AMEM.DE vs. XRSG.L
AMEM.DE (Amundi MSCI Emerging Markets UCITS ETF EUR) and XRSG.L (Xtrackers Russell 2000 UCITS ETF 1C) are both exchange-traded funds - AMEM.DE is a Emerging Markets Equities fund tracking the MSCI Emerging Markets, while XRSG.L is a Small Cap Blend Equities fund tracking the Russell 2000 TR USD. Both are passively managed. Over the past 10 years, AMEM.DE returned 8.29%/yr vs 9.84%/yr for XRSG.L. A 0.57 correlation means they provide meaningful diversification when combined. AMEM.DE charges 0.20%/yr vs 0.30%/yr for XRSG.L.
Performance
AMEM.DE vs. XRSG.L - Performance Comparison
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Different Trading Currencies
AMEM.DE is traded in EUR, while XRSG.L is traded in GBp. To make them comparable, the XRSG.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AMEM.DE achieves a 20.68% return, which is significantly lower than XRSG.L's 22.39% return. Over the past 10 years, AMEM.DE has underperformed XRSG.L with an annualized return of 8.29%, while XRSG.L has yielded a comparatively higher 9.84% annualized return.
AMEM.DE
- 1D
- 1.23%
- 1M
- -8.29%
- 6M
- 12.96%
- YTD
- 20.68%
- 1Y
- 35.22%
- 3Y*
- 18.88%
- 5Y*
- 7.63%
- 10Y*
- 8.29%
- ALL TIME*
- 6.16%
XRSG.L
- 1D
- 0.31%
- 1M
- -0.09%
- 6M
- 14.75%
- YTD
- 22.39%
- 1Y
- 35.57%
- 3Y*
- 14.59%
- 5Y*
- 7.54%
- 10Y*
- 9.84%
- ALL TIME*
- 4.72%
AMEM.DE vs. XRSG.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMEM.DE Amundi MSCI Emerging Markets UCITS ETF EUR | 20.68% | 19.22% | 13.69% | 5.35% | -13.83% | 3.96% | 6.43% | 21.24% | -11.00% | 20.46% |
XRSG.L Xtrackers Russell 2000 UCITS ETF 1C | 22.39% | -0.81% | 17.19% | 14.54% | -16.04% | 22.94% | 9.52% | 28.31% | -8.76% | 0.28% |
Correlation
The correlation between AMEM.DE and XRSG.L is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Mar 6, 2015 | 0.57 |
The correlation between AMEM.DE and XRSG.L has been stable across timeframes, ranging from 0.52 to 0.57 - a consistent structural relationship.
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Return for Risk
AMEM.DE vs. XRSG.L — Risk / Return Rank
AMEM.DE
XRSG.L
AMEM.DE vs. XRSG.L - 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 Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AMEM.DE | XRSG.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 4.19 | -1.02 |
| Martin ratioReturn relative to average drawdown | 9.65 | 12.10 | -2.45 |
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Drawdowns
AMEM.DE vs. XRSG.L - Drawdown Comparison
The maximum AMEM.DE drawdown since its inception was -35.91%, smaller than the maximum XRSG.L drawdown of -51.98%. Use the drawdown chart below to compare losses from any high point for AMEM.DE and XRSG.L.
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Drawdown Indicators
| AMEM.DE | XRSG.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.91% | -51.98% | +16.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -8.45% | -2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -19.20% | -31.91% | +12.71% |
Max Drawdown (5Y)Largest decline over 5 years | -22.67% | -31.91% | +9.24% |
Max Drawdown (10Y)Largest decline over 10 years | -31.83% | -40.64% | +8.81% |
Current DrawdownCurrent decline from peak | -9.96% | -2.95% | -7.01% |
Average DrawdownAverage peak-to-trough decline | -10.19% | -18.89% | +8.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.93% | +0.71% |
Volatility
AMEM.DE vs. XRSG.L - Volatility Comparison
Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) has a higher volatility of 8.54% compared to Xtrackers Russell 2000 UCITS ETF 1C (XRSG.L) at 4.53%. This indicates that AMEM.DE's price experiences larger fluctuations and is considered to be riskier than XRSG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMEM.DE | XRSG.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.54% | 4.53% | +4.01% |
Volatility (6M)Calculated over the trailing 6-month period | 17.72% | 12.30% | +5.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.15% | 17.38% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.27% | 24.32% | -7.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 23.33% | -4.85% |
AMEM.DE vs. XRSG.L - Expense Ratio Comparison
AMEM.DE has a 0.20% expense ratio, which is lower than XRSG.L's 0.30% expense ratio.
Dividends
AMEM.DE vs. XRSG.L - Dividend Comparison
Neither AMEM.DE nor XRSG.L has paid dividends to shareholders.
Frequently Asked Questions
AMEM.DE and XRSG.L have a correlation of 0.57, 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 0.30% for XRSG.L.
AMEM.DE is categorized as Emerging Markets Equities, while XRSG.L is Small Cap Blend Equities. AMEM.DE tracks MSCI Emerging Markets, while XRSG.L tracks Russell 2000 TR USD. They also come from different issuers: Amundi and Xtrackers. Their fees differ too: 0.20% for AMEM.DE and 0.30% for XRSG.L.
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