AMEM.DE vs. IS3N.DE
Compare and contrast key facts about Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE).
AMEM.DE and IS3N.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AMEM.DE is a passively managed fund by Amundi that tracks the performance of the MSCI Emerging Markets. It was launched on Nov 30, 2010. IS3N.DE is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market (IMI). It was launched on May 30, 2014. Both AMEM.DE and IS3N.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMEM.DE or IS3N.DE.
Key characteristics
| AMEM.DE | IS3N.DE | |
|---|---|---|
| YTD Return | 14.66% | 14.44% |
| 1Y Return | 19.01% | 18.91% |
| 3Y Return (Ann) | 0.85% | 1.62% |
| 5Y Return (Ann) | 3.63% | 4.65% |
| 10Y Return (Ann) | 4.82% | 5.34% |
| Sharpe Ratio | 1.35 | 1.40 |
| Sortino Ratio | 1.93 | 1.97 |
| Omega Ratio | 1.25 | 1.26 |
| Calmar Ratio | 0.85 | 1.08 |
| Martin Ratio | 6.77 | 7.20 |
| Ulcer Index | 2.75% | 2.57% |
| Daily Std Dev | 13.76% | 13.16% |
| Max Drawdown | -35.87% | -35.06% |
| Current Drawdown | -5.70% | -3.78% |
Correlation
The correlation between AMEM.DE and IS3N.DE is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
AMEM.DE vs. IS3N.DE - Performance Comparison
The year-to-date returns for both stocks are quite close, with AMEM.DE having a 14.66% return and IS3N.DE slightly lower at 14.44%. Over the past 10 years, AMEM.DE has underperformed IS3N.DE with an annualized return of 4.82%, while IS3N.DE has yielded a comparatively higher 5.34% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AMEM.DE vs. IS3N.DE - Expense Ratio Comparison
AMEM.DE has a 0.20% expense ratio, which is higher than IS3N.DE's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
AMEM.DE vs. IS3N.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.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.
Dividends
AMEM.DE vs. IS3N.DE - Dividend Comparison
Neither AMEM.DE nor IS3N.DE has paid dividends to shareholders.
Drawdowns
AMEM.DE vs. IS3N.DE - Drawdown Comparison
The maximum AMEM.DE drawdown since its inception was -35.87%, roughly equal to the maximum IS3N.DE drawdown of -35.06%. Use the drawdown chart below to compare losses from any high point for AMEM.DE and IS3N.DE. For additional features, visit the drawdowns tool.
Volatility
AMEM.DE vs. IS3N.DE - Volatility Comparison
Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) has a higher volatility of 4.02% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (IS3N.DE) at 3.67%. This indicates that AMEM.DE's price experiences larger fluctuations and is considered to be riskier than IS3N.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.