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AMEL.DE vs. D5BK.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEL.DE vs. D5BK.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 Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AMEL.DE achieves a 13.84% return, which is significantly higher than D5BK.DE's 1.25% return. Over the past 10 years, AMEL.DE has outperformed D5BK.DE with an annualized return of 8.05%, while D5BK.DE has yielded a comparatively lower 0.42% annualized return.


AMEL.DE

1D
3.30%
1M
-3.05%
YTD
13.84%
6M
14.72%
1Y
37.57%
3Y*
10.30%
5Y*
10.14%
10Y*
8.05%

D5BK.DE

1D
1.84%
1M
2.19%
YTD
1.25%
6M
4.38%
1Y
-0.90%
3Y*
7.63%
5Y*
-4.66%
10Y*
0.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEL.DE vs. D5BK.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
13.84%38.05%-22.20%28.15%16.33%-3.25%-21.25%20.70%-3.30%8.15%
D5BK.DE
Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C
1.25%5.96%-4.03%15.92%-36.47%16.81%-10.27%29.66%-8.93%12.62%

Correlation

The correlation between AMEL.DE and D5BK.DE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.28

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

0.29

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2011

0.37

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Return for Risk

AMEL.DE vs. D5BK.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: 6565
Overall Rank
AMEL.DE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
AMEL.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
AMEL.DE Omega Ratio Rank: 6464
Omega Ratio Rank
AMEL.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
AMEL.DE Martin Ratio Rank: 6060
Martin Ratio Rank

D5BK.DE
D5BK.DE Risk / Return Rank: 99
Overall Rank
D5BK.DE Sharpe Ratio Rank: 99
Sharpe Ratio Rank
D5BK.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
D5BK.DE Omega Ratio Rank: 88
Omega Ratio Rank
D5BK.DE Calmar Ratio Rank: 99
Calmar Ratio Rank
D5BK.DE Martin Ratio Rank: 99
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. D5BK.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 Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.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.DED5BK.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.05

Sortino ratioReturn per unit of downside risk

+2.69

Omega ratioGain probability vs. loss probability

1.34

1.00

+0.33

Calmar ratioReturn relative to maximum drawdown

2.84

-0.06

+2.90

Martin ratioReturn relative to average drawdown

9.36

-0.14

+9.50

AMEL.DE vs. D5BK.DE - Sharpe Ratio Comparison

The current AMEL.DE Sharpe Ratio is 2.00, which is higher than the D5BK.DE Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of AMEL.DE and D5BK.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. D5BK.DE - Drawdown Comparison

The maximum AMEL.DE drawdown since its inception was -52.71%, which is greater than D5BK.DE's maximum drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for AMEL.DE and D5BK.DE.


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Drawdown Indicators


AMEL.DED5BK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.71%

-46.42%

-6.29%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-15.59%

+2.42%

Max Drawdown (3Y)

Largest decline over 3 years

-25.37%

-21.63%

-3.74%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-46.42%

+21.05%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

-46.42%

-4.91%

Current Drawdown

Current decline from peak

-8.43%

-26.88%

+18.45%

Average Drawdown

Average peak-to-trough decline

-17.87%

-13.25%

-4.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

6.27%

-2.27%

Volatility

AMEL.DE vs. D5BK.DE - Volatility Comparison

Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) has a higher volatility of 6.66% compared to Xtrackers FTSE EPRA/NAREIT Developed Europe Real Estate UCITS ETF 1C (D5BK.DE) at 5.11%. This indicates that AMEL.DE's price experiences larger fluctuations and is considered to be riskier than D5BK.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.DED5BK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

5.11%

+1.55%

Volatility (6M)

Calculated over the trailing 6-month period

15.86%

13.34%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

15.97%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.00%

21.54%

-0.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.29%

19.94%

+5.35%

AMEL.DE vs. D5BK.DE - Expense Ratio Comparison

AMEL.DE has a 0.20% expense ratio, which is lower than D5BK.DE's 0.33% expense ratio.


Dividends

AMEL.DE vs. D5BK.DE - Dividend Comparison

Neither AMEL.DE nor D5BK.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AMEL.DE and D5BK.DE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.33% for D5BK.DE.

AMEL.DE is categorized as Latin America Equities, while D5BK.DE is REIT. AMEL.DE tracks MSCI Emerging Markets Latin America, while D5BK.DE tracks FTSE EPRA/NAREIT Developed Europe. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.20% for AMEL.DE and 0.33% for D5BK.DE.

Portfolio Optimizer

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