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

ETF Info

ISINLU2277591868
WKNA2QLH9
IssuerAmundi
Inception DateFeb 2, 2021
CategoryEmerging Markets Equities
Index TrackedMSCI EM NR USD
DomicileLuxembourg
Distribution PolicyDistributing
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for AEMU.L: 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 - USD (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 - USD (D), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
11.38%
16.78%
AEMU.L (Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D))
Benchmark (^GSPC)

S&P 500

Returns By Period

Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) had a return of 8.74% year-to-date (YTD) and 11.45% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.74%15.04%
1 month-0.30%3.37%
6 months11.38%16.79%
1 year11.45%25.03%
5 years (annualized)N/A13.26%
10 years (annualized)N/A10.85%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.81%3.25%3.02%0.22%1.17%8.74%
20236.78%-6.87%3.21%-1.47%-2.92%4.95%6.48%-5.59%-4.70%-3.68%8.88%3.60%7.24%
20222.53%-3.28%-2.71%-5.90%-0.33%-5.47%-0.10%-0.27%-10.13%-4.27%12.73%2.31%-15.46%
2021-4.73%0.09%-1.21%3.39%-6.67%-0.02%0.45%-0.95%-4.80%-1.36%-15.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of AEMU.L is 33, 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 AEMU.L is 3333
AEMU.L (Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D))
The Sharpe Ratio Rank of AEMU.L is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of AEMU.L is 3434Sortino Ratio Rank
The Omega Ratio Rank of AEMU.L is 3232Omega Ratio Rank
The Calmar Ratio Rank of AEMU.L is 3333Calmar Ratio Rank
The Martin Ratio Rank of AEMU.L is 3636Martin 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 - USD (D) (AEMU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


AEMU.L
Sharpe ratio
The chart of Sharpe ratio for AEMU.L, currently valued at 0.65, compared to the broader market0.002.004.006.000.65
Sortino ratio
The chart of Sortino ratio for AEMU.L, currently valued at 1.05, compared to the broader market0.005.0010.001.05
Omega ratio
The chart of Omega ratio for AEMU.L, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.12
Calmar ratio
The chart of Calmar ratio for AEMU.L, currently valued at 0.36, compared to the broader market0.005.0010.0015.0020.000.36
Martin ratio
The chart of Martin ratio for AEMU.L, currently valued at 2.28, compared to the broader market0.0020.0040.0060.0080.00100.002.28
^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 - USD (D) Sharpe ratio is 0.65. 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 - USD (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-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.65
2.17
AEMU.L (Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D))
Benchmark (^GSPC)

Dividends

Dividend History

Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) granted a 2.22% dividend yield in the last twelve months. The annual payout for that period amounted to $0.88 per share.


PeriodTTM202320222021
Dividend$0.88$0.88$1.00$0.79

Dividend yield

2.22%2.42%2.87%1.86%

Monthly Dividends

The table displays the monthly dividend distributions for Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (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$0.88$0.88
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$0.00$1.00
2021$0.79$0.00$0.79

Drawdowns

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-16.29%
0
AEMU.L (Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (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 - USD (D) was 38.22%, occurring on Oct 24, 2022. The portfolio has not yet recovered.

The current Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) drawdown is 16.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.22%Mar 1, 2021167Oct 24, 2022

Volatility

Volatility Chart

The current Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) volatility is 4.91%, 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%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
4.91%
2.33%
AEMU.L (Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D))
Benchmark (^GSPC)