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ALAG.L vs. EMIM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ALAG.L and EMIM.L is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ALAG.L vs. EMIM.L - 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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ALAG.L:

-0.45

EMIM.L:

0.19

Sortino Ratio

ALAG.L:

-0.52

EMIM.L:

0.35

Omega Ratio

ALAG.L:

0.94

EMIM.L:

1.05

Calmar Ratio

ALAG.L:

-0.34

EMIM.L:

0.17

Martin Ratio

ALAG.L:

-0.60

EMIM.L:

0.60

Ulcer Index

ALAG.L:

14.63%

EMIM.L:

4.63%

Daily Std Dev

ALAG.L:

19.03%

EMIM.L:

15.40%

Max Drawdown

ALAG.L:

-48.94%

EMIM.L:

-31.70%

Current Drawdown

ALAG.L:

-12.80%

EMIM.L:

-3.11%

Returns By Period

In the year-to-date period, ALAG.L achieves a 17.32% return, which is significantly higher than EMIM.L's 2.90% return.


ALAG.L

YTD

17.32%

1M

11.20%

6M

6.47%

1Y

-8.66%

5Y*

11.98%

10Y*

N/A

EMIM.L

YTD

2.90%

1M

9.62%

6M

3.28%

1Y

2.94%

5Y*

7.13%

10Y*

5.39%

*Annualized

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ALAG.L vs. EMIM.L - Expense Ratio Comparison

ALAG.L has a 0.10% expense ratio, which is lower than EMIM.L's 0.18% 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%.


Risk-Adjusted Performance

ALAG.L vs. EMIM.L — Risk-Adjusted Performance Rank

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

ALAG.L
The Risk-Adjusted Performance Rank of ALAG.L is 55
Overall Rank
The Sharpe Ratio Rank of ALAG.L is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ALAG.L is 44
Sortino Ratio Rank
The Omega Ratio Rank of ALAG.L is 55
Omega Ratio Rank
The Calmar Ratio Rank of ALAG.L is 44
Calmar Ratio Rank
The Martin Ratio Rank of ALAG.L is 88
Martin Ratio Rank

EMIM.L
The Risk-Adjusted Performance Rank of EMIM.L is 2525
Overall Rank
The Sharpe Ratio Rank of EMIM.L is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of EMIM.L is 2323
Sortino Ratio Rank
The Omega Ratio Rank of EMIM.L is 2222
Omega Ratio Rank
The Calmar Ratio Rank of EMIM.L is 2727
Calmar Ratio Rank
The Martin Ratio Rank of EMIM.L is 2626
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.

ALAG.L vs. EMIM.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.


The current ALAG.L Sharpe Ratio is -0.45, which is lower than the EMIM.L Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of ALAG.L and EMIM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ALAG.L vs. EMIM.L - Dividend Comparison

Neither ALAG.L nor EMIM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ALAG.L vs. EMIM.L - Drawdown Comparison

The maximum ALAG.L drawdown since its inception was -48.94%, which is greater than EMIM.L's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for ALAG.L and EMIM.L. For additional features, visit the drawdowns tool.


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Volatility

ALAG.L vs. EMIM.L - Volatility Comparison

Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) has a higher volatility of 5.39% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) at 4.30%. This indicates that ALAG.L's price experiences larger fluctuations and is considered to be riskier than EMIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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