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

Performance

V50A.DE vs. SPY - 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 State Street SPDR S&P 500 ETF (SPY). 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 SPY is traded in USD. To make them comparable, the SPY 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 lower than SPY's 12.60% return. Over the past 10 years, V50A.DE has underperformed SPY with an annualized return of 10.46%, while SPY has yielded a comparatively higher 15.20% 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%

SPY

1D
0.00%
1M
4.36%
YTD
12.60%
6M
11.30%
1Y
27.23%
3Y*
19.17%
5Y*
14.97%
10Y*
15.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V50A.DE vs. SPY - 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%
SPY
State Street SPDR S&P 500 ETF
10.58%3.75%33.13%22.39%-13.10%38.36%8.58%34.19%-0.09%6.75%

Correlation

The correlation between V50A.DE and SPY is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.34

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

0.39

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

0.44

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2010

0.45

The correlation between V50A.DE and SPY shifts across timeframes, from 0.34 (3 years) to 0.49 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

V50A.DE vs. SPY — 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

SPY
SPY Risk / Return Rank: 6666
Overall Rank
SPY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6363
Sortino Ratio Rank
SPY Omega Ratio Rank: 6666
Omega Ratio Rank
SPY Calmar Ratio Rank: 6060
Calmar Ratio Rank
SPY Martin Ratio Rank: 7373
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. SPY - 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 State Street SPDR S&P 500 ETF (SPY). 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.DESPYDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.33

Omega ratioGain probability vs. loss probability

1.19

1.42

-0.23

Calmar ratioReturn relative to maximum drawdown

1.45

3.71

-2.26

Martin ratioReturn relative to average drawdown

4.92

14.05

-9.12

V50A.DE vs. SPY - Sharpe Ratio Comparison

The current V50A.DE Sharpe Ratio is 0.99, which is lower than the SPY Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of V50A.DE and SPY, 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.DESPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.24

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.89

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.83

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.62

-0.19

Drawdowns

V50A.DE vs. SPY - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -38.57%, smaller than the maximum SPY drawdown of -49.85%. Use the drawdown chart below to compare losses from any high point for V50A.DE and SPY.


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Drawdown Indicators


V50A.DESPYDifference

Max Drawdown

Largest peak-to-trough decline

-38.57%

-49.85%

+11.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-7.38%

-3.54%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-23.87%

+7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-23.87%

+0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

-33.22%

-5.35%

Current Drawdown

Current decline from peak

-0.50%

-0.19%

-0.31%

Average Drawdown

Average peak-to-trough decline

-7.22%

-7.85%

+0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

1.94%

+1.29%

Volatility

V50A.DE vs. SPY - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a higher volatility of 4.92% compared to State Street SPDR S&P 500 ETF (SPY) at 2.07%. This indicates that V50A.DE's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


V50A.DESPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

2.07%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

8.55%

+4.42%

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%

16.96%

+0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.24%

18.46%

-0.22%

V50A.DE vs. SPY - Expense Ratio Comparison

V50A.DE has a 0.15% expense ratio, which is higher than SPY's 0.09% expense ratio. However, 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. SPY - Dividend Comparison

V50A.DE has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.00%.


PositionTTM20252024202320222021202020192018201720162015
SPY
State Street SPDR S&P 500 ETF
1.00%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
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


V50A.DE and SPY have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPY is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPY is cheaper with a 0.09% expense ratio, compared with 0.15% for V50A.DE.

V50A.DE is categorized as Europe Equities, while SPY is S&P 500. V50A.DE tracks EURO STOXX® 50, while SPY tracks S&P 500 Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.15% for V50A.DE and 0.09% for SPY.

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