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AMEL.DE vs. IBZL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEL.DE vs. IBZL.L - 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 (Dist) (IBZL.L). 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 IBZL.L is traded in GBp. To make them comparable, the IBZL.L 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 13.84% return, which is significantly higher than IBZL.L's 12.57% return. Over the past 10 years, AMEL.DE has outperformed IBZL.L with an annualized return of 8.05%, while IBZL.L has yielded a comparatively lower 7.62% 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%

IBZL.L

1D
4.24%
1M
-6.10%
YTD
12.57%
6M
12.19%
1Y
31.62%
3Y*
6.37%
5Y*
6.58%
10Y*
7.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEL.DE vs. IBZL.L - 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%
IBZL.L
iShares MSCI Brazil UCITS ETF (Dist)
12.57%28.87%-23.67%26.35%21.77%-15.53%-21.72%21.77%1.42%9.80%

Correlation

The correlation between AMEL.DE and IBZL.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

0.89

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

0.88

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

0.89

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

0.90

The correlation between AMEL.DE and IBZL.L has been stable across timeframes, ranging from 0.88 to 0.91 - a consistent structural relationship.

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Return for Risk

AMEL.DE vs. IBZL.L — 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

IBZL.L
IBZL.L Risk / Return Rank: 4646
Overall Rank
IBZL.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
IBZL.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
IBZL.L Omega Ratio Rank: 4848
Omega Ratio Rank
IBZL.L Calmar Ratio Rank: 4040
Calmar Ratio Rank
IBZL.L Martin Ratio Rank: 4242
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. IBZL.L - 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 (Dist) (IBZL.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.

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.DEIBZL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.69

Omega ratioGain probability vs. loss probability

1.34

1.25

+0.09

Calmar ratioReturn relative to maximum drawdown

2.84

1.72

+1.12

Martin ratioReturn relative to average drawdown

9.36

5.73

+3.63

AMEL.DE vs. IBZL.L - Sharpe Ratio Comparison

The current AMEL.DE Sharpe Ratio is 2.00, which is higher than the IBZL.L Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of AMEL.DE and IBZL.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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Drawdowns

AMEL.DE vs. IBZL.L - Drawdown Comparison

The maximum AMEL.DE drawdown since its inception was -52.71%, smaller than the maximum IBZL.L drawdown of -69.25%. Use the drawdown chart below to compare losses from any high point for AMEL.DE and IBZL.L.


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Drawdown Indicators


AMEL.DEIBZL.LDifference

Max Drawdown

Largest peak-to-trough decline

-52.71%

-69.25%

+16.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.17%

-18.34%

+5.17%

Max Drawdown (3Y)

Largest decline over 3 years

-25.37%

-27.09%

+1.72%

Max Drawdown (5Y)

Largest decline over 5 years

-25.37%

-27.73%

+2.36%

Max Drawdown (10Y)

Largest decline over 10 years

-51.33%

-52.26%

+0.93%

Current Drawdown

Current decline from peak

-8.43%

-14.43%

+6.00%

Average Drawdown

Average peak-to-trough decline

-17.87%

-30.04%

+12.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.00%

5.50%

-1.50%

Volatility

AMEL.DE vs. IBZL.L - Volatility Comparison

The current volatility for Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) is 6.66%, while iShares MSCI Brazil UCITS ETF (Dist) (IBZL.L) has a volatility of 7.25%. This indicates that AMEL.DE experiences smaller price fluctuations and is considered to be less risky than IBZL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEL.DEIBZL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.66%

7.25%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

15.86%

17.80%

-1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

18.76%

21.99%

-3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.00%

26.78%

-5.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.29%

31.74%

-6.45%

AMEL.DE vs. IBZL.L - Expense Ratio Comparison

AMEL.DE has a 0.20% expense ratio, which is lower than IBZL.L's 0.74% expense ratio.


Dividends

AMEL.DE vs. IBZL.L - Dividend Comparison

AMEL.DE has not paid dividends to shareholders, while IBZL.L's dividend yield for the trailing twelve months is around 3.26%.


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%
IBZL.L
iShares MSCI Brazil UCITS ETF (Dist)
3.26%4.32%6.46%5.44%13.60%6.32%1.92%2.53%2.45%1.46%1.64%3.54%

Frequently Asked Questions


With a correlation of 0.91, AMEL.DE and IBZL.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, 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 0.74% for IBZL.L.

AMEL.DE tracks MSCI Emerging Markets Latin America, while IBZL.L tracks MSCI Brazil NR USD. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for AMEL.DE and 0.74% for IBZL.L.

Portfolio Optimizer

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