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ACUG.DE vs. IS3N.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ACUG.DE vs. IS3N.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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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, ACUG.DE achieves a 16.73% return, which is significantly lower than IS3N.DE's 25.82% return.


ACUG.DE

1D
-1.21%
1M
2.49%
YTD
16.73%
6M
17.14%
1Y
30.76%
3Y*
12.58%
5Y*
10Y*

IS3N.DE

1D
-1.45%
1M
5.25%
YTD
25.82%
6M
27.45%
1Y
46.76%
3Y*
19.99%
5Y*
8.61%
10Y*
10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACUG.DE vs. IS3N.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ACUG.DE
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)
16.73%13.06%11.24%-2.80%-11.79%-4.08%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.82%17.14%13.87%7.20%-14.09%-0.82%

Correlation

The correlation between ACUG.DE and IS3N.DE is 0.92, 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

0.92

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 10, 2021

0.92

The correlation between ACUG.DE and IS3N.DE has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

ACUG.DE vs. IS3N.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: 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

IS3N.DE
IS3N.DE Risk / Return Rank: 8282
Overall Rank
IS3N.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IS3N.DE Sortino Ratio Rank: 8181
Sortino Ratio Rank
IS3N.DE Omega Ratio Rank: 8282
Omega Ratio Rank
IS3N.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
IS3N.DE Martin Ratio Rank: 8282
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. IS3N.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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.DEIS3N.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.84

Sortino ratioReturn per unit of downside risk

-1.01

Omega ratioGain probability vs. loss probability

1.33

1.49

-0.16

Calmar ratioReturn relative to maximum drawdown

3.21

4.42

-1.21

Martin ratioReturn relative to average drawdown

10.41

16.00

-5.60

ACUG.DE vs. IS3N.DE - Sharpe Ratio Comparison

The current ACUG.DE Sharpe Ratio is 1.85, which is lower than the IS3N.DE Sharpe Ratio of 2.69. The chart below compares the historical Sharpe Ratios of ACUG.DE and IS3N.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


ACUG.DEIS3N.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

2.69

-0.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.44

-0.19

Drawdowns

ACUG.DE vs. IS3N.DE - Drawdown Comparison

The maximum ACUG.DE drawdown since its inception was -26.17%, smaller than the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for ACUG.DE and IS3N.DE.


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Drawdown Indicators


ACUG.DEIS3N.DEDifference

Max Drawdown

Largest peak-to-trough decline

-26.17%

-35.06%

+8.89%

Max Drawdown (1Y)

Largest decline over 1 year

-9.53%

-10.52%

+0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-21.01%

-19.17%

-1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-22.01%

Max Drawdown (10Y)

Largest decline over 10 years

-32.51%

Current Drawdown

Current decline from peak

-2.61%

-2.49%

-0.12%

Average Drawdown

Average peak-to-trough decline

-12.57%

-9.30%

-3.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.91%

+0.04%

Volatility

ACUG.DE vs. IS3N.DE - Volatility Comparison

The current volatility for Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE) is 6.12%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) has a volatility of 7.16%. This indicates that ACUG.DE experiences smaller price fluctuations and is considered to be less risky than IS3N.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.DEIS3N.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

7.16%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.44%

14.69%

-1.25%

Volatility (1Y)

Calculated over the trailing 1-year period

16.63%

17.32%

-0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.86%

16.19%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.86%

18.04%

-1.18%

ACUG.DE vs. IS3N.DE - Expense Ratio Comparison

ACUG.DE has a 0.25% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ACUG.DE vs. IS3N.DE - Dividend Comparison

ACUG.DE's dividend yield for the trailing twelve months is around 1.66%, while IS3N.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021
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%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, ACUG.DE and IS3N.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, IS3N.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IS3N.DE is cheaper with a 0.18% expense ratio, compared with 0.25% for ACUG.DE.

ACUG.DE tracks MSCI Emerging Markets SRI Filtered PAB, while IS3N.DE tracks MSCI Emerging Markets Investable Market (IMI). They also come from different issuers: Amundi and iShares. Their fees differ too: 0.25% for ACUG.DE and 0.18% for IS3N.DE.

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