AEME.L vs. SCHD
Compare and contrast key facts about Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) and Schwab US Dividend Equity ETF (SCHD).
AEME.L and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011. Both AEME.L and SCHD 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 SCHD.
Performance
AEME.L vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, AEME.L achieves a 8.54% return, which is significantly lower than SCHD's 16.58% return.
AEME.L
8.54%
-6.35%
-0.64%
13.58%
N/A
N/A
SCHD
16.58%
-0.07%
10.53%
26.04%
12.78%
11.44%
Key characteristics
| AEME.L | SCHD | |
|---|---|---|
| Sharpe Ratio | 0.79 | 2.41 |
| Sortino Ratio | 1.25 | 3.46 |
| Omega Ratio | 1.15 | 1.42 |
| Calmar Ratio | 0.40 | 3.46 |
| Martin Ratio | 3.75 | 13.08 |
| Ulcer Index | 3.26% | 2.04% |
| Daily Std Dev | 15.39% | 11.08% |
| Max Drawdown | -40.09% | -33.37% |
| Current Drawdown | -19.00% | -1.27% |
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AEME.L vs. SCHD - Expense Ratio Comparison
AEME.L has a 0.20% expense ratio, which is higher than SCHD's 0.06% 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 SCHD is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
AEME.L vs. SCHD - 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 Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
AEME.L has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.39%.
| 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% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
AEME.L vs. SCHD - Drawdown Comparison
The maximum AEME.L drawdown since its inception was -40.09%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for AEME.L and SCHD. For additional features, visit the drawdowns tool.
Volatility
AEME.L vs. SCHD - Volatility Comparison
Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) has a higher volatility of 4.87% compared to Schwab US Dividend Equity ETF (SCHD) at 3.60%. This indicates that AEME.L's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.