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V50D.DE vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between V50D.DE and SPY is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

V50D.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 Dist (V50D.DE) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
2.36%
7.41%
V50D.DE
SPY

Key characteristics

Sharpe Ratio

V50D.DE:

1.34

SPY:

1.75

Sortino Ratio

V50D.DE:

1.91

SPY:

2.36

Omega Ratio

V50D.DE:

1.23

SPY:

1.32

Calmar Ratio

V50D.DE:

1.92

SPY:

2.66

Martin Ratio

V50D.DE:

5.89

SPY:

11.01

Ulcer Index

V50D.DE:

3.14%

SPY:

2.03%

Daily Std Dev

V50D.DE:

13.76%

SPY:

12.77%

Max Drawdown

V50D.DE:

-38.47%

SPY:

-55.19%

Current Drawdown

V50D.DE:

0.00%

SPY:

-2.12%

Returns By Period

In the year-to-date period, V50D.DE achieves a 10.62% return, which is significantly higher than SPY's 2.36% return.


V50D.DE

YTD

10.62%

1M

3.56%

6M

10.56%

1Y

14.41%

5Y*

10.16%

10Y*

N/A

SPY

YTD

2.36%

1M

-1.07%

6M

7.41%

1Y

19.73%

5Y*

14.21%

10Y*

12.96%

*Annualized

Compare stocks, funds, or ETFs

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


V50D.DE vs. SPY - Expense Ratio Comparison

V50D.DE has a 0.07% expense ratio, which is lower than SPY's 0.09% 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%.


SPY
SPDR S&P 500 ETF
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for V50D.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

V50D.DE vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

V50D.DE
The Risk-Adjusted Performance Rank of V50D.DE is 5757
Overall Rank
The Sharpe Ratio Rank of V50D.DE is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of V50D.DE is 5757
Sortino Ratio Rank
The Omega Ratio Rank of V50D.DE is 5353
Omega Ratio Rank
The Calmar Ratio Rank of V50D.DE is 6565
Calmar Ratio Rank
The Martin Ratio Rank of V50D.DE is 5656
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7676
Overall Rank
The Sharpe Ratio Rank of SPY is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

V50D.DE vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.DE) and 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.


Sharpe ratio
The chart of Sharpe ratio for V50D.DE, currently valued at 0.58, compared to the broader market0.002.004.000.581.56
The chart of Sortino ratio for V50D.DE, currently valued at 0.91, compared to the broader market0.005.0010.000.912.10
The chart of Omega ratio for V50D.DE, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.29
The chart of Calmar ratio for V50D.DE, currently valued at 0.78, compared to the broader market0.005.0010.0015.000.782.33
The chart of Martin ratio for V50D.DE, currently valued at 1.75, compared to the broader market0.0020.0040.0060.0080.00100.001.759.62
V50D.DE
SPY

The current V50D.DE Sharpe Ratio is 1.34, which is comparable to the SPY Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of V50D.DE and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.58
1.56
V50D.DE
SPY

Dividends

V50D.DE vs. SPY - Dividend Comparison

V50D.DE's dividend yield for the trailing twelve months is around 2.56%, more than SPY's 1.18% yield.


TTM20242023202220212020201920182017201620152014
V50D.DE
Amundi EURO STOXX 50 UCITS ETF - EUR Dist
2.56%2.83%2.81%2.93%1.83%2.06%2.85%3.11%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.18%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

V50D.DE vs. SPY - Drawdown Comparison

The maximum V50D.DE drawdown since its inception was -38.47%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for V50D.DE and SPY. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.63%
-2.12%
V50D.DE
SPY

Volatility

V50D.DE vs. SPY - Volatility Comparison

Amundi EURO STOXX 50 UCITS ETF - EUR Dist (V50D.DE) and SPDR S&P 500 ETF (SPY) have volatilities of 3.23% and 3.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.23%
3.38%
V50D.DE
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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