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84X0.DE vs. ACUG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

84X0.DE vs. ACUG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) and Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, 84X0.DE achieves a 40.37% return, which is significantly higher than ACUG.DE's 16.73% return.


84X0.DE

1D
-1.73%
1M
5.67%
YTD
40.37%
6M
42.72%
1Y
67.73%
3Y*
5Y*
10Y*

ACUG.DE

1D
-1.21%
1M
0.71%
YTD
16.73%
6M
16.20%
1Y
30.34%
3Y*
12.58%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

84X0.DE vs. ACUG.DE - Yearly Performance Comparison


2026 (YTD)202520242023
84X0.DE
iShares MSCI EM ex-China UCITS ETF USD Acc
40.37%19.85%9.62%7.38%
ACUG.DE
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)
16.73%13.06%11.24%-0.04%

Correlation

The correlation between 84X0.DE and ACUG.DE is 0.87, 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

0.87

Correlation (All Time)
Calculated using the full available price history since Nov 6, 2023

0.81

The correlation between 84X0.DE and ACUG.DE has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

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Return for Risk

84X0.DE vs. ACUG.DE — Risk / Return Rank

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

84X0.DE
84X0.DE Risk / Return Rank: 9393
Overall Rank
84X0.DE Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
84X0.DE Sortino Ratio Rank: 9393
Sortino Ratio Rank
84X0.DE Omega Ratio Rank: 9393
Omega Ratio Rank
84X0.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
84X0.DE Martin Ratio Rank: 9191
Martin Ratio Rank

ACUG.DE
ACUG.DE Risk / Return Rank: 5858
Overall Rank
ACUG.DE Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ACUG.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
ACUG.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ACUG.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
ACUG.DE Martin Ratio Rank: 6060
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.

84X0.DE vs. ACUG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) and Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.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.


84X0.DEACUG.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.68

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.64

1.33

+0.31

Calmar ratioReturn relative to maximum drawdown

5.88

3.21

+2.66

Martin ratioReturn relative to average drawdown

21.92

10.41

+11.51

84X0.DE vs. ACUG.DE - Sharpe Ratio Comparison

The current 84X0.DE Sharpe Ratio is 3.52, which is higher than the ACUG.DE Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of 84X0.DE and ACUG.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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Sharpe Ratios by Period


84X0.DEACUG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.52

1.85

+1.68

Sharpe Ratio (All Time)

Calculated using the full available price history

1.77

0.25

+1.52

Drawdowns

84X0.DE vs. ACUG.DE - Drawdown Comparison

The maximum 84X0.DE drawdown since its inception was -19.72%, smaller than the maximum ACUG.DE drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for 84X0.DE and ACUG.DE.


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Drawdown Indicators


84X0.DEACUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.72%

-26.17%

+6.45%

Max Drawdown (1Y)

Largest decline over 1 year

-11.66%

-9.53%

-2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-21.01%

Current Drawdown

Current decline from peak

-2.49%

-2.61%

+0.12%

Average Drawdown

Average peak-to-trough decline

-2.70%

-12.57%

+9.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.95%

+0.18%

Volatility

84X0.DE vs. ACUG.DE - Volatility Comparison

iShares MSCI EM ex-China UCITS ETF USD Acc (84X0.DE) has a higher volatility of 8.41% compared to Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE) at 6.12%. This indicates that 84X0.DE's price experiences larger fluctuations and is considered to be riskier than ACUG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


84X0.DEACUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.41%

6.12%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

16.93%

13.44%

+3.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.46%

16.63%

+2.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.11%

16.86%

+0.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

16.86%

+0.25%

84X0.DE vs. ACUG.DE - Expense Ratio Comparison

84X0.DE has a 0.18% expense ratio, which is lower than ACUG.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

84X0.DE vs. ACUG.DE - Dividend Comparison

84X0.DE has not paid dividends to shareholders, while ACUG.DE's dividend yield for the trailing twelve months is around 1.66%.


PositionTTM20252024202320222021
84X0.DE
iShares MSCI EM ex-China UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%
ACUG.DE
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)
1.66%1.93%2.11%2.26%2.28%1.69%

Frequently Asked Questions


84X0.DE and ACUG.DE have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, 84X0.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

84X0.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for ACUG.DE.

84X0.DE tracks MSCI Emerging Markets ex China Index (Net), while ACUG.DE tracks MSCI Emerging Markets SRI Filtered PAB. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.18% for 84X0.DE and 0.25% for ACUG.DE.

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