PortfoliosLab logo
AHYQ.DE vs. H410.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AHYQ.DE and H410.DE is 0.47, 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

AHYQ.DE vs. H410.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

AHYQ.DE:

0.50

H410.DE:

0.29

Sortino Ratio

AHYQ.DE:

0.80

H410.DE:

0.66

Omega Ratio

AHYQ.DE:

1.12

H410.DE:

1.09

Calmar Ratio

AHYQ.DE:

0.44

H410.DE:

0.37

Martin Ratio

AHYQ.DE:

1.52

H410.DE:

1.33

Ulcer Index

AHYQ.DE:

6.26%

H410.DE:

5.36%

Daily Std Dev

AHYQ.DE:

17.84%

H410.DE:

17.57%

Max Drawdown

AHYQ.DE:

-33.70%

H410.DE:

-36.25%

Current Drawdown

AHYQ.DE:

-8.63%

H410.DE:

-7.43%

Returns By Period

In the year-to-date period, AHYQ.DE achieves a -3.92% return, which is significantly lower than H410.DE's -0.82% return. Over the past 10 years, AHYQ.DE has outperformed H410.DE with an annualized return of 8.89%, while H410.DE has yielded a comparatively lower 3.36% annualized return.


AHYQ.DE

YTD

-3.92%

1M

6.54%

6M

-5.12%

1Y

9.51%

3Y*

10.50%

5Y*

12.97%

10Y*

8.89%

H410.DE

YTD

-0.82%

1M

4.09%

6M

-0.78%

1Y

7.14%

3Y*

2.77%

5Y*

6.36%

10Y*

3.36%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


AHYQ.DE vs. H410.DE - Expense Ratio Comparison

AHYQ.DE has a 0.20% expense ratio, which is higher than H410.DE's 0.15% 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%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AHYQ.DE vs. H410.DE — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AHYQ.DE
The Risk-Adjusted Performance Rank of AHYQ.DE is 4646
Overall Rank
The Sharpe Ratio Rank of AHYQ.DE is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of AHYQ.DE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of AHYQ.DE is 5151
Omega Ratio Rank
The Calmar Ratio Rank of AHYQ.DE is 4646
Calmar Ratio Rank
The Martin Ratio Rank of AHYQ.DE is 4343
Martin Ratio Rank

H410.DE
The Risk-Adjusted Performance Rank of H410.DE is 3636
Overall Rank
The Sharpe Ratio Rank of H410.DE is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of H410.DE is 3636
Sortino Ratio Rank
The Omega Ratio Rank of H410.DE is 3636
Omega Ratio Rank
The Calmar Ratio Rank of H410.DE is 4141
Calmar Ratio Rank
The Martin Ratio Rank of H410.DE is 4040
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AHYQ.DE vs. H410.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE). 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.


The current AHYQ.DE Sharpe Ratio is 0.50, which is higher than the H410.DE Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of AHYQ.DE and H410.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AHYQ.DE vs. H410.DE - Dividend Comparison

AHYQ.DE's dividend yield for the trailing twelve months is around 1.72%, less than H410.DE's 2.48% yield.


TTM20242023202220212020201920182017201620152014
AHYQ.DE
Amundi MSCI World III UCITS ETF Dist
1.72%1.65%1.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
2.48%2.40%2.58%3.11%2.00%1.69%2.03%2.20%1.62%1.71%2.28%1.88%

Drawdowns

AHYQ.DE vs. H410.DE - Drawdown Comparison

The maximum AHYQ.DE drawdown since its inception was -33.70%, smaller than the maximum H410.DE drawdown of -36.25%. Use the drawdown chart below to compare losses from any high point for AHYQ.DE and H410.DE.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AHYQ.DE vs. H410.DE - Volatility Comparison

The current volatility for Amundi MSCI World III UCITS ETF Dist (AHYQ.DE) is 5.01%, while HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) has a volatility of 5.43%. This indicates that AHYQ.DE experiences smaller price fluctuations and is considered to be less risky than H410.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...