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Amundi Index MSCI Emerging Markets UCITS ETF DR EU...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU1737652583
WKNA2H9Q0
IssuerAmundi
Inception DateDec 19, 2017
CategoryEmerging Markets Equities
Index TrackedMSCI EM NR USD
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

AEMD.DE has a high expense ratio of 0.20%, indicating higher-than-average management fees.


Expense ratio chart for AEMD.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D)

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
13.03%
18.96%
AEMD.DE (Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D))
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) had a return of 11.35% year-to-date (YTD) and 10.59% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.35%15.04%
1 month-0.05%3.47%
6 months12.45%15.07%
1 year10.59%24.43%
5 years (annualized)3.78%13.22%
10 years (annualized)N/A10.85%

Monthly Returns

The table below presents the monthly returns of AEMD.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.99%3.80%3.15%1.04%-0.25%11.35%
20236.56%-4.67%0.66%-2.97%0.54%2.88%4.89%-4.95%-0.50%-4.29%4.93%2.58%4.88%
20221.28%-4.45%-1.17%-0.73%-2.09%-3.46%2.16%1.29%-8.62%-3.91%10.42%-4.65%-14.15%
20214.77%1.05%1.64%-1.07%0.77%3.24%-5.93%1.87%-1.56%0.96%-1.91%0.62%4.10%
2020-5.81%-4.71%-13.46%8.21%-1.29%6.99%3.06%1.51%1.19%1.90%6.74%4.24%6.56%
20199.66%-0.15%2.43%2.16%-6.67%3.91%0.58%-3.63%3.21%1.10%1.57%6.48%21.56%
20180.89%-1.60%0.61%-0.40%-3.96%2.43%-2.95%0.12%-6.79%4.62%-3.79%-10.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AEMD.DE is 50, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of AEMD.DE is 5050
AEMD.DE (Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D))
The Sharpe Ratio Rank of AEMD.DE is 5353Sharpe Ratio Rank
The Sortino Ratio Rank of AEMD.DE is 5252Sortino Ratio Rank
The Omega Ratio Rank of AEMD.DE is 5151Omega Ratio Rank
The Calmar Ratio Rank of AEMD.DE is 4545Calmar Ratio Rank
The Martin Ratio Rank of AEMD.DE is 5050Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) (AEMD.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AEMD.DE
Sharpe ratio
The chart of Sharpe ratio for AEMD.DE, currently valued at 1.07, compared to the broader market0.002.004.006.001.07
Sortino ratio
The chart of Sortino ratio for AEMD.DE, currently valued at 1.58, compared to the broader market0.005.0010.001.58
Omega ratio
The chart of Omega ratio for AEMD.DE, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for AEMD.DE, currently valued at 0.57, compared to the broader market0.005.0010.0015.0020.000.57
Martin ratio
The chart of Martin ratio for AEMD.DE, currently valued at 3.46, compared to the broader market0.0020.0040.0060.0080.00100.003.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.006.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.07, compared to the broader market0.005.0010.003.07
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.503.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.001.73
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.12, compared to the broader market0.0020.0040.0060.0080.00100.008.12

Sharpe Ratio

The current Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) Sharpe ratio is 1.07. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.002024FebruaryMarchAprilMayJune
1.07
2.50
AEMD.DE (Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D))
Benchmark (^GSPC)

Dividends

Dividend History

Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) granted a 2.26% dividend yield in the last twelve months. The annual payout for that period amounted to €1.15 per share.


PeriodTTM202320222021202020192018
Dividend€1.15€1.15€1.43€1.20€0.89€1.17€0.91

Dividend yield

2.26%2.51%3.20%2.23%1.69%2.32%2.14%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€0.00€0.00€0.00
2023€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.15€1.15
2022€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.43€0.00€1.43
2021€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.20€0.00€1.20
2020€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.89€0.00€0.89
2019€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€0.00€1.17€0.00€1.17
2018€0.91€0.00€0.91

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-8.86%
0
AEMD.DE (Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) was 31.80%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) drawdown is 8.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.8%Jan 20, 202046Mar 23, 2020161Nov 9, 2020207
-26.38%Feb 16, 2021437Oct 28, 2022
-15.87%Feb 27, 2018170Oct 29, 2018109Apr 5, 2019279
-10.88%Apr 23, 201980Aug 14, 201958Nov 5, 2019138
-4.93%Jan 22, 20216Jan 29, 20215Feb 5, 202111

Volatility

Volatility Chart

The current Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) volatility is 4.71%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
4.71%
2.38%
AEMD.DE (Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D))
Benchmark (^GSPC)