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ALAG.L vs. XMLA.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ALAG.L vs. XMLA.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 Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (XMLA.L). The values are adjusted to include any dividend payments, if applicable.

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ALAG.L vs. XMLA.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD
18.11%44.31%-25.31%25.10%21.74%-8.24%-16.56%12.56%-1.55%12.30%
XMLA.L
Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C
17.05%47.26%-28.14%19.29%15.56%-17.92%-16.50%12.08%-1.16%11.16%

Returns By Period

In the year-to-date period, ALAG.L achieves a 18.11% return, which is significantly higher than XMLA.L's 17.05% return. Over the past 10 years, ALAG.L has outperformed XMLA.L with an annualized return of 8.94%, while XMLA.L has yielded a comparatively lower 6.26% annualized return.


ALAG.L

1D
2.43%
1M
-0.71%
YTD
18.11%
6M
29.75%
1Y
53.58%
3Y*
16.05%
5Y*
14.09%
10Y*
8.94%

XMLA.L

1D
3.09%
1M
0.66%
YTD
17.05%
6M
26.41%
1Y
53.45%
3Y*
13.31%
5Y*
9.13%
10Y*
6.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

ALAG.L has a 0.10% expense ratio, which is lower than XMLA.L's 0.65% expense ratio.


Return for Risk

ALAG.L vs. XMLA.L — 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: 9696
Overall Rank
ALAG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ALAG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
ALAG.L Omega Ratio Rank: 9595
Omega Ratio Rank
ALAG.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
ALAG.L Martin Ratio Rank: 9696
Martin Ratio Rank

XMLA.L
XMLA.L Risk / Return Rank: 9696
Overall Rank
XMLA.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
XMLA.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
XMLA.L Omega Ratio Rank: 9595
Omega Ratio Rank
XMLA.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XMLA.L Martin Ratio Rank: 9595
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. XMLA.L - 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 Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (XMLA.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.


ALAG.LXMLA.LDifference

Sharpe ratio

Return per unit of total volatility

2.81

2.79

+0.02

Sortino ratio

Return per unit of downside risk

3.41

3.55

-0.14

Omega ratio

Gain probability vs. loss probability

1.49

1.48

0.00

Calmar ratio

Return relative to maximum drawdown

5.27

5.71

-0.44

Martin ratio

Return relative to average drawdown

17.75

17.43

+0.32

ALAG.L vs. XMLA.L - Sharpe Ratio Comparison

The current ALAG.L Sharpe Ratio is 2.81, which is comparable to the XMLA.L Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of ALAG.L and XMLA.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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Sharpe Ratios by Period


ALAG.LXMLA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.81

2.79

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.43

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.25

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.11

+0.32

Correlation

The correlation between ALAG.L and XMLA.L is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ALAG.L vs. XMLA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ALAG.L vs. XMLA.L - Drawdown Comparison

The maximum ALAG.L drawdown since its inception was -48.94%, smaller than the maximum XMLA.L drawdown of -59.62%. Use the drawdown chart below to compare losses from any high point for ALAG.L and XMLA.L.


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Drawdown Indicators


ALAG.LXMLA.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.94%

-59.62%

+10.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.31%

-9.37%

-0.94%

Max Drawdown (5Y)

Largest decline over 5 years

-25.74%

-30.25%

+4.51%

Max Drawdown (10Y)

Largest decline over 10 years

-48.94%

-49.07%

+0.13%

Current Drawdown

Current decline from peak

-2.12%

-1.95%

-0.17%

Average Drawdown

Average peak-to-trough decline

-12.20%

-25.36%

+13.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.07%

-0.01%

Volatility

ALAG.L vs. XMLA.L - Volatility Comparison

Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) and Xtrackers MSCI EM Latin America ESG Swap UCITS ETF 1C (XMLA.L) have volatilities of 8.69% and 8.47%, 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.LXMLA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.69%

8.47%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

14.39%

+0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

19.04%

19.10%

-0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.46%

21.20%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.04%

25.22%

-0.18%