PortfoliosLab logoPortfoliosLab logo
V50A.DE vs. SXRV.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

V50A.DE vs. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, V50A.DE achieves a 9.81% return, which is significantly lower than SXRV.DE's 15.23% return. Over the past 10 years, V50A.DE has underperformed SXRV.DE with an annualized return of 10.95%, while SXRV.DE has yielded a comparatively higher 20.10% annualized return.


V50A.DE

1D
-0.82%
1M
-0.94%
6M
5.35%
YTD
9.81%
1Y
19.08%
3Y*
15.78%
5Y*
12.32%
10Y*
10.95%

SXRV.DE

1D
-2.28%
1M
-3.85%
6M
13.46%
YTD
15.23%
1Y
25.89%
3Y*
21.81%
5Y*
15.29%
10Y*
20.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

V50A.DE vs. SXRV.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
V50A.DE
Amundi EURO STOXX 50 UCITS ETF EUR (C)
9.81%22.17%11.16%22.51%-8.94%23.51%-2.91%30.09%-12.12%9.82%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
15.23%6.98%33.55%51.19%-30.05%39.34%34.48%42.90%3.03%15.81%

Correlation

The correlation between V50A.DE and SXRV.DE is 0.55, 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

0.55

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

0.52

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

0.60

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

0.61

Correlation (All Time)
Calculated using the full available price history since Mar 29, 2010

0.58

The correlation between V50A.DE and SXRV.DE has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

V50A.DE vs. SXRV.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: 4343
Overall Rank
V50A.DE Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
V50A.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
V50A.DE Omega Ratio Rank: 4242
Omega Ratio Rank
V50A.DE Calmar Ratio Rank: 4343
Calmar Ratio Rank
V50A.DE Martin Ratio Rank: 4646
Martin Ratio Rank

SXRV.DE
SXRV.DE Risk / Return Rank: 5757
Overall Rank
SXRV.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SXRV.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
SXRV.DE Omega Ratio Rank: 5454
Omega Ratio Rank
SXRV.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
SXRV.DE Martin Ratio Rank: 5454
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. SXRV.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 NASDAQ 100 UCITS ETF USD (Acc) (SXRV.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.34

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.22

1.27

-0.05

Calmar ratioReturn relative to maximum drawdown

1.74

2.57

-0.83

Martin ratioReturn relative to average drawdown

6.08

7.37

-1.29

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

The current V50A.DE Sharpe Ratio is 1.19, which is comparable to the SXRV.DE Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of V50A.DE and SXRV.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.


Loading charts...

Drawdowns

V50A.DE vs. SXRV.DE - Drawdown Comparison

The maximum V50A.DE drawdown since its inception was -43.90%, which is greater than SXRV.DE's maximum drawdown of -32.80%. Use the drawdown chart below to compare losses from any high point for V50A.DE and SXRV.DE.


Loading charts...

Drawdown Indicators


V50A.DESXRV.DEDifference

Max Drawdown

Largest peak-to-trough decline

-43.90%

-32.80%

-11.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-10.03%

-0.89%

Max Drawdown (3Y)

Largest decline over 3 years

-16.54%

-26.69%

+10.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-31.33%

+8.02%

Max Drawdown (10Y)

Largest decline over 10 years

-38.57%

-31.33%

-7.24%

Current Drawdown

Current decline from peak

-2.76%

-5.67%

+2.91%

Average Drawdown

Average peak-to-trough decline

-8.30%

-6.47%

-1.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

3.50%

-0.37%

Volatility

V50A.DE vs. SXRV.DE - Volatility Comparison

The current volatility for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) is 3.99%, while iShares NASDAQ 100 UCITS ETF USD (Acc) (SXRV.DE) has a volatility of 5.99%. This indicates that V50A.DE experiences smaller price fluctuations and is considered to be less risky than SXRV.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


V50A.DESXRV.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.99%

5.99%

-2.00%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

12.56%

+0.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.03%

16.99%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.51%

20.03%

-2.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

19.73%

-1.85%

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

V50A.DE has a 0.15% expense ratio, which is lower than SXRV.DE's 0.36% expense ratio.


Dividends

V50A.DE vs. SXRV.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


V50A.DE and SXRV.DE have a correlation of 0.55, 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 0.36% for SXRV.DE.

V50A.DE is categorized as Europe Equities, while SXRV.DE is Nasdaq-100. V50A.DE tracks EURO STOXX® 50, while SXRV.DE tracks NASDAQ-100 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.15% for V50A.DE and 0.36% for SXRV.DE.

Portfolio Optimizer

Find the right allocation for V50A.DE and SXRV.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer