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ALAU.L vs. 100D.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ALAU.L vs. 100D.L

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi MSCI Em Latin America (ALAU.L) and Amundi FTSE 100 UCITS ETF (100D.L).

ALAU.L and 100D.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ALAU.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM Latin America NR USD. It was launched on Mar 22, 2018. 100D.L is a passively managed fund by Amundi that tracks the performance of the FTSE AllSh TR GBP. It was launched on Sep 24, 2021. Both ALAU.L and 100D.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

ALAU.L vs. 100D.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amundi MSCI Em Latin America (ALAU.L) and Amundi FTSE 100 UCITS ETF (100D.L). The values are adjusted to include any dividend payments, if applicable.

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ALAU.L vs. 100D.L - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ALAU.L
Amundi MSCI Em Latin America		16.73%54.14%-26.41%31.12%13.78%-9.59%-8.76%-3.38%
100D.L
Amundi FTSE 100 UCITS ETF		4.14%35.26%7.50%13.03%-6.40%16.93%-9.08%5.82%
Different Trading Currencies

ALAU.L is traded in USD, while 100D.L is traded in GBp. To make them comparable, the 100D.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ALAU.L achieves a 16.73% return, which is significantly higher than 100D.L's 4.14% return.

ALAU.L

1D
3.15%
1M
-0.58%
YTD
16.73%
6M
27.99%
1Y
58.51%
3Y*
19.00%
5Y*
13.63%
10Y*
8.96%

100D.L

1D
2.39%
1M
-4.03%
YTD
4.14%
6M
9.84%
1Y
27.73%
3Y*
17.57%
5Y*
11.96%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Amundi MSCI Em Latin America

Amundi FTSE 100 UCITS ETF

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Often compared with 100D.L:
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ALAU.L vs. 100D.L - Expense Ratio Comparison

ALAU.L has a 0.10% expense ratio, which is lower than 100D.L's 0.14% 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%.

100D.L
Amundi FTSE 100 UCITS ETF
ALAU.L
Amundi MSCI Em Latin America

Return for Risk

ALAU.L vs. 100D.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ALAU.L
ALAU.L Risk / Return Rank: 9595
Overall Rank
ALAU.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ALAU.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
ALAU.L Omega Ratio Rank: 9494
Omega Ratio Rank
ALAU.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
ALAU.L Martin Ratio Rank: 9494
Martin Ratio Rank
100D.L
100D.L Risk / Return Rank: 8585
Overall Rank
100D.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
100D.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
100D.L Omega Ratio Rank: 8989
Omega Ratio Rank
100D.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
100D.L Martin Ratio Rank: 8484
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.

ALAU.L vs. 100D.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Em Latin America (ALAU.L) and Amundi FTSE 100 UCITS ETF (100D.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.

ALAU.L100D.LDifference

Sharpe ratio

Return per unit of total volatility

2.74

1.66

+1.07

Sortino ratio

Return per unit of downside risk

3.48

2.09

+1.40

Omega ratio

Gain probability vs. loss probability

1.46

1.33

+0.13

Calmar ratio

Return relative to maximum drawdown

4.84

2.28

+2.56

Martin ratio

Return relative to average drawdown

15.76

9.88

+5.88

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ALAU.L vs. 100D.L - Sharpe Ratio Comparison

The current ALAU.L Sharpe Ratio is 2.74, which is higher than the 100D.L Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of ALAU.L and 100D.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

ALAU.L100D.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

1.66

+1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.72

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.46

+0.06

Correlation

The correlation between ALAU.L and 100D.L is 0.28, 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.

Dividends

ALAU.L vs. 100D.L - Dividend Comparison

ALAU.L has not paid dividends to shareholders, while 100D.L's dividend yield for the trailing twelve months is around 3.59%.

TTM2025202420232022202120202019
ALAU.L
Amundi MSCI Em Latin America		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
100D.L
Amundi FTSE 100 UCITS ETF		3.59%3.78%4.17%3.90%3.80%3.39%3.11%4.30%

Drawdowns

ALAU.L vs. 100D.L - Drawdown Comparison

The maximum ALAU.L drawdown since its inception was -51.94%, which is greater than 100D.L's maximum drawdown of -42.39%. Use the drawdown chart below to compare losses from any high point for ALAU.L and 100D.L.

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Drawdown Indicators

ALAU.L100D.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.94%

-34.63%

-17.31%

Max Drawdown (1Y)

Largest decline over 1 year

-11.71%

-10.78%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-27.25%

-13.06%

-14.19%

Max Drawdown (10Y)

Largest decline over 10 years

-51.94%

—

—

Current Drawdown

Current decline from peak

-3.92%

-4.65%

+0.73%

Average Drawdown

Average peak-to-trough decline

-11.81%

-4.71%

-7.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

2.40%

+1.20%

Volatility

ALAU.L vs. 100D.L - Volatility Comparison

Amundi MSCI Em Latin America (ALAU.L) has a higher volatility of 8.89% compared to Amundi FTSE 100 UCITS ETF (100D.L) at 5.76%. This indicates that ALAU.L's price experiences larger fluctuations and is considered to be riskier than 100D.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ALAU.L100D.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.89%

5.76%

+3.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.15%

9.90%

+6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

21.74%

16.62%

+5.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.90%

16.57%

+14.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.99%

19.37%

+27.62%