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

Performance

XESD.DE vs. AMES.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers Spanish Equity UCITS ETF (XESD.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 XESD.DE having a 14.69% return and AMES.DE slightly lower at 14.53%. Both investments have delivered pretty close results over the past 10 years, with XESD.DE having a 14.01% annualized return and AMES.DE not far behind at 13.44%.


XESD.DE

1D
0.62%
1M
6.78%
YTD
14.69%
6M
15.76%
1Y
47.75%
3Y*
32.29%
5Y*
20.35%
10Y*
14.01%

AMES.DE

1D
0.72%
1M
7.06%
YTD
14.53%
6M
15.44%
1Y
46.37%
3Y*
32.90%
5Y*
20.69%
10Y*
13.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XESD.DE
Xtrackers Spanish Equity UCITS ETF
14.69%58.72%14.57%26.76%-1.63%10.91%-10.10%15.69%-12.39%12.92%
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
14.53%55.41%19.00%26.86%-0.71%6.98%-12.87%15.76%-12.77%11.84%

Correlation

The correlation between XESD.DE and AMES.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.97

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2013

0.98

The correlation between XESD.DE and AMES.DE has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

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Return for Risk

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

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

XESD.DE
XESD.DE Risk / Return Rank: 9090
Overall Rank
XESD.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
XESD.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
XESD.DE Omega Ratio Rank: 9090
Omega Ratio Rank
XESD.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
XESD.DE Martin Ratio Rank: 8787
Martin Ratio Rank

AMES.DE
AMES.DE Risk / Return Rank: 9090
Overall Rank
AMES.DE Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
AMES.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
AMES.DE Omega Ratio Rank: 9090
Omega Ratio Rank
AMES.DE Calmar Ratio Rank: 8989
Calmar Ratio Rank
AMES.DE Martin Ratio Rank: 8787
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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Spanish Equity UCITS ETF (XESD.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

-0.01

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.50

1.50

-0.01

Calmar ratioReturn relative to maximum drawdown

4.62

4.64

-0.01

Martin ratioReturn relative to average drawdown

16.31

16.40

-0.08

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

The current XESD.DE Sharpe Ratio is 2.80, which is comparable to the AMES.DE Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of XESD.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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Drawdowns

XESD.DE vs. AMES.DE - Drawdown Comparison

The maximum XESD.DE drawdown since its inception was -38.76%, smaller than the maximum AMES.DE drawdown of -40.98%. Use the drawdown chart below to compare losses from any high point for XESD.DE and AMES.DE.


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Drawdown Indicators


XESD.DEAMES.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.76%

-40.98%

+2.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.28%

-9.95%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-12.49%

-12.58%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-18.55%

-17.77%

-0.78%

Max Drawdown (10Y)

Largest decline over 10 years

-38.76%

-40.98%

+2.22%

Current Drawdown

Current decline from peak

-0.18%

-0.10%

-0.08%

Average Drawdown

Average peak-to-trough decline

-8.46%

-10.09%

+1.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.82%

+0.10%

Volatility

XESD.DE vs. AMES.DE - Volatility Comparison

Xtrackers Spanish Equity UCITS ETF (XESD.DE) and Amundi ETF MSCI Spain UCITS ETF EUR (AMES.DE) have volatilities of 4.05% and 4.04%, 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


XESD.DEAMES.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

4.04%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

13.99%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

17.06%

16.47%

+0.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.77%

16.97%

-0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

18.42%

+0.07%

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

XESD.DE has a 0.30% expense ratio, which is higher than AMES.DE's 0.25% expense ratio.


Dividends

XESD.DE vs. AMES.DE - Dividend Comparison

XESD.DE's dividend yield for the trailing twelve months is around 2.34%, while AMES.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AMES.DE
Amundi ETF MSCI Spain UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XESD.DE
Xtrackers Spanish Equity UCITS ETF
2.34%2.43%3.14%2.56%3.98%1.51%4.30%3.35%4.48%2.51%1.14%0.42%

Frequently Asked Questions


With a correlation of 0.98, XESD.DE and AMES.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, AMES.DE is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMES.DE is cheaper with a 0.25% expense ratio, compared with 0.30% for XESD.DE.

XESD.DE tracks Solactive Spain 40, while AMES.DE tracks MSCI Spain. They also come from different issuers: Xtrackers and Amundi. Their fees differ too: 0.30% for XESD.DE and 0.25% for AMES.DE.

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