L Omega Ratio Rank: 34
BRGE.L Calmar Ratio Rank: 42
BRGE.L Martin Ratio Rank: 42

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. BRGE.L - 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 BlackRock Greater Europe Investment Trust plc (BRGE.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.

	V50A.DE	BRGE.L	Difference
Sharpe ratio: Return per unit of total volatility	0.99	-0.12	+1.12
Sortino ratio: Return per unit of downside risk	1.56	-0.06	+1.62
Omega ratio: Gain probability vs. loss probability	1.19	0.99	+0.19
Calmar ratio: Return relative to maximum drawdown	1.45	-0.13	+1.59
Martin ratio: Return relative to average drawdown	4.92	-0.34	+5.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

V50A.DE vs. BRGE.L - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 0.99, which is higher than the BRGE.L Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of V50A.DE and BRGE.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.

Sharpe Ratios by Period

	V50A.DE	BRGE.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	-0.12	+1.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	0.01	+0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.43	+0.14
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.31	+0.12

Drawdowns

V50A.DE vs. BRGE.L - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -38.57%, smaller than the maximum BRGE.L drawdown of -58.24%. Use the drawdown chart below to compare losses from any high point for V50A.DE and BRGE.L.

Drawdown Indicators

	V50A.DE	BRGE.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.57%	-58.24%	+19.67%
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	-15.18%	+4.26%
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	-24.34%	+7.80%
Max Drawdown (5Y) Largest decline over 5 years	-23.31%	-45.66%	+22.35%
Max Drawdown (10Y) Largest decline over 10 years	-38.57%	-45.66%	+7.09%
Current Drawdown Current decline from peak	-0.50%	-17.31%	+16.81%
Average Drawdown Average peak-to-trough decline	-7.22%	-14.43%	+7.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.23%	6.06%	-2.83%

Volatility

V50A.DE vs. BRGE.L - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) is 4.92%, while BlackRock Greater Europe Investment Trust plc (BRGE.L) has a volatility of 5.56%. This indicates that V50A.DE experiences smaller price fluctuations and is considered to be less risky than BRGE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	V50A.DE	BRGE.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.92%	5.56%	-0.64%
Volatility (6M) Calculated over the trailing 6-month period	12.97%	13.05%	-0.08%
Volatility (1Y) Calculated over the trailing 1-year period	15.95%	16.64%	-0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.50%	20.70%	-3.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.24%	21.27%	-3.03%

Dividends

V50A.DE vs. BRGE.L - Dividend Comparison

V50A.DE has not paid dividends to shareholders, while BRGE.L's dividend yield for the trailing twelve months is around 1.23%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRGE.L BlackRock Greater Europe Investment Trust plc	1.23%	1.23%	1.28%	1.19%	1.40%	0.91%	1.16%	1.44%	1.87%	1.61%	1.90%	1.93%
V50A.DE Amundi EURO STOXX 50 UCITS ETF EUR (C)	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both V50A.DE and BRGE.L in my portfolio?

V50A.DE and BRGE.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.