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V50A.DE vs. IUSK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V50A.DE vs. IUSK.DE - 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 iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE). 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 IUSK.DE's 6.53% return. Over the past 10 years, V50A.DE has outperformed IUSK.DE with an annualized return of 10.46%, while IUSK.DE has yielded a comparatively lower 7.86% 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%

IUSK.DE

1D
0.74%
1M
1.54%
YTD
6.53%
6M
8.40%
1Y
5.44%
3Y*
7.02%
5Y*
5.35%
10Y*
7.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V50A.DE vs. IUSK.DE - 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%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)
6.53%3.95%5.36%16.45%-15.18%26.73%4.02%30.88%-7.69%11.41%

Correlation

The correlation between V50A.DE and IUSK.DE is 0.87, 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

0.87

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

0.88

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

0.90

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

0.92

Correlation (All Time)
Calculated using the full available price history since Jul 20, 2011

0.90

The correlation between V50A.DE and IUSK.DE has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.

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Return for Risk

V50A.DE vs. IUSK.DE — 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

IUSK.DE
IUSK.DE Risk / Return Rank: 1515
Overall Rank
IUSK.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IUSK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IUSK.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IUSK.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
IUSK.DE Martin Ratio Rank: 1616
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. IUSK.DE - 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 iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.


V50A.DEIUSK.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.60

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.19

1.08

+0.11

Calmar ratioReturn relative to maximum drawdown

1.45

0.53

+0.92

Martin ratioReturn relative to average drawdown

4.92

1.40

+3.52

V50A.DE vs. IUSK.DE - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 0.99, which is higher than the IUSK.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of V50A.DE and IUSK.DE, 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.DEIUSK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.40

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.36

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.50

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.49

-0.06

Drawdowns

V50A.DE vs. IUSK.DE - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -38.57%, which is greater than IUSK.DE's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for V50A.DE and IUSK.DE.


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Drawdown Indicators


V50A.DEIUSK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.57%

-33.56%

-5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-10.12%

-0.80%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-15.94%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-23.50%

+0.19%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

-33.56%

-5.01%

Current Drawdown

Current decline from peak

-0.50%

-0.86%

+0.36%

Average Drawdown

Average peak-to-trough decline

-7.22%

-5.91%

-1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.83%

-0.60%

Volatility

V50A.DE vs. IUSK.DE - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a higher volatility of 4.92% compared to iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) at 4.24%. This indicates that V50A.DE's price experiences larger fluctuations and is considered to be riskier than IUSK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V50A.DEIUSK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

4.24%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

11.01%

+1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

15.95%

13.58%

+2.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

14.62%

+2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

15.50%

+2.74%

V50A.DE vs. IUSK.DE - Expense Ratio Comparison

V50A.DE has a 0.15% expense ratio, which is lower than IUSK.DE's 0.20% 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

V50A.DE vs. IUSK.DE - Dividend Comparison

Neither V50A.DE nor IUSK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


V50A.DE and IUSK.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V50A.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V50A.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for IUSK.DE.

V50A.DE tracks EURO STOXX® 50, while IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for V50A.DE and 0.20% for IUSK.DE.

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