AEMU.L vs. EMHD.L
Compare and contrast key facts about Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) (AEMU.L) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L).
AEMU.L and EMHD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AEMU.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Feb 2, 2021. EMHD.L is a passively managed fund by Invesco that tracks the performance of the FTSE Emerging High Dividend Low Volatility Net Tax Index. It was launched on May 27, 2016. Both AEMU.L and EMHD.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.
Performance
AEMU.L vs. EMHD.L - Performance Comparison
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AEMU.L vs. EMHD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
AEMU.L Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) | 5.01% | 34.26% | 7.15% | 7.17% | -15.46% | -15.10% |
EMHD.L Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist | 10.04% | 26.93% | 2.28% | 10.88% | -17.26% | 9.34% |
Returns By Period
In the year-to-date period, AEMU.L achieves a 5.01% return, which is significantly lower than EMHD.L's 10.04% return.
AEMU.L
- 1D
- 4.14%
- 1M
- -6.38%
- YTD
- 5.01%
- 6M
- 8.69%
- 1Y
- 35.33%
- 3Y*
- 16.41%
- 5Y*
- 3.74%
- 10Y*
- —
EMHD.L
- 1D
- 2.31%
- 1M
- -0.67%
- YTD
- 10.04%
- 6M
- 16.60%
- 1Y
- 32.46%
- 3Y*
- 15.78%
- 5Y*
- 6.83%
- 10Y*
- —
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AEMU.L vs. EMHD.L - Expense Ratio Comparison
AEMU.L has a 0.20% expense ratio, which is lower than EMHD.L's 0.49% expense ratio.
Return for Risk
AEMU.L vs. EMHD.L — Risk / Return Rank
AEMU.L
EMHD.L
AEMU.L vs. EMHD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) (AEMU.L) and Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.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.
| AEMU.L | EMHD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 2.36 | -0.35 |
Sortino ratioReturn per unit of downside risk | 2.62 | 3.10 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.43 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 3.73 | -1.49 |
Martin ratioReturn relative to average drawdown | 7.89 | 15.21 | -7.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AEMU.L | EMHD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.00 | 2.36 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.45 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.46 | -0.23 |
Correlation
The correlation between AEMU.L and EMHD.L is 0.42, 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.
Dividends
AEMU.L vs. EMHD.L - Dividend Comparison
AEMU.L's dividend yield for the trailing twelve months is around 1.84%, less than EMHD.L's 4.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
AEMU.L Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) | 1.84% | 1.94% | 2.50% | 2.42% | 2.87% | 1.86% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMHD.L Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist | 4.81% | 5.17% | 5.78% | 5.99% | 9.02% | 6.08% | 4.02% | 5.04% | 5.51% | 4.92% | 2.37% |
Drawdowns
AEMU.L vs. EMHD.L - Drawdown Comparison
The maximum AEMU.L drawdown since its inception was -38.23%, roughly equal to the maximum EMHD.L drawdown of -38.32%. Use the drawdown chart below to compare losses from any high point for AEMU.L and EMHD.L.
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Drawdown Indicators
| AEMU.L | EMHD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.23% | -38.32% | +0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -13.52% | -8.77% | -4.75% |
Max Drawdown (5Y)Largest decline over 5 years | -37.44% | -30.43% | -7.01% |
Current DrawdownCurrent decline from peak | -9.63% | -2.19% | -7.44% |
Average DrawdownAverage peak-to-trough decline | -16.37% | -9.88% | -6.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.06% | 2.15% | +1.91% |
Volatility
AEMU.L vs. EMHD.L - Volatility Comparison
Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) (AEMU.L) has a higher volatility of 8.40% compared to Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L) at 4.93%. This indicates that AEMU.L's price experiences larger fluctuations and is considered to be riskier than EMHD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AEMU.L | EMHD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.40% | 4.93% | +3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.76% | 9.14% | +4.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.06% | 13.74% | +8.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.27% | 15.03% | +8.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.39% | 16.91% | +6.48% |