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ACUG.DE vs. H41E.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACUG.DE vs. H41E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE) and HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE). The values are adjusted to include any dividend payments, if applicable.

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ACUG.DE vs. H41E.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
ACUG.DE
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)
2.21%13.06%11.24%-2.80%-2.94%
H41E.DE
HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)
8.50%22.02%17.74%11.43%-2.00%

Returns By Period

In the year-to-date period, ACUG.DE achieves a 2.21% return, which is significantly lower than H41E.DE's 8.50% return.


ACUG.DE

1D
-1.13%
1M
-0.68%
YTD
2.21%
6M
2.60%
1Y
19.65%
3Y*
8.54%
5Y*
10Y*

H41E.DE

1D
-1.40%
1M
-1.72%
YTD
8.50%
6M
14.25%
1Y
34.51%
3Y*
18.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ACUG.DE vs. H41E.DE - Expense Ratio Comparison

ACUG.DE has a 0.25% expense ratio, which is lower than H41E.DE's 0.35% expense ratio.


Return for Risk

ACUG.DE vs. H41E.DE — Risk / Return Rank

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

ACUG.DE
ACUG.DE Risk / Return Rank: 6161
Overall Rank
ACUG.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
ACUG.DE Sortino Ratio Rank: 5454
Sortino Ratio Rank
ACUG.DE Omega Ratio Rank: 5151
Omega Ratio Rank
ACUG.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
ACUG.DE Martin Ratio Rank: 6767
Martin Ratio Rank

H41E.DE
H41E.DE Risk / Return Rank: 8888
Overall Rank
H41E.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
H41E.DE Sortino Ratio Rank: 8787
Sortino Ratio Rank
H41E.DE Omega Ratio Rank: 8484
Omega Ratio Rank
H41E.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
H41E.DE Martin Ratio Rank: 9191
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.

ACUG.DE vs. H41E.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE) and HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.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.


ACUG.DEH41E.DEDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.87

-0.81

Sortino ratio

Return per unit of downside risk

1.50

2.47

-0.97

Omega ratio

Gain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratio

Return relative to maximum drawdown

2.55

4.06

-1.52

Martin ratio

Return relative to average drawdown

8.47

14.53

-6.06

ACUG.DE vs. H41E.DE - Sharpe Ratio Comparison

The current ACUG.DE Sharpe Ratio is 1.06, which is lower than the H41E.DE Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of ACUG.DE and H41E.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACUG.DEH41E.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.87

-0.81

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

1.12

-1.04

Correlation

The correlation between ACUG.DE and H41E.DE is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ACUG.DE vs. H41E.DE - Dividend Comparison

ACUG.DE's dividend yield for the trailing twelve months is around 1.89%, while H41E.DE has not paid dividends to shareholders.


TTM20252024202320222021
ACUG.DE
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)
1.89%1.93%2.11%2.26%2.28%1.69%
H41E.DE
HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ACUG.DE vs. H41E.DE - Drawdown Comparison

The maximum ACUG.DE drawdown since its inception was -26.17%, which is greater than H41E.DE's maximum drawdown of -20.92%. Use the drawdown chart below to compare losses from any high point for ACUG.DE and H41E.DE.


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Drawdown Indicators


ACUG.DEH41E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.17%

-20.92%

-5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.39%

-10.87%

+0.48%

Current Drawdown

Current decline from peak

-8.07%

-7.97%

-0.10%

Average Drawdown

Average peak-to-trough decline

-12.98%

-3.19%

-9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.74%

+0.12%

Volatility

ACUG.DE vs. H41E.DE - Volatility Comparison

The current volatility for Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE) is 6.35%, while HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) has a volatility of 6.76%. This indicates that ACUG.DE experiences smaller price fluctuations and is considered to be less risky than H41E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACUG.DEH41E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

6.76%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.55%

12.94%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

18.41%

18.34%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.66%

15.44%

+1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.66%

15.44%

+1.22%