AEMD.L vs. DFEVX
Compare and contrast key facts about Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) (AEMD.L) and DFA Emerging Markets Value Portfolio (DFEVX).
AEMD.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Dec 19, 2017. DFEVX is managed by Dimensional Fund Advisors LP. It was launched on Mar 31, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEMD.L or DFEVX.
Key characteristics
| AEMD.L | DFEVX | |
|---|---|---|
| YTD Return | 8.01% | 7.40% |
| 1Y Return | 10.04% | 17.72% |
| 3Y Return (Ann) | -3.10% | 3.29% |
| Sharpe Ratio | 0.73 | 1.54 |
| Daily Std Dev | 13.64% | 11.11% |
| Max Drawdown | -29.09% | -67.59% |
| Current Drawdown | -18.60% | 0.00% |
Correlation
The correlation between AEMD.L and DFEVX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AEMD.L vs. DFEVX - Performance Comparison
In the year-to-date period, AEMD.L achieves a 8.01% return, which is significantly higher than DFEVX's 7.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AEMD.L vs. DFEVX - Expense Ratio Comparison
AEMD.L has a 0.20% expense ratio, which is lower than DFEVX's 0.45% expense ratio.
Risk-Adjusted Performance
AEMD.L vs. DFEVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) (AEMD.L) and DFA Emerging Markets Value Portfolio (DFEVX). 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.
Dividends
AEMD.L vs. DFEVX - Dividend Comparison
AEMD.L has not paid dividends to shareholders, while DFEVX's dividend yield for the trailing twelve months is around 4.02%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEMD.L Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEVX DFA Emerging Markets Value Portfolio | 4.02% | 4.39% | 4.44% | 3.82% | 2.47% | 3.28% | 2.49% | 2.44% | 1.99% | 2.55% | 2.62% | 3.85% |
Drawdowns
AEMD.L vs. DFEVX - Drawdown Comparison
The maximum AEMD.L drawdown since its inception was -29.09%, smaller than the maximum DFEVX drawdown of -67.59%. Use the drawdown chart below to compare losses from any high point for AEMD.L and DFEVX. For additional features, visit the drawdowns tool.
Volatility
AEMD.L vs. DFEVX - Volatility Comparison
Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) (AEMD.L) has a higher volatility of 4.47% compared to DFA Emerging Markets Value Portfolio (DFEVX) at 3.83%. This indicates that AEMD.L's price experiences larger fluctuations and is considered to be riskier than DFEVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.