PortfoliosLab logoPortfoliosLab logo
AMEM.DE vs. EUNI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AMEM.DE vs. EUNI.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 Emerging Markets Small Cap UCITS ETF (EUNI.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AMEM.DE achieves a 27.34% return, which is significantly higher than EUNI.DE's 16.80% return. Over the past 10 years, AMEM.DE has outperformed EUNI.DE with an annualized return of 9.86%, while EUNI.DE has yielded a comparatively lower 8.99% 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%

EUNI.DE

1D
-0.41%
1M
0.36%
YTD
16.80%
6M
16.35%
1Y
25.77%
3Y*
13.85%
5Y*
7.89%
10Y*
8.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMEM.DE vs. EUNI.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%
EUNI.DE
iShares MSCI Emerging Markets Small Cap UCITS ETF
16.80%6.21%8.18%19.10%-13.60%28.84%7.23%14.66%-16.19%18.31%

Correlation

The correlation between AMEM.DE and EUNI.DE is 0.81, 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

0.81

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

0.76

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

0.76

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

0.83

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

0.85

The correlation between AMEM.DE and EUNI.DE has been stable across timeframes, ranging from 0.76 to 0.85 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

AMEM.DE vs. EUNI.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

EUNI.DE
EUNI.DE Risk / Return Rank: 5252
Overall Rank
EUNI.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
EUNI.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
EUNI.DE Omega Ratio Rank: 4545
Omega Ratio Rank
EUNI.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
EUNI.DE Martin Ratio Rank: 6060
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. EUNI.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 Emerging Markets Small Cap UCITS ETF (EUNI.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.DEEUNI.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.24

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.51

1.28

+0.22

Calmar ratioReturn relative to maximum drawdown

4.65

3.23

+1.43

Martin ratioReturn relative to average drawdown

16.89

10.53

+6.36

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

The current AMEM.DE Sharpe Ratio is 2.80, which is higher than the EUNI.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of AMEM.DE and EUNI.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.


Loading charts...

Sharpe Ratios by Period


AMEM.DEEUNI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

1.56

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.51

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.53

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.41

-0.07

Drawdowns

AMEM.DE vs. EUNI.DE - Drawdown Comparison

The maximum AMEM.DE drawdown since its inception was -35.87%, smaller than the maximum EUNI.DE drawdown of -41.89%. Use the drawdown chart below to compare losses from any high point for AMEM.DE and EUNI.DE.


Loading charts...

Drawdown Indicators


AMEM.DEEUNI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.87%

-41.89%

+6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-10.65%

-7.95%

-2.70%

Max Drawdown (3Y)

Largest decline over 3 years

-19.22%

-21.15%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-23.53%

-21.15%

-2.38%

Max Drawdown (10Y)

Largest decline over 10 years

-31.93%

-41.89%

+9.96%

Current Drawdown

Current decline from peak

-2.62%

-2.54%

-0.08%

Average Drawdown

Average peak-to-trough decline

-10.29%

-10.57%

+0.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.44%

+0.50%

Volatility

AMEM.DE vs. EUNI.DE - Volatility Comparison

Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) has a higher volatility of 7.41% compared to iShares MSCI Emerging Markets Small Cap UCITS ETF (EUNI.DE) at 6.91%. This indicates that AMEM.DE's price experiences larger fluctuations and is considered to be riskier than EUNI.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AMEM.DEEUNI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

6.91%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

15.02%

14.01%

+1.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.74%

16.45%

+1.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

15.21%

+1.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.28%

16.84%

+1.44%

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

AMEM.DE has a 0.20% expense ratio, which is lower than EUNI.DE's 0.74% expense ratio.


Dividends

AMEM.DE vs. EUNI.DE - Dividend Comparison

AMEM.DE has not paid dividends to shareholders, while EUNI.DE's dividend yield for the trailing twelve months is around 0.81%.


PositionTTM20252024202320222021202020192018201720162015
AMEM.DE
Amundi MSCI Emerging Markets 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%
EUNI.DE
iShares MSCI Emerging Markets Small Cap UCITS ETF
0.81%1.83%1.74%2.11%2.47%1.23%1.77%2.02%2.14%1.45%2.00%0.85%

Frequently Asked Questions


AMEM.DE and EUNI.DE have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMEM.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMEM.DE is cheaper with a 0.20% expense ratio, compared with 0.74% for EUNI.DE.

AMEM.DE tracks MSCI Emerging Markets, while EUNI.DE tracks MSCI Emerging Markets Small Cap. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for AMEM.DE and 0.74% for EUNI.DE.

Portfolio Optimizer

Find the right allocation for AMEM.DE and EUNI.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer