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AE5A.DE vs. 18MK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AE5A.DE vs. 18MK.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) and Amundi MSCI India UCITS ETF EUR (18MK.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, AE5A.DE achieves a 27.41% return, which is significantly higher than 18MK.DE's -11.57% return. Over the past 10 years, AE5A.DE has outperformed 18MK.DE with an annualized return of 9.98%, while 18MK.DE has yielded a comparatively lower 6.21% annualized return.


AE5A.DE

1D
-1.54%
1M
6.05%
YTD
27.41%
6M
29.44%
1Y
49.88%
3Y*
20.90%
5Y*
8.49%
10Y*
9.98%

18MK.DE

1D
0.68%
1M
-2.82%
YTD
-11.57%
6M
-12.43%
1Y
-14.84%
3Y*
1.67%
5Y*
3.55%
10Y*
6.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AE5A.DE vs. 18MK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
27.41%19.26%14.36%5.58%-14.19%4.19%7.49%21.04%-11.21%20.83%
18MK.DE
Amundi MSCI India UCITS ETF EUR
-11.57%-10.32%16.35%14.11%-2.28%33.62%2.72%9.58%-4.91%20.20%

Correlation

The correlation between AE5A.DE and 18MK.DE is 0.57, 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

0.57

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

0.50

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

0.49

Correlation (10Y)
Calculated over the trailing 10-year period

0.58

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.64

The correlation between AE5A.DE and 18MK.DE shifts across timeframes, from 0.48 (5 years) to 0.64 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AE5A.DE vs. 18MK.DE — Risk / Return Rank

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

AE5A.DE
AE5A.DE Risk / Return Rank: 8585
Overall Rank
AE5A.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AE5A.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
AE5A.DE Omega Ratio Rank: 8585
Omega Ratio Rank
AE5A.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
AE5A.DE Martin Ratio Rank: 8585
Martin Ratio Rank

18MK.DE
18MK.DE Risk / Return Rank: 22
Overall Rank
18MK.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
18MK.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
18MK.DE Omega Ratio Rank: 33
Omega Ratio Rank
18MK.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
18MK.DE Martin Ratio Rank: 11
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.

AE5A.DE vs. 18MK.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) and Amundi MSCI India UCITS ETF EUR (18MK.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.


AE5A.DE18MK.DEDifference
Sharpe ratioReturn per unit of total volatility

+3.68

Sortino ratioReturn per unit of downside risk

+4.95

Omega ratioGain probability vs. loss probability

1.50

0.87

+0.64

Calmar ratioReturn relative to maximum drawdown

4.80

-0.72

+5.52

Martin ratioReturn relative to average drawdown

17.35

-1.54

+18.90

AE5A.DE vs. 18MK.DE - Sharpe Ratio Comparison

The current AE5A.DE Sharpe Ratio is 2.79, which is higher than the 18MK.DE Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of AE5A.DE and 18MK.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


AE5A.DE18MK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

-0.89

+3.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.21

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.30

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.25

+0.17

Drawdowns

AE5A.DE vs. 18MK.DE - Drawdown Comparison

The maximum AE5A.DE drawdown since its inception was -36.16%, smaller than the maximum 18MK.DE drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for AE5A.DE and 18MK.DE.


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Drawdown Indicators


AE5A.DE18MK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.16%

-42.41%

+6.25%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-20.43%

+10.09%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

-29.72%

+10.50%

Max Drawdown (5Y)

Largest decline over 5 years

-23.47%

-29.72%

+6.25%

Max Drawdown (10Y)

Largest decline over 10 years

-32.24%

-41.56%

+9.32%

Current Drawdown

Current decline from peak

-2.56%

-26.69%

+24.13%

Average Drawdown

Average peak-to-trough decline

-9.72%

-12.59%

+2.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

9.60%

-6.73%

Volatility

AE5A.DE vs. 18MK.DE - Volatility Comparison

Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) has a higher volatility of 7.32% compared to Amundi MSCI India UCITS ETF EUR (18MK.DE) at 5.23%. This indicates that AE5A.DE's price experiences larger fluctuations and is considered to be riskier than 18MK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AE5A.DE18MK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

5.23%

+2.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.97%

13.99%

+0.98%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

16.62%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

16.58%

+0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

20.29%

-1.24%

AE5A.DE vs. 18MK.DE - Expense Ratio Comparison

AE5A.DE has a 0.14% expense ratio, which is lower than 18MK.DE's 0.80% expense ratio.


Dividends

AE5A.DE vs. 18MK.DE - Dividend Comparison

AE5A.DE's dividend yield for the trailing twelve months is around 1.69%, while 18MK.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
18MK.DE
Amundi MSCI India UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
1.69%2.15%3.38%3.80%2.44%1.62%1.71%2.01%2.17%

Frequently Asked Questions


AE5A.DE and 18MK.DE have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.80% for 18MK.DE.

AE5A.DE is categorized as Emerging Markets Equities, while 18MK.DE is Asia Pacific Equities. AE5A.DE tracks MSCI Emerging Markets Index, while 18MK.DE tracks MSCI India. Their fees differ too: 0.14% for AE5A.DE and 0.80% for 18MK.DE.

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