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AMEL.DE vs. 4BRZ.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEL.DE vs. 4BRZ.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) and iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AMEL.DE is traded in EUR, while 4BRZ.DE is traded in USD. To make them comparable, the 4BRZ.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, AMEL.DE achieves a 14.50% return, which is significantly lower than 4BRZ.DE's 15.30% return.


AMEL.DE

1D
-0.86%
1M
-0.48%
6M
7.78%
YTD
14.50%
1Y
38.65%
3Y*
11.14%
5Y*
10.03%
10Y*
6.25%

4BRZ.DE

1D
-0.78%
1M
1.51%
6M
9.53%
YTD
15.30%
1Y
35.91%
3Y*
8.92%
5Y*
6.36%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEL.DE vs. 4BRZ.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
14.50%38.05%-22.20%28.15%16.33%-3.25%-21.25%20.70%-3.60%
4BRZ.DE
iShares MSCI Brazil UCITS ETF (DE) USD (Acc)
15.30%31.54%-25.69%28.88%20.67%-12.67%-26.67%31.28%-2.53%

Correlation

The correlation between AMEL.DE and 4BRZ.DE is 0.92, 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

0.92

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

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.93

The correlation between AMEL.DE and 4BRZ.DE has been stable across timeframes, ranging from 0.89 to 0.93 - a consistent structural relationship.

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Return for Risk

AMEL.DE vs. 4BRZ.DE — Risk / Return Rank

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

AMEL.DE
AMEL.DE Risk / Return Rank: 7474
Overall Rank
AMEL.DE Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AMEL.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
AMEL.DE Omega Ratio Rank: 7575
Omega Ratio Rank
AMEL.DE Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMEL.DE Martin Ratio Rank: 6262
Martin Ratio Rank

4BRZ.DE
4BRZ.DE Risk / Return Rank: 4949
Overall Rank
4BRZ.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
4BRZ.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
4BRZ.DE Omega Ratio Rank: 5151
Omega Ratio Rank
4BRZ.DE Calmar Ratio Rank: 4444
Calmar Ratio Rank
4BRZ.DE Martin Ratio Rank: 3939
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.

AMEL.DE vs. 4BRZ.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) and iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AMEL.DE4BRZ.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.44

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.07

Calmar ratioReturn relative to maximum drawdown

2.92

2.02

+0.90

Martin ratioReturn relative to average drawdown

8.36

5.44

+2.92

AMEL.DE vs. 4BRZ.DE - Sharpe Ratio Comparison

The current AMEL.DE Sharpe Ratio is 2.04, which is comparable to the 4BRZ.DE Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of AMEL.DE and 4BRZ.DE, 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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Drawdowns

AMEL.DE vs. 4BRZ.DE - Drawdown Comparison

The maximum AMEL.DE drawdown since its inception was -52.71%, roughly equal to the maximum 4BRZ.DE drawdown of -55.47%. Use the drawdown chart below to compare losses from any high point for AMEL.DE and 4BRZ.DE.


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Drawdown Indicators


AMEL.DE4BRZ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.71%

-55.47%

+2.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-17.71%

+4.54%

Max Drawdown (3Y)

Largest decline over 3 years

-25.37%

-28.14%

+2.77%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-28.14%

+2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

Current Drawdown

Current decline from peak

-7.89%

-11.93%

+4.04%

Average Drawdown

Average peak-to-trough decline

-17.81%

-18.19%

+0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

6.58%

-1.97%

Volatility

AMEL.DE vs. 4BRZ.DE - Volatility Comparison

The current volatility for Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) is 3.82%, while iShares MSCI Brazil UCITS ETF (DE) USD (Acc) (4BRZ.DE) has a volatility of 4.56%. This indicates that AMEL.DE experiences smaller price fluctuations and is considered to be less risky than 4BRZ.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEL.DE4BRZ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

4.56%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

15.10%

17.31%

-2.21%

Volatility (1Y)

Calculated over the trailing 1-year period

18.94%

22.45%

-3.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.99%

26.71%

-5.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.16%

32.55%

-7.39%

AMEL.DE vs. 4BRZ.DE - Expense Ratio Comparison

AMEL.DE has a 0.20% expense ratio, which is lower than 4BRZ.DE's 0.31% expense ratio.


Dividends

AMEL.DE vs. 4BRZ.DE - Dividend Comparison

Neither AMEL.DE nor 4BRZ.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, AMEL.DE and 4BRZ.DE 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, AMEL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMEL.DE is cheaper with a 0.20% expense ratio, compared with 0.31% for 4BRZ.DE.

AMEL.DE tracks MSCI Emerging Markets Latin America, while 4BRZ.DE tracks MSCI Brazil 25/50 Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for AMEL.DE and 0.31% for 4BRZ.DE.

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