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AE5A.DE vs. EUNI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AE5A.DE vs. EUNI.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 iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.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 EUNI.DE's 16.80% return. Over the past 10 years, AE5A.DE has outperformed EUNI.DE with an annualized return of 9.98%, while EUNI.DE has yielded a comparatively lower 8.99% annualized return.


AE5A.DE

1D
-1.54%
1M
3.57%
YTD
27.41%
6M
28.14%
1Y
48.94%
3Y*
20.90%
5Y*
8.49%
10Y*
9.98%

EUNI.DE

1D
-0.41%
1M
-0.02%
YTD
16.80%
6M
15.58%
1Y
26.07%
3Y*
13.85%
5Y*
7.89%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AE5A.DE vs. EUNI.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%
EUNI.DE
iShares MSCI Emerging Markets Small Cap UCITS ETF
16.80%6.21%8.18%19.10%-13.60%28.84%7.23%14.66%-16.19%18.31%

Correlation

The correlation between AE5A.DE and EUNI.DE is 0.81, 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

0.81

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

0.76

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

0.75

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

0.83

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

0.85

The correlation between AE5A.DE and EUNI.DE has been stable across timeframes, ranging from 0.75 to 0.85 - a consistent structural relationship.

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Return for Risk

AE5A.DE vs. EUNI.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

EUNI.DE
EUNI.DE Risk / Return Rank: 5252
Overall Rank
EUNI.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EUNI.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EUNI.DE Omega Ratio Rank: 4545
Omega Ratio Rank
EUNI.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
EUNI.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.

AE5A.DE vs. EUNI.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 iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.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.DEEUNI.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.23

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.50

1.28

+0.22

Calmar ratioReturn relative to maximum drawdown

4.80

3.23

+1.57

Martin ratioReturn relative to average drawdown

17.35

10.53

+6.82

AE5A.DE vs. EUNI.DE - Sharpe Ratio Comparison

The current AE5A.DE Sharpe Ratio is 2.79, which is higher than the EUNI.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of AE5A.DE and EUNI.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.DEEUNI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.79

1.56

+1.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.51

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.53

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.41

+0.01

Drawdowns

AE5A.DE vs. EUNI.DE - Drawdown Comparison

The maximum AE5A.DE drawdown since its inception was -36.16%, smaller than the maximum EUNI.DE drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for AE5A.DE and EUNI.DE.


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Drawdown Indicators


AE5A.DEEUNI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.16%

-41.89%

+5.73%

Max Drawdown (1Y)

Largest decline over 1 year

-10.34%

-7.95%

-2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

-21.15%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-23.47%

-21.15%

-2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-32.24%

-41.89%

+9.65%

Current Drawdown

Current decline from peak

-2.56%

-2.54%

-0.02%

Average Drawdown

Average peak-to-trough decline

-9.72%

-10.57%

+0.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

2.44%

+0.43%

Volatility

AE5A.DE vs. EUNI.DE - Volatility Comparison

Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) has a higher volatility of 7.32% compared to iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.DE) at 6.91%. This indicates that AE5A.DE's price experiences larger fluctuations and is considered to be riskier than EUNI.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.DEEUNI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.32%

6.91%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

14.97%

14.01%

+0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

17.82%

16.45%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.23%

15.21%

+2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.05%

16.84%

+2.21%

AE5A.DE vs. EUNI.DE - Expense Ratio Comparison

AE5A.DE has a 0.14% expense ratio, which is lower than EUNI.DE's 0.74% expense ratio.


Dividends

AE5A.DE vs. EUNI.DE - Dividend Comparison

AE5A.DE's dividend yield for the trailing twelve months is around 1.69%, more than EUNI.DE's 0.81% yield.


PositionTTM20252024202320222021202020192018201720162015
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%0.00%0.00%0.00%
EUNI.DE
iShares MSCI Emerging Markets Small Cap UCITS ETF
0.81%1.83%1.74%2.11%2.47%1.23%1.77%2.02%2.14%1.45%2.00%0.85%

Frequently Asked Questions


AE5A.DE and EUNI.DE have a correlation of 0.81, 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 0.74% for EUNI.DE.

AE5A.DE tracks MSCI Emerging Markets Index, while EUNI.DE tracks MSCI Emerging Markets Small Cap. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.14% for AE5A.DE and 0.74% for EUNI.DE.

Portfolio Optimizer

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