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ALAG.L vs. AMEL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ALAG.L vs. AMEL.DE - 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 Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE). 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 AMEL.DE is traded in EUR. To make them comparable, the AMEL.DE 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 AMEL.DE's 9.96% return. Both investments have delivered pretty close results over the past 10 years, with ALAG.L having a 8.49% annualized return and AMEL.DE not far behind at 8.47%.


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%

AMEL.DE

1D
-0.74%
1M
-7.02%
YTD
9.96%
6M
7.60%
1Y
38.17%
3Y*
10.93%
5Y*
9.63%
10Y*
8.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALAG.L vs. AMEL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD
10.55%44.31%-25.31%25.10%21.74%-8.24%-16.56%12.56%-1.55%12.30%
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
9.96%45.25%-25.61%25.54%22.72%-10.04%-16.84%14.41%-1.90%12.77%

Correlation

The correlation between ALAG.L and AMEL.DE is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.84

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

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.93

The correlation between ALAG.L and AMEL.DE has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

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Return for Risk

ALAG.L vs. AMEL.DE — 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

AMEL.DE
AMEL.DE Risk / Return Rank: 5757
Overall Rank
AMEL.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMEL.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMEL.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMEL.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
AMEL.DE Martin Ratio Rank: 5656
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. AMEL.DE - 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 Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.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.


ALAG.LAMEL.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.38

1.37

+0.01

Calmar ratioReturn relative to maximum drawdown

3.62

3.36

+0.26

Martin ratioReturn relative to average drawdown

10.83

10.32

+0.50

ALAG.L vs. AMEL.DE - Sharpe Ratio Comparison

The current ALAG.L Sharpe Ratio is 2.22, which is comparable to the AMEL.DE Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of ALAG.L and AMEL.DE, 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.LAMEL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

2.12

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.46

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.34

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.13

+0.27

Drawdowns

ALAG.L vs. AMEL.DE - Drawdown Comparison

The maximum ALAG.L drawdown since its inception was -48.94%, smaller than the maximum AMEL.DE drawdown of -56.09%. Use the drawdown chart below to compare losses from any high point for ALAG.L and AMEL.DE.


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Drawdown Indicators


ALAG.LAMEL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.94%

-56.09%

+7.15%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-11.30%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

-26.69%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-26.69%

+0.95%

Max Drawdown (10Y)

Largest decline over 10 years

-48.94%

-48.72%

-0.22%

Current Drawdown

Current decline from peak

-10.63%

-11.30%

+0.67%

Average Drawdown

Average peak-to-trough decline

-12.08%

-18.05%

+5.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.69%

-0.13%

Volatility

ALAG.L vs. AMEL.DE - Volatility Comparison

Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) and Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) have volatilities of 4.67% and 4.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALAG.LAMEL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

4.90%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

15.19%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

17.96%

-0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

20.65%

-0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.89%

25.09%

-0.20%

ALAG.L vs. AMEL.DE - Expense Ratio Comparison

ALAG.L has a 0.10% expense ratio, which is lower than AMEL.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ALAG.L vs. AMEL.DE - Dividend Comparison

Neither ALAG.L nor AMEL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


ALAG.L and AMEL.DE have a correlation of 0.84, 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 0.20% for AMEL.DE.

ALAG.L tracks MSCI EM Latin America NR USD, while AMEL.DE tracks MSCI Emerging Markets Latin America. Their fees differ too: 0.10% for ALAG.L and 0.20% for AMEL.DE.

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