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AASG.L vs. VFEM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AASG.L vs. VFEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Emerging Markets Asia UCITS ETF USD (AASG.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AASG.L is traded in GBp, while VFEM.DE is traded in EUR. To make them comparable, the VFEM.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, AASG.L achieves a 32.89% return, which is significantly higher than VFEM.DE's 12.26% return.


AASG.L

1D
-0.95%
1M
13.19%
YTD
32.89%
6M
35.83%
1Y
64.11%
3Y*
23.54%
5Y*
9.38%
10Y*
12.54%

VFEM.DE

1D
-1.20%
1M
3.77%
YTD
12.26%
6M
12.90%
1Y
32.04%
3Y*
15.32%
5Y*
6.25%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AASG.L vs. VFEM.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AASG.L
Amundi MSCI Emerging Markets Asia UCITS ETF USD
32.89%23.83%14.04%0.69%-11.51%-4.50%24.04%14.10%-10.84%1.90%
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing
12.26%17.20%14.60%1.22%-6.15%-1.16%9.40%17.14%-8.05%2.16%

Correlation

The correlation between AASG.L and VFEM.DE is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Oct 27, 2017

0.90

The correlation between AASG.L and VFEM.DE shifts across timeframes, from 0.78 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AASG.L vs. VFEM.DE — Risk / Return Rank

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

AASG.L
AASG.L Risk / Return Rank: 9191
Overall Rank
AASG.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
AASG.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
AASG.L Omega Ratio Rank: 9292
Omega Ratio Rank
AASG.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
AASG.L Martin Ratio Rank: 8888
Martin Ratio Rank

VFEM.DE
VFEM.DE Risk / Return Rank: 5959
Overall Rank
VFEM.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
VFEM.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
VFEM.DE Omega Ratio Rank: 5555
Omega Ratio Rank
VFEM.DE Calmar Ratio Rank: 6767
Calmar Ratio Rank
VFEM.DE Martin Ratio Rank: 6262
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.

AASG.L vs. VFEM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets Asia UCITS ETF USD (AASG.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.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.


AASG.LVFEM.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.62

1.40

+0.21

Calmar ratioReturn relative to maximum drawdown

5.56

3.60

+1.96

Martin ratioReturn relative to average drawdown

19.24

12.04

+7.20

AASG.L vs. VFEM.DE - Sharpe Ratio Comparison

The current AASG.L Sharpe Ratio is 3.50, which is higher than the VFEM.DE Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of AASG.L and VFEM.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


AASG.LVFEM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.50

2.27

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.39

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.35

+0.34

Drawdowns

AASG.L vs. VFEM.DE - Drawdown Comparison

The maximum AASG.L drawdown since its inception was -34.12%, which is greater than VFEM.DE's maximum drawdown of -25.58%. Use the drawdown chart below to compare losses from any high point for AASG.L and VFEM.DE.


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Drawdown Indicators


AASG.LVFEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.12%

-25.58%

-8.54%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-8.85%

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-17.56%

-16.05%

-1.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.57%

-19.68%

-8.89%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-0.95%

-1.20%

+0.25%

Average Drawdown

Average peak-to-trough decline

-11.03%

-8.40%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.65%

+0.67%

Volatility

AASG.L vs. VFEM.DE - Volatility Comparison

Amundi MSCI Emerging Markets Asia UCITS ETF USD (AASG.L) has a higher volatility of 8.31% compared to Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.DE) at 5.50%. This indicates that AASG.L's price experiences larger fluctuations and is considered to be riskier than VFEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AASG.LVFEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

5.50%

+2.81%

Volatility (6M)

Calculated over the trailing 6-month period

15.42%

11.40%

+4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.24%

14.06%

+4.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

15.67%

+2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

17.95%

+0.60%

AASG.L vs. VFEM.DE - Expense Ratio Comparison

AASG.L has a 0.20% expense ratio, which is lower than VFEM.DE's 0.22% 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

AASG.L vs. VFEM.DE - Dividend Comparison

AASG.L has not paid dividends to shareholders, while VFEM.DE's dividend yield for the trailing twelve months is around 2.03%.


PositionTTM202520242023202220212020201920182017
AASG.L
Amundi MSCI Emerging Markets Asia UCITS ETF USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing
2.03%2.39%2.28%2.66%3.38%2.26%1.93%2.32%2.79%0.20%

Frequently Asked Questions


AASG.L and VFEM.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AASG.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AASG.L is cheaper with a 0.20% expense ratio, compared with 0.22% for VFEM.DE.

AASG.L is categorized as Asia Pacific Equities, while VFEM.DE is Emerging Markets Equities. AASG.L tracks MSCI AC Asia Ex Japan NR USD, while VFEM.DE tracks MSCI EM NR USD. They also come from different issuers: Amundi and Vanguard. Their fees differ too: 0.20% for AASG.L and 0.22% for VFEM.DE.

Portfolio Optimizer

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