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AMEG.L vs. UC79.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEG.L vs. UC79.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 UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMEG.L achieves a 15.84% return, which is significantly lower than UC79.L's 33.24% return.


AMEG.L

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

UC79.L

1D
-1.64%
1M
8.63%
YTD
33.24%
6M
35.28%
1Y
64.62%
3Y*
24.35%
5Y*
10.24%
10Y*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEG.L vs. UC79.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%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
33.24%26.95%10.88%1.14%-3.56%

Correlation

The correlation between AMEG.L and UC79.L is 0.91, 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

0.91

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

0.95

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

0.94

The correlation between AMEG.L and UC79.L has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

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Return for Risk

AMEG.L vs. UC79.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

UC79.L
UC79.L Risk / Return Rank: 5252
Overall Rank
UC79.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UC79.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
UC79.L Omega Ratio Rank: 9090
Omega Ratio Rank
UC79.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
UC79.L Martin Ratio Rank: 3131
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. UC79.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 UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.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.LUC79.LDifference
Sharpe ratioReturn per unit of total volatility

+0.78

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

1.40

1.57

-0.17

Calmar ratioReturn relative to maximum drawdown

3.55

2.48

+1.07

Martin ratioReturn relative to average drawdown

11.17

4.47

+6.70

AMEG.L vs. UC79.L - Sharpe Ratio Comparison

The current AMEG.L Sharpe Ratio is 2.22, which is higher than the UC79.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of AMEG.L and UC79.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.LUC79.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

1.44

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.15

+0.39

Drawdowns

AMEG.L vs. UC79.L - Drawdown Comparison

The maximum AMEG.L drawdown since its inception was -18.35%, smaller than the maximum UC79.L drawdown of -53.04%. Use the drawdown chart below to compare losses from any high point for AMEG.L and UC79.L.


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Drawdown Indicators


AMEG.LUC79.LDifference

Max Drawdown

Largest peak-to-trough decline

-18.35%

-53.04%

+34.69%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-25.91%

+16.13%

Max Drawdown (3Y)

Largest decline over 3 years

-18.35%

-25.91%

+7.56%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

Current Drawdown

Current decline from peak

-2.10%

-2.45%

+0.35%

Average Drawdown

Average peak-to-trough decline

-6.76%

-21.80%

+15.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.11%

14.42%

-11.31%

Volatility

AMEG.L vs. UC79.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 UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) has a volatility of 8.44%. This indicates that AMEG.L experiences smaller price fluctuations and is considered to be less risky than UC79.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.LUC79.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

8.44%

-2.33%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

15.21%

-2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.64%

44.59%

-28.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

24.99%

-9.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

25.01%

-9.36%

AMEG.L vs. UC79.L - Expense Ratio Comparison

AMEG.L has a 0.16% expense ratio, which is lower than UC79.L's 0.27% 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

AMEG.L vs. UC79.L - Dividend Comparison

AMEG.L's dividend yield for the trailing twelve months is around 1.72%, more than UC79.L's 1.59% yield.


PositionTTM20252024202320222021202020192018201720162015
AMEG.L
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR GBP (D)
1.72%1.99%2.06%2.38%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
1.59%2.14%1.79%2.38%2.06%1.35%1.81%2.11%2.11%1.97%2.15%1.60%

Frequently Asked Questions


With a correlation of 0.91, AMEG.L and UC79.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, AMEG.L is cheaper at 0.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMEG.L is cheaper with a 0.16% expense ratio, compared with 0.27% for UC79.L.

Both ETFs track MSCI EM NR USD. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.16% for AMEG.L and 0.27% for UC79.L.

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