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

Performance

ALAG.L vs. IUSK.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 iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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 IUSK.DE is traded in EUR. To make them comparable, the IUSK.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 IUSK.DE's 5.69% return. Both investments have delivered pretty close results over the past 10 years, with ALAG.L having a 8.49% annualized return and IUSK.DE not far ahead at 8.91%.


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%

IUSK.DE

1D
0.86%
1M
3.81%
YTD
5.69%
6M
7.34%
1Y
8.22%
3Y*
7.18%
5Y*
5.50%
10Y*
8.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ALAG.L vs. IUSK.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%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)
5.69%9.36%0.77%14.13%-10.54%17.79%9.89%24.08%-6.39%16.17%

Correlation

The correlation between ALAG.L and IUSK.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.41

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

0.37

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

0.44

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

0.44

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Return for Risk

ALAG.L vs. IUSK.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

IUSK.DE
IUSK.DE Risk / Return Rank: 1515
Overall Rank
IUSK.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IUSK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IUSK.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IUSK.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
IUSK.DE Martin Ratio Rank: 1616
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. IUSK.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 iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.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.LIUSK.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.38

1.12

+0.27

Calmar ratioReturn relative to maximum drawdown

3.62

0.75

+2.88

Martin ratioReturn relative to average drawdown

10.83

2.43

+8.39

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

The current ALAG.L Sharpe Ratio is 2.22, which is higher than the IUSK.DE Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of ALAG.L and IUSK.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.LIUSK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

0.62

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.37

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.58

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.49

-0.09

Drawdowns

ALAG.L vs. IUSK.DE - Drawdown Comparison

The maximum ALAG.L drawdown since its inception was -48.94%, which is greater than IUSK.DE's maximum drawdown of -25.54%. Use the drawdown chart below to compare losses from any high point for ALAG.L and IUSK.DE.


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Drawdown Indicators


ALAG.LIUSK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.94%

-25.54%

-23.40%

Max Drawdown (1Y)

Largest decline over 1 year

-10.63%

-10.99%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-25.74%

-15.69%

-10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-20.74%

-5.00%

Max Drawdown (10Y)

Largest decline over 10 years

-48.94%

-25.54%

-23.40%

Current Drawdown

Current decline from peak

-10.63%

-0.50%

-10.13%

Average Drawdown

Average peak-to-trough decline

-12.08%

-5.17%

-6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

3.38%

+0.18%

Volatility

ALAG.L vs. IUSK.DE - Volatility Comparison

Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) has a higher volatility of 4.67% compared to iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) at 3.99%. This indicates that ALAG.L's price experiences larger fluctuations and is considered to be riskier than IUSK.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ALAG.LIUSK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.67%

3.99%

+0.68%

Volatility (6M)

Calculated over the trailing 6-month period

15.08%

11.00%

+4.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.38%

13.28%

+4.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.42%

14.57%

+5.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.89%

15.20%

+9.69%

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

ALAG.L has a 0.10% expense ratio, which is lower than IUSK.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. IUSK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


ALAG.L and IUSK.DE have a correlation of 0.38, 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 IUSK.DE.

ALAG.L is categorized as Latin America Equities, while IUSK.DE is Europe Equities. ALAG.L tracks MSCI EM Latin America NR USD, while IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.10% for ALAG.L and 0.20% for IUSK.DE.

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