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

Performance

AMEL.DE vs. IUSK.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 Europe SRI UCITS ETF (Acc) (IUSK.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 10.83% return, which is significantly higher than IUSK.DE's 6.53% return. Over the past 10 years, AMEL.DE has underperformed IUSK.DE with an annualized return of 7.43%, while IUSK.DE has yielded a comparatively higher 7.86% annualized return.


AMEL.DE

1D
-0.86%
1M
-7.22%
YTD
10.83%
6M
8.65%
1Y
34.54%
3Y*
10.77%
5Y*
9.48%
10Y*
7.43%

IUSK.DE

1D
0.74%
1M
3.57%
YTD
6.53%
6M
8.39%
1Y
5.38%
3Y*
7.02%
5Y*
5.35%
10Y*
7.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
10.83%38.06%-22.22%28.09%16.34%-3.21%-21.29%20.69%-3.27%8.15%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)
6.53%3.95%5.36%16.45%-15.18%26.73%4.02%30.88%-7.69%11.41%

Correlation

The correlation between AMEL.DE and IUSK.DE is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

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

0.44

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

0.42

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

0.47

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2011

0.51

The correlation between AMEL.DE and IUSK.DE has been stable across timeframes, ranging from 0.42 to 0.51 - a consistent structural relationship.

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Return for Risk

AMEL.DE vs. IUSK.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: 5757
Overall Rank
AMEL.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMEL.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMEL.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMEL.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
AMEL.DE Martin Ratio Rank: 5656
Martin Ratio Rank

IUSK.DE
IUSK.DE Risk / Return Rank: 1515
Overall Rank
IUSK.DE Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
IUSK.DE Sortino Ratio Rank: 1515
Sortino Ratio Rank
IUSK.DE Omega Ratio Rank: 1515
Omega Ratio Rank
IUSK.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
IUSK.DE Martin Ratio Rank: 1616
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. IUSK.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 Europe SRI UCITS ETF (Acc) (IUSK.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.


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

+1.50

Sortino ratioReturn per unit of downside risk

+1.94

Omega ratioGain probability vs. loss probability

1.33

1.08

+0.25

Calmar ratioReturn relative to maximum drawdown

3.16

0.53

+2.64

Martin ratioReturn relative to average drawdown

9.66

1.40

+8.26

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

The current AMEL.DE Sharpe Ratio is 1.90, which is higher than the IUSK.DE Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of AMEL.DE and IUSK.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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Sharpe Ratios by Period


AMEL.DEIUSK.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

0.40

+1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.36

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.50

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.49

-0.37

Drawdowns

AMEL.DE vs. IUSK.DE - Drawdown Comparison

The maximum AMEL.DE drawdown since its inception was -52.69%, which is greater than IUSK.DE's maximum drawdown of -33.56%. Use the drawdown chart below to compare losses from any high point for AMEL.DE and IUSK.DE.


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Drawdown Indicators


AMEL.DEIUSK.DEDifference

Max Drawdown

Largest peak-to-trough decline

-52.69%

-33.56%

-19.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.86%

-10.12%

-0.74%

Max Drawdown (3Y)

Largest decline over 3 years

-25.38%

-15.94%

-9.44%

Max Drawdown (5Y)

Largest decline over 5 years

-25.38%

-23.50%

-1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-51.31%

-33.56%

-17.75%

Current Drawdown

Current decline from peak

-10.86%

-0.86%

-10.00%

Average Drawdown

Average peak-to-trough decline

-17.89%

-5.91%

-11.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

3.83%

-0.26%

Volatility

AMEL.DE vs. IUSK.DE - Volatility Comparison

Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) has a higher volatility of 5.32% compared to iShares MSCI Europe SRI UCITS ETF (Acc) (IUSK.DE) at 4.24%. This indicates that AMEL.DE's price experiences larger fluctuations and is considered to be riskier than IUSK.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.DEIUSK.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

4.24%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.30%

11.01%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

18.10%

13.58%

+4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.90%

14.62%

+6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.27%

15.50%

+9.77%

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

Both AMEL.DE and IUSK.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

AMEL.DE vs. IUSK.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


AMEL.DE and IUSK.DE have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.20% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

AMEL.DE and IUSK.DE have the same expense ratio: 0.20% per year.

AMEL.DE is categorized as Latin America Equities, while IUSK.DE is Europe Equities. AMEL.DE tracks MSCI Emerging Markets Latin America, while IUSK.DE tracks MSCI Europe SRI Select Reduced Fossil Fuels. They also come from different issuers: Amundi and iShares.

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