AMEA.DE vs. XZEM.DE
Compare and contrast key facts about Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) and Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE).
AMEA.DE and XZEM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMEA.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Emerging Markets Asia. It was launched on Mar 22, 2018. XZEM.DE is a passively managed fund by Xtrackers that tracks the performance of the MSCI Emerging Markets Low Carbon SRI Leaders. It was launched on Oct 15, 2019. Both AMEA.DE and XZEM.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMEA.DE or XZEM.DE.
Key characteristics
| AMEA.DE | XZEM.DE | |
|---|---|---|
| YTD Return | 18.01% | 16.27% |
| 1Y Return | 20.09% | 16.94% |
| 3Y Return (Ann) | -0.54% | -2.81% |
| 5Y Return (Ann) | 4.91% | 1.59% |
| Sharpe Ratio | 1.36 | 1.17 |
| Sortino Ratio | 1.94 | 1.72 |
| Omega Ratio | 1.25 | 1.21 |
| Calmar Ratio | 0.72 | 0.52 |
| Martin Ratio | 6.45 | 6.44 |
| Ulcer Index | 3.17% | 2.68% |
| Daily Std Dev | 15.12% | 15.00% |
| Max Drawdown | -34.43% | -37.16% |
| Current Drawdown | -10.58% | -18.68% |
Correlation
The correlation between AMEA.DE and XZEM.DE 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.
Performance
AMEA.DE vs. XZEM.DE - Performance Comparison
In the year-to-date period, AMEA.DE achieves a 18.01% return, which is significantly higher than XZEM.DE's 16.27% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AMEA.DE vs. XZEM.DE - Expense Ratio Comparison
AMEA.DE has a 0.20% expense ratio, which is lower than XZEM.DE's 0.25% 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
AMEA.DE vs. XZEM.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) and Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.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.
Dividends
AMEA.DE vs. XZEM.DE - Dividend Comparison
Neither AMEA.DE nor XZEM.DE has paid dividends to shareholders.
Drawdowns
AMEA.DE vs. XZEM.DE - Drawdown Comparison
The maximum AMEA.DE drawdown since its inception was -34.43%, smaller than the maximum XZEM.DE drawdown of -37.16%. Use the drawdown chart below to compare losses from any high point for AMEA.DE and XZEM.DE. For additional features, visit the drawdowns tool.
Volatility
AMEA.DE vs. XZEM.DE - Volatility Comparison
Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) has a higher volatility of 5.78% compared to Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C (XZEM.DE) at 5.24%. This indicates that AMEA.DE's price experiences larger fluctuations and is considered to be riskier than XZEM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.