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XECT.DE vs. AMES.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XECT.DE vs. AMES.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XECT.DE having a 6.46% return and AMES.DE slightly lower at 6.45%.


XECT.DE

1D
-0.56%
1M
4.21%
YTD
6.46%
6M
9.40%
1Y
14.72%
3Y*
11.71%
5Y*
10Y*

AMES.DE

1D
-0.49%
1M
5.09%
YTD
6.45%
6M
11.26%
1Y
33.03%
3Y*
29.52%
5Y*
19.09%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XECT.DE vs. AMES.DE - Yearly Performance Comparison


2026 (YTD)202520242023
XECT.DE
Xtrackers MSCI Europe Climate Transition UCITS ETF 1C
6.46%16.87%7.18%7.63%
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
6.45%55.41%19.00%10.43%

Correlation

The correlation between XECT.DE and AMES.DE is 0.77, 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

0.77

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

0.71

Correlation (All Time)
Calculated using the full available price history since Mar 10, 2023

0.71

The correlation between XECT.DE and AMES.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

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Return for Risk

XECT.DE vs. AMES.DE — Risk / Return Rank

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

XECT.DE
XECT.DE Risk / Return Rank: 3030
Overall Rank
XECT.DE Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
XECT.DE Sortino Ratio Rank: 3030
Sortino Ratio Rank
XECT.DE Omega Ratio Rank: 3030
Omega Ratio Rank
XECT.DE Calmar Ratio Rank: 2727
Calmar Ratio Rank
XECT.DE Martin Ratio Rank: 3333
Martin Ratio Rank

AMES.DE
AMES.DE Risk / Return Rank: 6262
Overall Rank
AMES.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
AMES.DE Sortino Ratio Rank: 5959
Sortino Ratio Rank
AMES.DE Omega Ratio Rank: 5959
Omega Ratio Rank
AMES.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
AMES.DE Martin Ratio Rank: 6464
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.

XECT.DE vs. AMES.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.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.


XECT.DEAMES.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.21

1.36

-0.16

Calmar ratioReturn relative to maximum drawdown

1.31

3.30

-2.00

Martin ratioReturn relative to average drawdown

4.80

11.47

-6.67

XECT.DE vs. AMES.DE - Sharpe Ratio Comparison

The current XECT.DE Sharpe Ratio is 1.08, which is lower than the AMES.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of XECT.DE and AMES.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


XECT.DEAMES.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

2.00

-0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.48

+0.43

Drawdowns

XECT.DE vs. AMES.DE - Drawdown Comparison

The maximum XECT.DE drawdown since its inception was -16.63%, smaller than the maximum AMES.DE drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for XECT.DE and AMES.DE.


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Drawdown Indicators


XECT.DEAMES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-16.63%

-40.98%

+24.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.20%

-9.95%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-16.63%

-12.58%

-4.05%

Max Drawdown (5Y)

Largest decline over 5 years

-17.77%

Max Drawdown (10Y)

Largest decline over 10 years

-40.98%

Current Drawdown

Current decline from peak

-2.31%

-1.03%

-1.28%

Average Drawdown

Average peak-to-trough decline

-2.28%

-9.76%

+7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

2.87%

+0.19%

Volatility

XECT.DE vs. AMES.DE - Volatility Comparison

Xtrackers MSCI Europe Climate Transition UCITS ETF 1C (XECT.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) have volatilities of 5.02% and 5.13%, 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.


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Volatility by Period


XECT.DEAMES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

5.13%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

11.30%

13.64%

-2.34%

Volatility (1Y)

Calculated over the trailing 1-year period

13.52%

16.45%

-2.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.06%

18.01%

-4.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.06%

20.83%

-7.77%

XECT.DE vs. AMES.DE - Expense Ratio Comparison

XECT.DE has a 0.12% expense ratio, which is lower than AMES.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

XECT.DE vs. AMES.DE - Dividend Comparison

Neither XECT.DE nor AMES.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XECT.DE and AMES.DE have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XECT.DE is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XECT.DE is cheaper with a 0.12% expense ratio, compared with 0.25% for AMES.DE.

XECT.DE tracks MSCI Europe NR EUR, while AMES.DE tracks MSCI Spain. They also come from different issuers: DWS and Amundi. Their fees differ too: 0.12% for XECT.DE and 0.25% for AMES.DE.

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