AE5A.DE vs. XPQP.DE
AE5A.DE (Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist) and XPQP.DE (Xtrackers MSCI Philippines UCITS ETF 1C) are both Emerging Markets Equities funds - AE5A.DE tracks the MSCI Emerging Markets Index while XPQP.DE tracks the MSCI Philippines Investable Market Total Return Net Index. Both are passively managed. Over the past 10 years, AE5A.DE returned 9.98%/yr vs -3.84%/yr for XPQP.DE. A 0.50 correlation means they provide meaningful diversification when combined. AE5A.DE charges 0.14%/yr vs 0.65%/yr for XPQP.DE.
Performance
AE5A.DE vs. XPQP.DE - Performance Comparison
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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 XPQP.DE's -2.31% return. Over the past 10 years, AE5A.DE has outperformed XPQP.DE with an annualized return of 9.98%, while XPQP.DE has yielded a comparatively lower -3.84% 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%
XPQP.DE
- 1D
- 0.05%
- 1M
- -0.41%
- YTD
- -2.31%
- 6M
- -1.01%
- 1Y
- -12.08%
- 3Y*
- -3.20%
- 5Y*
- -2.71%
- 10Y*
- -3.84%
AE5A.DE vs. XPQP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
XPQP.DE Xtrackers MSCI Philippines UCITS ETF 1C | -2.31% | -10.06% | 3.70% | -2.43% | -11.20% | 6.79% | -11.66% | 10.20% | -12.98% | 4.83% |
Correlation
The correlation between AE5A.DE and XPQP.DE is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2012 | 0.50 |
The correlation between AE5A.DE and XPQP.DE shifts across timeframes, from 0.35 (5 years) to 0.50 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
AE5A.DE vs. XPQP.DE — Risk / Return Rank
AE5A.DE
XPQP.DE
AE5A.DE vs. XPQP.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 Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.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.DE | XPQP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.21 | ||
| Sortino ratioReturn per unit of downside risk | +4.14 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.94 | +0.57 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | -0.61 | +5.41 |
| Martin ratioReturn relative to average drawdown | 17.35 | -1.09 | +18.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AE5A.DE | XPQP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.79 | -0.42 | +3.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | -0.14 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | -0.18 | +0.71 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.01 | +0.41 |
Drawdowns
AE5A.DE vs. XPQP.DE - Drawdown Comparison
The maximum AE5A.DE drawdown since its inception was -36.16%, smaller than the maximum XPQP.DE drawdown of -53.15%. Use the drawdown chart below to compare losses from any high point for AE5A.DE and XPQP.DE.
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Drawdown Indicators
| AE5A.DE | XPQP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.16% | -53.15% | +16.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -19.19% | +8.85% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -26.47% | +7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -23.47% | -28.22% | +4.75% |
Max Drawdown (10Y)Largest decline over 10 years | -32.24% | -48.68% | +16.44% |
Current DrawdownCurrent decline from peak | -2.56% | -42.03% | +39.47% |
Average DrawdownAverage peak-to-trough decline | -9.72% | -26.75% | +17.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 10.82% | -7.95% |
Volatility
AE5A.DE vs. XPQP.DE - Volatility Comparison
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) has a higher volatility of 7.32% compared to Xtrackers MSCI Philippines UCITS ETF 1C (XPQP.DE) at 6.03%. This indicates that AE5A.DE's price experiences larger fluctuations and is considered to be riskier than XPQP.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.DE | XPQP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.32% | 6.03% | +1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 14.97% | 15.18% | -0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.82% | 28.33% | -10.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.23% | 19.93% | -2.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 21.77% | -2.72% |
AE5A.DE vs. XPQP.DE - Expense Ratio Comparison
AE5A.DE has a 0.14% expense ratio, which is lower than XPQP.DE's 0.65% expense ratio.
Dividends
AE5A.DE vs. XPQP.DE - Dividend Comparison
AE5A.DE's dividend yield for the trailing twelve months is around 1.69%, while XPQP.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
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% |
XPQP.DE Xtrackers MSCI Philippines UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
AE5A.DE and XPQP.DE have a correlation of 0.37, 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 0.65% for XPQP.DE.
AE5A.DE tracks MSCI Emerging Markets Index, while XPQP.DE tracks MSCI Philippines Investable Market Total Return Net Index. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.14% for AE5A.DE and 0.65% for XPQP.DE.
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