V50A.DE vs. HG=F

Last updated Jun 9, 2026

V50A.DE (Amundi EURO STOXX 50 UCITS ETF EUR (C)) is Europe Equities fund tracking the EURO STOXX® 50, while HG=F (Copper) is an asset. At a correlation of -0.02, they often move in opposite directions.

Performance

V50A.DE vs. HG=F - 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 Copper (HG=F). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

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%

HG=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

V50A.DE vs. HG=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
V50A.DE Amundi EURO STOXX 50 UCITS ETF EUR (C)	7.65%	22.17%	11.16%	22.51%	-5.35%
HG=F Copper	0.00%	0.00%	0.00%	0.00%	7.90%

Correlation

The correlation between V50A.DE and HG=F is -0.02, 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 (All Time) Calculated using the full available price history since Jan 31, 2022	-0.02

Return for Risk

V50A.DE vs. HG=F — 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: 32
V50A.DE Sharpe Ratio Rank: 30
V50A.DE Sortino Ratio Rank: 32
V50A.DE Omega Ratio Rank: 30
V50A.DE Calmar Ratio Rank: 32
V50A.DE Martin Ratio Rank: 36

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. HG=F - 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 Copper (HG=F). 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	HG=F	Difference
Sharpe ratio: Return per unit of total volatility	0.99	—	—
Sortino ratio: Return per unit of downside risk	1.56	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.45	—	—
Martin ratio: Return relative to average drawdown	4.95	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	V50A.DE	HG=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.99	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.65	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	—	—

Drawdowns

Drawdown Indicators

	V50A.DE	HG=F	Difference
Max Drawdown Largest peak-to-trough decline	-43.90%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-10.92%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.57%	—	—
Current Drawdown Current decline from peak	-0.11%	—	—
Average Drawdown Average peak-to-trough decline	-8.35%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	—	—

Volatility

Volatility by Period

	V50A.DE	HG=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.82%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.04%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.01%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.52%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.22%	—	—

Frequently Asked Questions

Can I hold both V50A.DE and HG=F in my portfolio?

V50A.DE and HG=F have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.