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AEMD.L vs. DFEVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AEMD.L and DFEVX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AEMD.L vs. DFEVX - 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.L) and DFA Emerging Markets Value Portfolio (DFEVX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
9.71%
44.01%
AEMD.L
DFEVX

Key characteristics

Sharpe Ratio

AEMD.L:

-0.03

DFEVX:

0.31

Sortino Ratio

AEMD.L:

0.07

DFEVX:

0.48

Omega Ratio

AEMD.L:

1.01

DFEVX:

1.06

Calmar Ratio

AEMD.L:

-0.02

DFEVX:

0.26

Martin Ratio

AEMD.L:

-0.08

DFEVX:

0.73

Ulcer Index

AEMD.L:

5.86%

DFEVX:

5.80%

Daily Std Dev

AEMD.L:

15.97%

DFEVX:

14.82%

Max Drawdown

AEMD.L:

-29.09%

DFEVX:

-72.12%

Current Drawdown

AEMD.L:

-19.37%

DFEVX:

-4.54%

Returns By Period

In the year-to-date period, AEMD.L achieves a 0.91% return, which is significantly lower than DFEVX's 4.82% return.


AEMD.L

YTD

0.91%

1M

8.70%

6M

-4.90%

1Y

-0.52%

5Y*

3.07%

10Y*

N/A

DFEVX

YTD

4.82%

1M

13.87%

6M

-1.32%

1Y

4.51%

5Y*

12.10%

10Y*

4.49%

*Annualized

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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 Rank

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

AEMD.L
The Risk-Adjusted Performance Rank of AEMD.L is 1818
Overall Rank
The Sharpe Ratio Rank of AEMD.L is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of AEMD.L is 1717
Sortino Ratio Rank
The Omega Ratio Rank of AEMD.L is 1717
Omega Ratio Rank
The Calmar Ratio Rank of AEMD.L is 1919
Calmar Ratio Rank
The Martin Ratio Rank of AEMD.L is 1818
Martin Ratio Rank

DFEVX
The Risk-Adjusted Performance Rank of DFEVX is 3838
Overall Rank
The Sharpe Ratio Rank of DFEVX is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of DFEVX is 3737
Sortino Ratio Rank
The Omega Ratio Rank of DFEVX is 3535
Omega Ratio Rank
The Calmar Ratio Rank of DFEVX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of DFEVX is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current AEMD.L Sharpe Ratio is -0.03, which is lower than the DFEVX Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of AEMD.L and DFEVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50December2025FebruaryMarchAprilMay
0.29
0.30
AEMD.L
DFEVX

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 4.53%.


TTM20242023202220212020201920182017201620152014
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
4.53%4.68%4.39%4.44%3.81%2.46%2.47%2.49%2.44%1.99%2.55%2.63%

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 -72.12%. Use the drawdown chart below to compare losses from any high point for AEMD.L and DFEVX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-23.18%
-4.54%
AEMD.L
DFEVX

Volatility

AEMD.L vs. DFEVX - Volatility Comparison

Amundi Index MSCI Emerging Markets UCITS ETF DR EUR (D) (AEMD.L) has a higher volatility of 6.46% compared to DFA Emerging Markets Value Portfolio (DFEVX) at 4.46%. 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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
6.46%
4.46%
AEMD.L
DFEVX