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AMEM.DE vs. VOOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMEM.DE and VOOG is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

AMEM.DE vs. VOOG - 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 Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
29.82%
547.88%
AMEM.DE
VOOG

Key characteristics

Sharpe Ratio

AMEM.DE:

0.07

VOOG:

0.33

Sortino Ratio

AMEM.DE:

0.21

VOOG:

0.61

Omega Ratio

AMEM.DE:

1.03

VOOG:

1.09

Calmar Ratio

AMEM.DE:

0.07

VOOG:

0.36

Martin Ratio

AMEM.DE:

0.26

VOOG:

1.35

Ulcer Index

AMEM.DE:

4.90%

VOOG:

5.92%

Daily Std Dev

AMEM.DE:

16.89%

VOOG:

24.46%

Max Drawdown

AMEM.DE:

-35.87%

VOOG:

-32.73%

Current Drawdown

AMEM.DE:

-14.37%

VOOG:

-17.04%

Returns By Period

In the year-to-date period, AMEM.DE achieves a -8.10% return, which is significantly higher than VOOG's -12.76% return. Over the past 10 years, AMEM.DE has underperformed VOOG with an annualized return of 1.73%, while VOOG has yielded a comparatively higher 13.12% annualized return.


AMEM.DE

YTD

-8.10%

1M

-10.18%

6M

-11.42%

1Y

1.86%

5Y*

4.87%

10Y*

1.73%

VOOG

YTD

-12.76%

1M

-6.54%

6M

-9.09%

1Y

12.05%

5Y*

15.19%

10Y*

13.12%

*Annualized

Compare stocks, funds, or ETFs

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


AMEM.DE vs. VOOG - Expense Ratio Comparison

AMEM.DE has a 0.20% expense ratio, which is higher than VOOG's 0.10% 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%.


AMEM.DE
Amundi MSCI Emerging Markets UCITS ETF EUR
Expense ratio chart for AMEM.DE: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
AMEM.DE: 0.20%
Expense ratio chart for VOOG: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOOG: 0.10%

Risk-Adjusted Performance

AMEM.DE vs. VOOG — Risk-Adjusted Performance Rank

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

AMEM.DE
The Risk-Adjusted Performance Rank of AMEM.DE is 3535
Overall Rank
The Sharpe Ratio Rank of AMEM.DE is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of AMEM.DE is 3434
Sortino Ratio Rank
The Omega Ratio Rank of AMEM.DE is 3434
Omega Ratio Rank
The Calmar Ratio Rank of AMEM.DE is 3737
Calmar Ratio Rank
The Martin Ratio Rank of AMEM.DE is 3636
Martin Ratio Rank

VOOG
The Risk-Adjusted Performance Rank of VOOG is 5858
Overall Rank
The Sharpe Ratio Rank of VOOG is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of VOOG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of VOOG is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VOOG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of VOOG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMEM.DE vs. VOOG - 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 Vanguard S&P 500 Growth ETF (VOOG). 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.


Sharpe ratio
The chart of Sharpe ratio for AMEM.DE, currently valued at 0.26, compared to the broader market-1.000.001.002.003.004.00
AMEM.DE: 0.26
VOOG: 0.32
The chart of Sortino ratio for AMEM.DE, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.00
AMEM.DE: 0.49
VOOG: 0.61
The chart of Omega ratio for AMEM.DE, currently valued at 1.07, compared to the broader market0.501.001.502.002.50
AMEM.DE: 1.07
VOOG: 1.09
The chart of Calmar ratio for AMEM.DE, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.00
AMEM.DE: 0.18
VOOG: 0.35
The chart of Martin ratio for AMEM.DE, currently valued at 0.81, compared to the broader market0.0020.0040.0060.00
AMEM.DE: 0.81
VOOG: 1.31

The current AMEM.DE Sharpe Ratio is 0.07, which is lower than the VOOG Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of AMEM.DE and VOOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.26
0.32
AMEM.DE
VOOG

Dividends

AMEM.DE vs. VOOG - Dividend Comparison

AMEM.DE has not paid dividends to shareholders, while VOOG's dividend yield for the trailing twelve months is around 0.64%.


TTM20242023202220212020201920182017201620152014
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%
VOOG
Vanguard S&P 500 Growth ETF
0.64%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%

Drawdowns

AMEM.DE vs. VOOG - Drawdown Comparison

The maximum AMEM.DE drawdown since its inception was -35.87%, which is greater than VOOG's maximum drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for AMEM.DE and VOOG. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.47%
-17.04%
AMEM.DE
VOOG

Volatility

AMEM.DE vs. VOOG - Volatility Comparison

The current volatility for Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) is 11.14%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 15.67%. This indicates that AMEM.DE experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
11.14%
15.67%
AMEM.DE
VOOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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