XD5E.DE vs. AMED.DE
XD5E.DE (Xtrackers MSCI EMU UCITS ETF 1D) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - XD5E.DE tracks the MSCI EMU NR EUR while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 10 years, XD5E.DE returned 10.03%/yr vs 9.75%/yr for AMED.DE. With a 0.98 correlation, they move nearly in lockstep. XD5E.DE charges 0.12%/yr vs 0.25%/yr for AMED.DE.
Performance
XD5E.DE vs. AMED.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XD5E.DE achieves a 8.92% return, which is significantly lower than AMED.DE's 16.87% return. Both investments have delivered pretty close results over the past 10 years, with XD5E.DE having a 10.03% annualized return and AMED.DE not far behind at 9.75%.
XD5E.DE
- 1D
- 0.52%
- 1M
- 1.86%
- YTD
- 8.92%
- 6M
- 10.72%
- 1Y
- 17.76%
- 3Y*
- 16.06%
- 5Y*
- 10.59%
- 10Y*
- 10.03%
AMED.DE
- 1D
- 0.51%
- 1M
- 5.71%
- YTD
- 16.87%
- 6M
- 18.51%
- 1Y
- 26.18%
- 3Y*
- 16.11%
- 5Y*
- 10.41%
- 10Y*
- 9.75%
XD5E.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 8.92% | 24.71% | 9.50% | 18.86% | -11.92% | 22.17% | -0.74% | 27.44% | -12.93% | 13.47% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 16.87% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -12.98% | 11.86% |
Correlation
The correlation between XD5E.DE and AMED.DE is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Dec 20, 2012 | 0.98 |
The correlation between XD5E.DE and AMED.DE has been stable across timeframes, ranging from 0.94 to 0.98 - 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
XD5E.DE vs. AMED.DE — Risk / Return Rank
XD5E.DE
AMED.DE
XD5E.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) and Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.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.
| XD5E.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.49 | -0.74 |
| Martin ratioReturn relative to average drawdown | 6.40 | 9.40 | -3.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| XD5E.DE | AMED.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.74 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.65 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.57 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.47 | +0.08 |
Drawdowns
XD5E.DE vs. AMED.DE - Drawdown Comparison
The maximum XD5E.DE drawdown since its inception was -38.04%, roughly equal to the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for XD5E.DE and AMED.DE.
Loading charts...
Drawdown Indicators
| XD5E.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -38.35% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.26% | -10.56% | +0.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.30% | -14.07% | -1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -24.56% | -24.06% | -0.50% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -38.35% | +0.31% |
Current DrawdownCurrent decline from peak | -0.44% | -0.17% | -0.27% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -6.69% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 2.81% | +0.01% |
Volatility
XD5E.DE vs. AMED.DE - Volatility Comparison
The current volatility for Xtrackers MSCI EMU UCITS ETF 1D (XD5E.DE) is 4.54%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 5.61%. This indicates that XD5E.DE experiences smaller price fluctuations and is considered to be less risky than AMED.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XD5E.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.54% | 5.61% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.91% | 12.64% | -0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 15.19% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 15.87% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 17.00% | +0.03% |
XD5E.DE vs. AMED.DE - Expense Ratio Comparison
XD5E.DE has a 0.12% expense ratio, which is lower than AMED.DE's 0.25% 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%.
Dividends
XD5E.DE vs. AMED.DE - Dividend Comparison
XD5E.DE's dividend yield for the trailing twelve months is around 2.42%, while AMED.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR 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% |
XD5E.DE Xtrackers MSCI EMU UCITS ETF 1D | 2.42% | 2.54% | 2.86% | 2.74% | 4.66% | 1.41% | 2.94% | 2.59% | 1.89% | 2.51% | 0.73% | 0.36% |
Frequently Asked Questions
With a correlation of 0.94, XD5E.DE and AMED.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, XD5E.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XD5E.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for AMED.DE.
XD5E.DE tracks MSCI EMU NR EUR, while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.12% for XD5E.DE and 0.25% for AMED.DE.
Find the right allocation for XD5E.DE and AMED.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