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Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) Sharpe Ratio: 2.04

ETF · Currency in EUR · Last updated Jul 18, 2026

AMEL.DE is a passive ETF by Amundi tracking the investment results of the MSCI Emerging Markets Latin America. AMEL.DE launched on Apr 28, 2011 and has a 0.20% expense ratio.

AMEL.DE's Sharpe Ratio of 2.04 indicates that for each unit of volatility, it generates 2.04 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 18, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

AMEL.DE Sharpe Ratio Rank

AMEL.DE Sharpe Ratio Rank: 82.082
Exceptional

AMEL.DE ranks above 82.0% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

AMEL.DE Sharpe Ratio Market Positioning

The chart shows AMEL.DE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.68 or lower
  • Yellow zone (middle 50%): 0.68 to 1.80
  • Green zone (top 25%): 1.80 or higher
  • Top 1%: 6.31+
  • Median: 1.31 — half of all investments score higher

How it compares to other similar ETFs

The table compares Amundi MSCI Emerging Markets Latin America UCITS ETF EUR's Sharpe Ratio with other ETFs in the Latin America Equities category across multiple time periods, showing how AMEL.DE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 18, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
IUSC.DEiShares MSCI EM Latin America UCITS ETF (Dist)2.07
AMEL.DEAmundi MSCI Emerging Markets Latin America UCITS ETF EUR2.04
DBX3.DEXtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C1.74
FLXB.DEFranklin FTSE Brazil UCITS ETF1.66
LBRA.DEAmundi MSCI Brazil UCITS ETF Acc1.59
IQQB.DEiShares MSCI Brazil UCITS ETF (Dist)1.58
4BRZ.DEiShares MSCI Brazil UCITS ETF (DE) USD (Acc)1.45

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows AMEL.DE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when AMEL.DE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does AMEL.DE fit in your portfolio?

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