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AMEM.DE vs. CEBL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEM.DE vs. CEBL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.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, AMEM.DE achieves a 27.34% return, which is significantly lower than CEBL.DE's 31.90% return. Over the past 10 years, AMEM.DE has underperformed CEBL.DE with an annualized return of 9.86%, while CEBL.DE has yielded a comparatively higher 11.02% annualized return.


AMEM.DE

1D
-1.57%
1M
5.93%
YTD
27.34%
6M
29.35%
1Y
49.79%
3Y*
20.85%
5Y*
8.42%
10Y*
9.86%

CEBL.DE

1D
-1.89%
1M
7.90%
YTD
31.90%
6M
34.52%
1Y
55.49%
3Y*
22.99%
5Y*
8.97%
10Y*
11.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEM.DE vs. CEBL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMEM.DE
Amundi MSCI Emerging Markets UCITS ETF EUR
27.34%19.31%13.70%5.24%-13.78%3.95%6.30%21.51%-11.20%20.75%
CEBL.DE
iShares MSCI EM Asia UCITS ETF (Acc)
31.90%19.13%18.60%3.15%-15.54%2.03%15.18%22.17%-12.65%25.07%

Correlation

The correlation between AMEM.DE and CEBL.DE is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.97

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

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Mar 17, 2011

0.95

The correlation between AMEM.DE and CEBL.DE has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

AMEM.DE vs. CEBL.DE — Risk / Return Rank

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

AMEM.DE
AMEM.DE Risk / Return Rank: 8585
Overall Rank
AMEM.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AMEM.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
AMEM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
AMEM.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
AMEM.DE Martin Ratio Rank: 8484
Martin Ratio Rank

CEBL.DE
CEBL.DE Risk / Return Rank: 8585
Overall Rank
CEBL.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CEBL.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
CEBL.DE Omega Ratio Rank: 8383
Omega Ratio Rank
CEBL.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
CEBL.DE Martin Ratio Rank: 8585
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.

AMEM.DE vs. CEBL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.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.


AMEM.DECEBL.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.51

1.50

+0.01

Calmar ratioReturn relative to maximum drawdown

4.65

4.83

-0.18

Martin ratioReturn relative to average drawdown

16.89

17.67

-0.78

AMEM.DE vs. CEBL.DE - Sharpe Ratio Comparison

The current AMEM.DE Sharpe Ratio is 2.80, which is comparable to the CEBL.DE Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of AMEM.DE and CEBL.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


AMEM.DECEBL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

2.81

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.48

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.58

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.43

-0.09

Drawdowns

AMEM.DE vs. CEBL.DE - Drawdown Comparison

The maximum AMEM.DE drawdown since its inception was -35.87%, roughly equal to the maximum CEBL.DE drawdown of -35.09%. Use the drawdown chart below to compare losses from any high point for AMEM.DE and CEBL.DE.


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Drawdown Indicators


AMEM.DECEBL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.87%

-35.09%

-0.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.65%

-11.43%

+0.78%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

-20.53%

+1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

-29.00%

+5.47%

Max Drawdown (10Y)

Largest decline over 10 years

-31.93%

-33.12%

+1.19%

Current Drawdown

Current decline from peak

-2.62%

-2.85%

+0.23%

Average Drawdown

Average peak-to-trough decline

-10.29%

-11.09%

+0.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.13%

-0.19%

Volatility

AMEM.DE vs. CEBL.DE - Volatility Comparison

The current volatility for Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) is 7.41%, while iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) has a volatility of 8.24%. This indicates that AMEM.DE experiences smaller price fluctuations and is considered to be less risky than CEBL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AMEM.DECEBL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

8.24%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

15.02%

16.36%

-1.34%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

19.68%

-1.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

18.48%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

18.94%

-0.66%

AMEM.DE vs. CEBL.DE - Expense Ratio Comparison

Both AMEM.DE and CEBL.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

AMEM.DE vs. CEBL.DE - Dividend Comparison

Neither AMEM.DE nor CEBL.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, AMEM.DE and CEBL.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.

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

AMEM.DE and CEBL.DE have the same expense ratio: 0.20% per year.

AMEM.DE is categorized as Emerging Markets Equities, while CEBL.DE is Asia Pacific Equities. AMEM.DE tracks MSCI Emerging Markets, while CEBL.DE tracks MSCI Emerging Markets Asia. They also come from different issuers: Amundi and iShares.

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