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AEME.L vs. EIMI.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AEME.LEIMI.L
YTD Return7.93%7.92%
1Y Return9.81%10.71%
3Y Return (Ann)-3.86%-2.57%
Sharpe Ratio0.510.73
Daily Std Dev18.86%14.47%
Max Drawdown-40.09%-38.73%
Current Drawdown-19.45%-14.65%

Correlation

-0.50.00.51.01.0

The correlation between AEME.L and EIMI.L is 0.97, 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

AEME.L vs. EIMI.L - Performance Comparison

The year-to-date returns for both stocks are quite close, with AEME.L having a 7.93% return and EIMI.L slightly lower at 7.92%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-25.00%-20.00%-15.00%-10.00%FebruaryMarchAprilMayJuneJuly
-15.16%
-10.20%
AEME.L
EIMI.L

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amundi Index MSCI Emerging Markets UCITS ETF DR (C)

iShares Core MSCI EM IMI UCITS ETF

AEME.L vs. EIMI.L - Expense Ratio Comparison

AEME.L has a 0.20% expense ratio, which is higher than EIMI.L's 0.18% 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%.


AEME.L
Amundi Index MSCI Emerging Markets UCITS ETF DR (C)
Expense ratio chart for AEME.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for EIMI.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

AEME.L vs. EIMI.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). 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.


AEME.L
Sharpe ratio
The chart of Sharpe ratio for AEME.L, currently valued at 0.51, compared to the broader market0.002.004.006.000.51
Sortino ratio
The chart of Sortino ratio for AEME.L, currently valued at 0.85, compared to the broader market0.005.0010.0015.000.85
Omega ratio
The chart of Omega ratio for AEME.L, currently valued at 1.12, compared to the broader market1.002.003.001.12
Calmar ratio
The chart of Calmar ratio for AEME.L, currently valued at 0.29, compared to the broader market0.005.0010.0015.0020.000.29
Martin ratio
The chart of Martin ratio for AEME.L, currently valued at 1.69, compared to the broader market0.0050.00100.00150.001.69
EIMI.L
Sharpe ratio
The chart of Sharpe ratio for EIMI.L, currently valued at 0.73, compared to the broader market0.002.004.006.000.73
Sortino ratio
The chart of Sortino ratio for EIMI.L, currently valued at 1.17, compared to the broader market0.005.0010.0015.001.17
Omega ratio
The chart of Omega ratio for EIMI.L, currently valued at 1.13, compared to the broader market1.002.003.001.13
Calmar ratio
The chart of Calmar ratio for EIMI.L, currently valued at 0.35, compared to the broader market0.005.0010.0015.0020.000.35
Martin ratio
The chart of Martin ratio for EIMI.L, currently valued at 2.13, compared to the broader market0.0050.00100.00150.002.13

AEME.L vs. EIMI.L - Sharpe Ratio Comparison

The current AEME.L Sharpe Ratio is 0.51, which roughly equals the EIMI.L Sharpe Ratio of 0.73. The chart below compares the 12-month rolling Sharpe Ratio of AEME.L and EIMI.L.


Rolling 12-month Sharpe Ratio0.000.501.00FebruaryMarchAprilMayJuneJuly
0.51
0.73
AEME.L
EIMI.L

Dividends

AEME.L vs. EIMI.L - Dividend Comparison

Neither AEME.L nor EIMI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AEME.L vs. EIMI.L - Drawdown Comparison

The maximum AEME.L drawdown since its inception was -40.09%, roughly equal to the maximum EIMI.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for AEME.L and EIMI.L. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%FebruaryMarchAprilMayJuneJuly
-19.45%
-14.65%
AEME.L
EIMI.L

Volatility

AEME.L vs. EIMI.L - Volatility Comparison

Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L) have volatilities of 3.12% and 3.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%5.50%FebruaryMarchAprilMayJuneJuly
3.12%
3.22%
AEME.L
EIMI.L