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XAMB.DE vs. UEEH.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAMB.DE vs. UEEH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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, XAMB.DE achieves a 13.11% return, which is significantly higher than UEEH.DE's 1.54% return.


XAMB.DE

1D
0.27%
1M
6.31%
YTD
13.11%
6M
13.74%
1Y
20.74%
3Y*
12.56%
5Y*
10.09%
10Y*

UEEH.DE

1D
-0.04%
1M
1.51%
YTD
1.54%
6M
1.62%
1Y
-0.54%
3Y*
6.19%
5Y*
5.98%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAMB.DE vs. UEEH.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
XAMB.DE
Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc
13.11%2.25%15.42%20.65%-17.81%36.43%8.42%
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.54%-1.55%17.56%3.56%-4.40%23.98%0.94%

Correlation

The correlation between XAMB.DE and UEEH.DE is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.36

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

0.53

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

0.64

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2020

0.67

Over the past year, the correlation between XAMB.DE and UEEH.DE has dropped to 0.36 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

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Return for Risk

XAMB.DE vs. UEEH.DE — Risk / Return Rank

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

XAMB.DE
XAMB.DE Risk / Return Rank: 4949
Overall Rank
XAMB.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XAMB.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
XAMB.DE Omega Ratio Rank: 4646
Omega Ratio Rank
XAMB.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
XAMB.DE Martin Ratio Rank: 5454
Martin Ratio Rank

UEEH.DE
UEEH.DE Risk / Return Rank: 88
Overall Rank
UEEH.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
UEEH.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
UEEH.DE Omega Ratio Rank: 88
Omega Ratio Rank
UEEH.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
UEEH.DE Martin Ratio Rank: 88
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.

XAMB.DE vs. UEEH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) and iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.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.


XAMB.DEUEEH.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.33

Omega ratioGain probability vs. loss probability

1.29

1.00

+0.29

Calmar ratioReturn relative to maximum drawdown

2.49

-0.10

+2.59

Martin ratioReturn relative to average drawdown

9.16

-0.22

+9.38

XAMB.DE vs. UEEH.DE - Sharpe Ratio Comparison

The current XAMB.DE Sharpe Ratio is 1.57, which is higher than the UEEH.DE Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of XAMB.DE and UEEH.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


XAMB.DEUEEH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

-0.07

+1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.59

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.74

0.65

+0.09

Drawdowns

XAMB.DE vs. UEEH.DE - Drawdown Comparison

The maximum XAMB.DE drawdown since its inception was -31.83%, which is greater than UEEH.DE's maximum drawdown of -12.82%. Use the drawdown chart below to compare losses from any high point for XAMB.DE and UEEH.DE.


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Drawdown Indicators


XAMB.DEUEEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.83%

-12.82%

-19.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-5.49%

-2.79%

Max Drawdown (3Y)

Largest decline over 3 years

-22.09%

-12.82%

-9.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.09%

-12.82%

-9.27%

Current Drawdown

Current decline from peak

0.00%

-6.93%

+6.93%

Average Drawdown

Average peak-to-trough decline

-5.61%

-4.41%

-1.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

2.52%

-0.26%

Volatility

XAMB.DE vs. UEEH.DE - Volatility Comparison

Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc (XAMB.DE) has a higher volatility of 3.89% compared to iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist (UEEH.DE) at 2.62%. This indicates that XAMB.DE's price experiences larger fluctuations and is considered to be riskier than UEEH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAMB.DEUEEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.89%

2.62%

+1.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

5.56%

+4.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.16%

7.88%

+5.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

10.11%

+4.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.40%

10.26%

+6.14%

XAMB.DE vs. UEEH.DE - Expense Ratio Comparison

XAMB.DE has a 0.18% expense ratio, which is lower than UEEH.DE's 0.30% expense ratio.


Dividends

XAMB.DE vs. UEEH.DE - Dividend Comparison

XAMB.DE has not paid dividends to shareholders, while UEEH.DE's dividend yield for the trailing twelve months is around 1.45%.


PositionTTM20252024202320222021
UEEH.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD Dist
1.45%1.49%1.59%1.76%1.70%1.37%
XAMB.DE
Amundi MSCI World SRI Climate Net Zero Ambition PAB UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XAMB.DE and UEEH.DE have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XAMB.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XAMB.DE is cheaper with a 0.18% expense ratio, compared with 0.30% for UEEH.DE.

XAMB.DE tracks MSCI World SRI Filtered PAB, while UEEH.DE tracks MSCI World Minimum Volatility. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.18% for XAMB.DE and 0.30% for UEEH.DE.

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