XSXE.DE vs. AMED.DE
XSXE.DE (Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc)) and AMED.DE (Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C)) are both Europe Equities funds - XSXE.DE tracks the STOXX Europe 600 Index (EUR Hedged) while AMED.DE tracks the MSCI EMU ESG Leaders Select 5% Issuer Capped. Both are passively managed. Over the past 5 years, XSXE.DE returned 9.89%/yr vs 11.22%/yr for AMED.DE. Their correlation of 0.95 suggests significant overlap in exposure. Both charge a 0.25% expense ratio.
Performance
XSXE.DE vs. AMED.DE - Performance Comparison
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Returns By Period
In the year-to-date period, XSXE.DE achieves a 11.68% return, which is significantly lower than AMED.DE's 21.48% return.
XSXE.DE
- 1D
- 0.64%
- 1M
- 5.20%
- 6M
- 10.95%
- YTD
- 11.68%
- 1Y
- 22.30%
- 3Y*
- 14.79%
- 5Y*
- 9.89%
- 10Y*
- —
AMED.DE
- 1D
- 0.67%
- 1M
- 4.47%
- 6M
- 20.74%
- YTD
- 21.48%
- 1Y
- 32.17%
- 3Y*
- 16.74%
- 5Y*
- 11.22%
- 10Y*
- —
XSXE.DE vs. AMED.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
XSXE.DE Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) | 11.68% | 21.25% | 7.59% | 14.31% | -9.71% | 21.70% | -0.75% | 25.76% | -10.80% |
AMED.DE Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) | 21.48% | 20.15% | 5.95% | 16.68% | -10.71% | 20.90% | -1.35% | 27.22% | -14.19% |
Correlation
The correlation between XSXE.DE and AMED.DE is 0.91, 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 | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jun 21, 2018 | 0.95 |
The correlation between XSXE.DE and AMED.DE has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
XSXE.DE vs. AMED.DE — Risk / Return Rank
XSXE.DE
AMED.DE
XSXE.DE vs. AMED.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.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.
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.
| XSXE.DE | AMED.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.35 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.39 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 3.03 | -0.71 |
| Martin ratioReturn relative to average drawdown | 8.95 | 11.69 | -2.73 |
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Drawdowns
XSXE.DE vs. AMED.DE - Drawdown Comparison
The maximum XSXE.DE drawdown since its inception was -33.65%, smaller than the maximum AMED.DE drawdown of -38.35%. Use the drawdown chart below to compare losses from any high point for XSXE.DE and AMED.DE.
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Drawdown Indicators
| XSXE.DE | AMED.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.65% | -38.35% | +4.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.56% | -10.56% | +1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -14.83% | -14.07% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -20.30% | -24.06% | +3.76% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.64% | -5.59% | +0.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 2.75% | -0.27% |
Volatility
XSXE.DE vs. AMED.DE - Volatility Comparison
The current volatility for Xtrackers Stoxx Europe 600 UCITS ETF EUR Hedged (Acc) (XSXE.DE) is 3.09%, while Amundi MSCI EMU ESG Leaders Select UCITS ETF DR EUR (C) (AMED.DE) has a volatility of 3.37%. This indicates that XSXE.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.
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Volatility by Period
| XSXE.DE | AMED.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.09% | 3.37% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 12.92% | -2.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.59% | 15.17% | -2.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.08% | 15.88% | -1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.83% | 17.35% | -1.52% |
XSXE.DE vs. AMED.DE - Expense Ratio Comparison
Both XSXE.DE and AMED.DE have an expense ratio of 0.25%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
XSXE.DE vs. AMED.DE - Dividend Comparison
Neither XSXE.DE nor AMED.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.91, XSXE.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.
Both ETFs have the same 0.25% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
XSXE.DE and AMED.DE have the same expense ratio: 0.25% per year.
XSXE.DE tracks STOXX Europe 600 Index (EUR Hedged), while AMED.DE tracks MSCI EMU ESG Leaders Select 5% Issuer Capped. They also come from different issuers: Xtrackers and Amundi.
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