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AMEG.L vs. PRAM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEG.L vs. PRAM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR GBP (D) (AMEG.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, AMEG.L achieves a 15.84% return, which is significantly lower than PRAM.L's 24.77% return.


AMEG.L

1D
-1.18%
1M
3.32%
YTD
15.84%
6M
16.20%
1Y
34.85%
3Y*
12.91%
5Y*
10Y*

PRAM.L

1D
-1.56%
1M
5.71%
YTD
24.77%
6M
26.35%
1Y
51.29%
3Y*
20.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEG.L vs. PRAM.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
AMEG.L
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR GBP (D)
15.84%19.33%6.23%-5.48%-1.10%
PRAM.L
Amundi Prime Emerging Markets UCITS ETF DR (C)
24.77%23.16%9.01%3.99%-1.09%

Correlation

The correlation between AMEG.L and PRAM.L is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.75

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2022

0.68

Over the past year, AMEG.L and PRAM.L have become more correlated (0.88) than their long-term average of 0.68, meaning their price movements have been converging.

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Return for Risk

AMEG.L vs. PRAM.L — Risk / Return Rank

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

AMEG.L
AMEG.L Risk / Return Rank: 6868
Overall Rank
AMEG.L Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AMEG.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
AMEG.L Omega Ratio Rank: 6868
Omega Ratio Rank
AMEG.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
AMEG.L Martin Ratio Rank: 6363
Martin Ratio Rank

PRAM.L
PRAM.L Risk / Return Rank: 7878
Overall Rank
PRAM.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PRAM.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
PRAM.L Omega Ratio Rank: 7979
Omega Ratio Rank
PRAM.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
PRAM.L Martin Ratio Rank: 7676
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.

AMEG.L vs. PRAM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR GBP (D) (AMEG.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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.


AMEG.LPRAM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.61

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.40

1.52

-0.13

Calmar ratioReturn relative to maximum drawdown

3.55

4.98

-1.43

Martin ratioReturn relative to average drawdown

11.17

16.58

-5.41

AMEG.L vs. PRAM.L - Sharpe Ratio Comparison

The current AMEG.L Sharpe Ratio is 2.22, which is comparable to the PRAM.L Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of AMEG.L and PRAM.L, 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


AMEG.LPRAM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

2.84

-0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.82

-0.29

Drawdowns

AMEG.L vs. PRAM.L - Drawdown Comparison

The maximum AMEG.L drawdown since its inception was -18.35%, which is greater than PRAM.L's maximum drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for AMEG.L and PRAM.L.


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Drawdown Indicators


AMEG.LPRAM.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-15.77%

-2.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-10.26%

+0.48%

Max Drawdown (3Y)

Largest decline over 3 years

-18.35%

-15.77%

-2.58%

Current Drawdown

Current decline from peak

-2.10%

-2.78%

+0.68%

Average Drawdown

Average peak-to-trough decline

-6.76%

-4.79%

-1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

3.08%

+0.03%

Volatility

AMEG.L vs. PRAM.L - Volatility Comparison

The current volatility for Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR GBP (D) (AMEG.L) is 6.11%, while Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L) has a volatility of 7.80%. This indicates that AMEG.L experiences smaller price fluctuations and is considered to be less risky than PRAM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEG.LPRAM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

7.80%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

15.43%

-2.53%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

18.02%

-2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

18.89%

-3.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

18.89%

-3.24%

AMEG.L vs. PRAM.L - Expense Ratio Comparison

AMEG.L has a 0.16% expense ratio, which is higher than PRAM.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AMEG.L vs. PRAM.L - Dividend Comparison

AMEG.L's dividend yield for the trailing twelve months is around 1.72%, while PRAM.L has not paid dividends to shareholders.


PositionTTM2025202420232022
AMEG.L
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR GBP (D)
1.72%1.99%2.06%2.38%1.29%
PRAM.L
Amundi Prime Emerging Markets UCITS ETF DR (C)
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AMEG.L and PRAM.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAM.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAM.L is cheaper with a 0.10% expense ratio, compared with 0.16% for AMEG.L.

Both ETFs track MSCI EM NR USD. Their fees differ too: 0.16% for AMEG.L and 0.10% for PRAM.L.

Portfolio Optimizer

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