AEME.L vs. TSGB.L
Compare and contrast key facts about Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) and VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L).
AEME.L and TSGB.L 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. TSGB.L is a passively managed fund by VanEck that tracks the performance of the MSCI ACWI NR USD. It was launched on May 3, 2013. Both AEME.L and TSGB.L 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 TSGB.L.
Key characteristics
| AEME.L | TSGB.L | |
|---|---|---|
| YTD Return | 5.56% | 7.28% |
| 1Y Return | 11.45% | 18.70% |
| 3Y Return (Ann) | -5.02% | 8.26% |
| Sharpe Ratio | 0.63 | 1.71 |
| Daily Std Dev | 19.37% | 10.58% |
| Max Drawdown | -40.09% | -26.10% |
| Current Drawdown | -21.22% | -0.08% |
Correlation
The correlation between AEME.L and TSGB.L 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. TSGB.L - Performance Comparison
In the year-to-date period, AEME.L achieves a 5.56% return, which is significantly lower than TSGB.L's 7.28% 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. TSGB.L - Expense Ratio Comparison
Both AEME.L and TSGB.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Risk-Adjusted Performance
AEME.L vs. TSGB.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 VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.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.
Dividends
AEME.L vs. TSGB.L - Dividend Comparison
AEME.L has not paid dividends to shareholders, while TSGB.L's dividend yield for the trailing twelve months is around 2.50%.
| 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% |
TSGB.L VanEck Sustainable World Equal Weight UCITS ETF A | 2.50% | 2.56% | 2.67% | 1.20% | 0.53% | 2.75% |
Drawdowns
AEME.L vs. TSGB.L - Drawdown Comparison
The maximum AEME.L drawdown since its inception was -40.09%, which is greater than TSGB.L's maximum drawdown of -26.10%. Use the drawdown chart below to compare losses from any high point for AEME.L and TSGB.L. For additional features, visit the drawdowns tool.
Volatility
AEME.L vs. TSGB.L - Volatility Comparison
Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) has a higher volatility of 4.57% compared to VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) at 4.21%. This indicates that AEME.L's price experiences larger fluctuations and is considered to be riskier than TSGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.