AEME.L vs. FRDM
Compare and contrast key facts about Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) and Freedom 100 Emerging Markets ETF (FRDM).
AEME.L and FRDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AEME.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Jun 29, 2016. FRDM is a passively managed fund by Freedom Funds that tracks the performance of the Life + Liberty Freedom 100 Emerging Markets Index. It was launched on May 22, 2019. Both AEME.L and FRDM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AEME.L or FRDM.
Key characteristics
| AEME.L | FRDM | |
|---|---|---|
| YTD Return | 15.09% | 11.26% |
| 1Y Return | 23.89% | 26.38% |
| 3Y Return (Ann) | -1.37% | 5.68% |
| Sharpe Ratio | 1.34 | 1.47 |
| Sortino Ratio | 1.93 | 2.05 |
| Omega Ratio | 1.28 | 1.27 |
| Calmar Ratio | 0.76 | 1.68 |
| Martin Ratio | 9.15 | 6.70 |
| Ulcer Index | 2.83% | 4.09% |
| Daily Std Dev | 19.30% | 18.71% |
| Max Drawdown | -40.09% | -40.49% |
| Current Drawdown | -14.10% | -3.09% |
Correlation
The correlation between AEME.L and FRDM is 0.68, 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
AEME.L vs. FRDM - Performance Comparison
In the year-to-date period, AEME.L achieves a 15.09% return, which is significantly higher than FRDM's 11.26% 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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AEME.L vs. FRDM - Expense Ratio Comparison
AEME.L has a 0.20% expense ratio, which is lower than FRDM's 0.49% expense ratio.
Risk-Adjusted Performance
AEME.L vs. FRDM - 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 Freedom 100 Emerging Markets ETF (FRDM). 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
AEME.L vs. FRDM - Dividend Comparison
AEME.L has not paid dividends to shareholders, while FRDM's dividend yield for the trailing twelve months is around 2.42%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
AEME.L Amundi Index MSCI Emerging Markets UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRDM Freedom 100 Emerging Markets ETF | 2.42% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% |
Drawdowns
AEME.L vs. FRDM - Drawdown Comparison
The maximum AEME.L drawdown since its inception was -40.09%, roughly equal to the maximum FRDM drawdown of -40.49%. Use the drawdown chart below to compare losses from any high point for AEME.L and FRDM. For additional features, visit the drawdowns tool.
Volatility
AEME.L vs. FRDM - Volatility Comparison
The current volatility for Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) is 6.02%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 6.49%. This indicates that AEME.L experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.