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ALAG.L vs. 3190.HK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALAG.L vs. 3190.HK - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) and Fubon Shanghai-Shenzhen-Hong Kong High Dividend Yield ETF (3190.HK). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ALAG.L is traded in GBp, while 3190.HK is traded in HKD. To make them comparable, the 3190.HK values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ALAG.L achieves a 10.55% return, which is significantly higher than 3190.HK's 7.76% return.


ALAG.L

1D
-0.47%
1M
-6.14%
YTD
10.55%
6M
7.97%
1Y
38.67%
3Y*
10.97%
5Y*
9.69%
10Y*
8.49%

3190.HK

1D
-1.06%
1M
-2.80%
YTD
7.76%
6M
3.75%
1Y
30.39%
3Y*
22.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALAG.L vs. 3190.HK - Yearly Performance Comparison


2026 (YTD)2025202420232022
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD
10.55%44.31%-25.31%25.10%9.28%
3190.HK
Fubon Shanghai-Shenzhen-Hong Kong High Dividend Yield ETF
7.76%29.77%37.80%6.56%-1.46%

Correlation

The correlation between ALAG.L and 3190.HK is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2022

0.13

The correlation between ALAG.L and 3190.HK shifts across timeframes, from -0.02 (1 year) to 0.13 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

ALAG.L vs. 3190.HK — Risk / Return Rank

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

ALAG.L
ALAG.L Risk / Return Rank: 6666
Overall Rank
ALAG.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ALAG.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
ALAG.L Omega Ratio Rank: 6464
Omega Ratio Rank
ALAG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
ALAG.L Martin Ratio Rank: 6161
Martin Ratio Rank

3190.HK
3190.HK Risk / Return Rank: 6666
Overall Rank
3190.HK Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
3190.HK Sortino Ratio Rank: 6161
Sortino Ratio Rank
3190.HK Omega Ratio Rank: 6060
Omega Ratio Rank
3190.HK Calmar Ratio Rank: 8282
Calmar Ratio Rank
3190.HK Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ALAG.L vs. 3190.HK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) and Fubon Shanghai-Shenzhen-Hong Kong High Dividend Yield ETF (3190.HK). 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.


ALAG.L3190.HKDifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.38

1.33

+0.05

Calmar ratioReturn relative to maximum drawdown

3.62

3.46

+0.16

Martin ratioReturn relative to average drawdown

10.83

9.02

+1.80

ALAG.L vs. 3190.HK - Sharpe Ratio Comparison

The current ALAG.L Sharpe Ratio is 2.22, which is comparable to the 3190.HK Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of ALAG.L and 3190.HK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ALAG.L3190.HKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

1.97

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

1.05

-0.65

Drawdowns

ALAG.L vs. 3190.HK - Drawdown Comparison

The maximum ALAG.L drawdown since its inception was -48.94%, which is greater than 3190.HK's maximum drawdown of -18.43%. Use the drawdown chart below to compare losses from any high point for ALAG.L and 3190.HK.


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Drawdown Indicators


ALAG.L3190.HKDifference

Max Drawdown

Largest peak-to-trough decline

-48.94%

-18.43%

-30.51%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-9.03%

-1.60%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

-12.50%

-13.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

Max Drawdown (10Y)

Largest decline over 10 years

-48.94%

Current Drawdown

Current decline from peak

-10.63%

-4.58%

-6.05%

Average Drawdown

Average peak-to-trough decline

-12.08%

-5.28%

-6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.42%

+0.14%

Volatility

ALAG.L vs. 3190.HK - Volatility Comparison

Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) has a higher volatility of 4.67% compared to Fubon Shanghai-Shenzhen-Hong Kong High Dividend Yield ETF (3190.HK) at 3.71%. This indicates that ALAG.L's price experiences larger fluctuations and is considered to be riskier than 3190.HK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALAG.L3190.HKDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

3.71%

+0.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

11.78%

+3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

15.83%

+1.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

19.47%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.89%

19.47%

+5.42%

ALAG.L vs. 3190.HK - Expense Ratio Comparison

ALAG.L has a 0.10% expense ratio, which is lower than 3190.HK's 0.60% expense ratio.


Dividends

ALAG.L vs. 3190.HK - Dividend Comparison

ALAG.L has not paid dividends to shareholders, while 3190.HK's dividend yield for the trailing twelve months is around 6.02%.


PositionTTM2025202420232022
3190.HK
Fubon Shanghai-Shenzhen-Hong Kong High Dividend Yield ETF
6.02%6.12%6.82%8.53%3.11%
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ALAG.L and 3190.HK have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ALAG.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ALAG.L is cheaper with a 0.10% expense ratio, compared with 0.60% for 3190.HK.

ALAG.L is categorized as Latin America Equities, while 3190.HK is Dividend. ALAG.L tracks MSCI EM Latin America NR USD, while 3190.HK tracks Hang Seng Shanghai-Shenzhen-Hong Kong (Selected Corporations) High Dividend Yield Index. They also come from different issuers: Amundi and Fubon. Their fees differ too: 0.10% for ALAG.L and 0.60% for 3190.HK.

Portfolio Optimizer

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