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AEMD.DE vs. WEBG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AEMD.DE vs. WEBG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) (AEMD.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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, AEMD.DE achieves a 27.93% return, which is significantly higher than WEBG.DE's 12.80% return.


AEMD.DE

1D
-1.54%
1M
6.52%
YTD
27.93%
6M
29.55%
1Y
50.42%
3Y*
20.72%
5Y*
8.34%
10Y*

WEBG.DE

1D
-0.23%
1M
3.70%
YTD
12.80%
6M
12.74%
1Y
26.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AEMD.DE vs. WEBG.DE - Yearly Performance Comparison


Correlation

The correlation between AEMD.DE and WEBG.DE is 0.78, 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

0.78

Correlation (All Time)
Calculated using the full available price history since Mar 18, 2024

0.73

The correlation between AEMD.DE and WEBG.DE has been stable across timeframes, ranging from 0.73 to 0.78 - a consistent structural relationship.

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Return for Risk

AEMD.DE vs. WEBG.DE — Risk / Return Rank

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

AEMD.DE
AEMD.DE Risk / Return Rank: 8585
Overall Rank
AEMD.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
AEMD.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
AEMD.DE Omega Ratio Rank: 8585
Omega Ratio Rank
AEMD.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
AEMD.DE Martin Ratio Rank: 8484
Martin Ratio Rank

WEBG.DE
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.

AEMD.DE vs. WEBG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) (AEMD.DE) and Amundi Prime All Country World UCITS ETF Dist (WEBG.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.


AEMD.DEWEBG.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.48

Omega ratioGain probability vs. loss probability

1.50

1.44

+0.07

Calmar ratioReturn relative to maximum drawdown

4.56

4.11

+0.45

Martin ratioReturn relative to average drawdown

16.70

16.53

+0.17

AEMD.DE vs. WEBG.DE - Sharpe Ratio Comparison

The current AEMD.DE Sharpe Ratio is 2.82, which is comparable to the WEBG.DE Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of AEMD.DE and WEBG.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


AEMD.DEWEBG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.82

2.33

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.24

-0.85

Drawdowns

AEMD.DE vs. WEBG.DE - Drawdown Comparison

The maximum AEMD.DE drawdown since its inception was -31.80%, which is greater than WEBG.DE's maximum drawdown of -21.31%. Use the drawdown chart below to compare losses from any high point for AEMD.DE and WEBG.DE.


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Drawdown Indicators


AEMD.DEWEBG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.80%

-21.31%

-10.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-6.50%

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-18.92%

Max Drawdown (5Y)

Largest decline over 5 years

-23.88%

Current Drawdown

Current decline from peak

-2.57%

-0.63%

-1.94%

Average Drawdown

Average peak-to-trough decline

-9.65%

-2.81%

-6.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

1.62%

+1.39%

Volatility

AEMD.DE vs. WEBG.DE - Volatility Comparison

Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) (AEMD.DE) has a higher volatility of 7.37% compared to Amundi Prime All Country World UCITS ETF Dist (WEBG.DE) at 3.10%. This indicates that AEMD.DE's price experiences larger fluctuations and is considered to be riskier than WEBG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AEMD.DEWEBG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

3.10%

+4.27%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

8.28%

+6.85%

Volatility (1Y)

Calculated over the trailing 1-year period

17.83%

11.48%

+6.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.75%

14.15%

+2.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.92%

14.15%

+4.77%

AEMD.DE vs. WEBG.DE - Expense Ratio Comparison

AEMD.DE has a 0.20% expense ratio, which is higher than WEBG.DE's 0.07% 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

AEMD.DE vs. WEBG.DE - Dividend Comparison

AEMD.DE's dividend yield for the trailing twelve months is around 1.51%, while WEBG.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AEMD.DE
Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D)
1.51%1.93%2.33%2.51%3.20%2.23%1.69%2.32%2.14%
WEBG.DE
Amundi Prime All Country World UCITS ETF Dist
1.22%1.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AEMD.DE and WEBG.DE have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WEBG.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WEBG.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for AEMD.DE.

AEMD.DE is categorized as Emerging Markets Equities, while WEBG.DE is Global Equities. AEMD.DE tracks MSCI EM NR USD, while WEBG.DE tracks Solactive GBS Global Markets Large & Mid Cap Index. Their fees differ too: 0.20% for AEMD.DE and 0.07% for WEBG.DE.

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