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AMEL.DE vs. EXV8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEL.DE vs. EXV8.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 STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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 14.06% return, which is significantly higher than EXV8.DE's 4.75% return. Over the past 10 years, AMEL.DE has underperformed EXV8.DE with an annualized return of 7.37%, while EXV8.DE has yielded a comparatively higher 11.53% annualized return.


AMEL.DE

1D
0.53%
1M
-1.29%
YTD
14.06%
6M
15.33%
1Y
38.03%
3Y*
10.73%
5Y*
9.52%
10Y*
7.37%

EXV8.DE

1D
-1.16%
1M
2.09%
YTD
4.75%
6M
5.22%
1Y
10.65%
3Y*
17.02%
5Y*
9.73%
10Y*
11.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEL.DE vs. EXV8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
14.06%38.05%-22.20%28.15%16.33%-3.25%-21.25%20.70%-3.30%8.15%
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
4.75%23.85%6.42%33.57%-19.90%32.25%-2.02%42.92%-18.62%10.41%

Correlation

The correlation between AMEL.DE and EXV8.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.44

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

0.40

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

0.44

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

0.48

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Return for Risk

AMEL.DE vs. EXV8.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: 6666
Overall Rank
AMEL.DE Sharpe Ratio Rank: 7272
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: 6767
Calmar Ratio Rank
AMEL.DE Martin Ratio Rank: 5757
Martin Ratio Rank

EXV8.DE
EXV8.DE Risk / Return Rank: 1818
Overall Rank
EXV8.DE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
EXV8.DE Sortino Ratio Rank: 1717
Sortino Ratio Rank
EXV8.DE Omega Ratio Rank: 1717
Omega Ratio Rank
EXV8.DE Calmar Ratio Rank: 1818
Calmar Ratio Rank
EXV8.DE Martin Ratio Rank: 1919
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. EXV8.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 STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.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.DEEXV8.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.46

Sortino ratioReturn per unit of downside risk

+1.78

Omega ratioGain probability vs. loss probability

1.34

1.11

+0.23

Calmar ratioReturn relative to maximum drawdown

2.87

0.69

+2.18

Martin ratioReturn relative to average drawdown

8.71

2.05

+6.65

AMEL.DE vs. EXV8.DE - Sharpe Ratio Comparison

The current AMEL.DE Sharpe Ratio is 2.00, which is higher than the EXV8.DE Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of AMEL.DE and EXV8.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. EXV8.DE - Drawdown Comparison

The maximum AMEL.DE drawdown since its inception was -52.71%, smaller than the maximum EXV8.DE drawdown of -66.01%. Use the drawdown chart below to compare losses from any high point for AMEL.DE and EXV8.DE.


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Drawdown Indicators


AMEL.DEEXV8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.71%

-66.01%

+13.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-15.30%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-25.37%

-16.83%

-8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-30.08%

+4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

-42.80%

-8.53%

Current Drawdown

Current decline from peak

-8.25%

-3.20%

-5.05%

Average Drawdown

Average peak-to-trough decline

-17.85%

-17.17%

-0.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

5.17%

-0.81%

Volatility

AMEL.DE vs. EXV8.DE - Volatility Comparison

Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) has a higher volatility of 6.42% compared to iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) at 5.34%. This indicates that AMEL.DE's price experiences larger fluctuations and is considered to be riskier than EXV8.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.DEEXV8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

5.34%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.64%

16.37%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

18.95%

19.82%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.03%

19.53%

+1.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.27%

19.98%

+5.29%

AMEL.DE vs. EXV8.DE - Expense Ratio Comparison

AMEL.DE has a 0.20% expense ratio, which is lower than EXV8.DE's 0.46% expense ratio.


Dividends

AMEL.DE vs. EXV8.DE - Dividend Comparison

AMEL.DE has not paid dividends to shareholders, while EXV8.DE's dividend yield for the trailing twelve months is around 0.50%.


PositionTTM20252024202320222021202020192018201720162015
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
0.50%0.51%1.69%1.59%0.64%1.34%0.53%1.55%0.54%2.87%2.80%2.79%

Frequently Asked Questions


AMEL.DE and EXV8.DE have a correlation of 0.49, 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 0.46% for EXV8.DE.

AMEL.DE is categorized as Latin America Equities, while EXV8.DE is Industrials Equities. AMEL.DE tracks MSCI Emerging Markets Latin America, while EXV8.DE tracks STOXX® Europe 600 Construction & Materials. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for AMEL.DE and 0.46% for EXV8.DE.

Portfolio Optimizer

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