V50A.DE vs. ^STOXX
Compare and contrast key facts about Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and STOXX Europe 600 Index (^STOXX).
V50A.DE is a passively managed fund by Amundi that tracks the performance of the EURO STOXX® 50. It was launched on Feb 14, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: V50A.DE or ^STOXX.
Key characteristics
| V50A.DE | ^STOXX | |
|---|---|---|
| YTD Return | 7.54% | 4.71% |
| 1Y Return | 13.51% | 10.82% |
| 3Y Return (Ann) | 5.70% | 0.98% |
| 5Y Return (Ann) | 7.80% | 4.23% |
| 10Y Return (Ann) | 7.97% | 4.03% |
| Sharpe Ratio | 0.93 | 0.98 |
| Sortino Ratio | 1.36 | 1.37 |
| Omega Ratio | 1.17 | 1.18 |
| Calmar Ratio | 1.27 | 1.28 |
| Martin Ratio | 4.32 | 5.40 |
| Ulcer Index | 2.85% | 1.84% |
| Daily Std Dev | 13.25% | 10.17% |
| Max Drawdown | -38.57% | -61.04% |
| Current Drawdown | -6.34% | -5.02% |
Correlation
The correlation between V50A.DE and ^STOXX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
V50A.DE vs. ^STOXX - Performance Comparison
In the year-to-date period, V50A.DE achieves a 7.54% return, which is significantly higher than ^STOXX's 4.71% return. Over the past 10 years, V50A.DE has outperformed ^STOXX with an annualized return of 7.97%, while ^STOXX has yielded a comparatively lower 4.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
V50A.DE vs. ^STOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) and STOXX Europe 600 Index (^STOXX). 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.
Drawdowns
V50A.DE vs. ^STOXX - Drawdown Comparison
The maximum V50A.DE drawdown since its inception was -38.57%, smaller than the maximum ^STOXX drawdown of -61.04%. Use the drawdown chart below to compare losses from any high point for V50A.DE and ^STOXX. For additional features, visit the drawdowns tool.
Volatility
V50A.DE vs. ^STOXX - Volatility Comparison
Amundi EURO STOXX 50 UCITS ETF EUR (C) (V50A.DE) has a higher volatility of 5.72% compared to STOXX Europe 600 Index (^STOXX) at 4.50%. This indicates that V50A.DE's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.