AEME.L vs. IEMG
Compare and contrast key facts about Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) and iShares Core MSCI Emerging Markets ETF (IEMG).
AEME.L and IEMG 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. IEMG is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on Oct 18, 2012. Both AEME.L and IEMG 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 IEMG.
Performance
AEME.L vs. IEMG - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with AEME.L having a 8.54% return and IEMG slightly lower at 8.41%.
AEME.L
8.54%
-6.35%
-0.64%
13.58%
N/A
N/A
IEMG
8.41%
-5.25%
0.12%
13.35%
3.87%
3.33%
Key characteristics
| AEME.L | IEMG | |
|---|---|---|
| Sharpe Ratio | 0.79 | 0.90 |
| Sortino Ratio | 1.25 | 1.34 |
| Omega Ratio | 1.15 | 1.16 |
| Calmar Ratio | 0.40 | 0.53 |
| Martin Ratio | 3.75 | 4.42 |
| Ulcer Index | 3.26% | 3.06% |
| Daily Std Dev | 15.39% | 15.08% |
| Max Drawdown | -40.09% | -38.72% |
| Current Drawdown | -19.00% | -14.14% |
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AEME.L vs. IEMG - Expense Ratio Comparison
AEME.L has a 0.20% expense ratio, which is higher than IEMG's 0.14% 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%.
Correlation
The correlation between AEME.L and IEMG is 0.80, 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.
Risk-Adjusted Performance
AEME.L vs. IEMG - 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 Emerging Markets ETF (IEMG). 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. IEMG - Dividend Comparison
AEME.L has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 2.74%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AEME.L Amundi Index MSCI Emerging Markets UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.74% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
Drawdowns
AEME.L vs. IEMG - Drawdown Comparison
The maximum AEME.L drawdown since its inception was -40.09%, roughly equal to the maximum IEMG drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for AEME.L and IEMG. For additional features, visit the drawdowns tool.
Volatility
AEME.L vs. IEMG - Volatility Comparison
Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) has a higher volatility of 4.87% compared to iShares Core MSCI Emerging Markets ETF (IEMG) at 4.61%. This indicates that AEME.L's price experiences larger fluctuations and is considered to be riskier than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.