ANRJ.L vs. PMLP.L
Compare and contrast key facts about Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) and HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L).
ANRJ.L and PMLP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ANRJ.L is a passively managed fund by Amundi that tracks the performance of the MSCI World/Energy NR USD. It was launched on Sep 28, 2010. PMLP.L is a passively managed fund by HANetf that tracks the performance of the MSCI World/Energy NR USD. It was launched on Jul 27, 2020. Both ANRJ.L and PMLP.L 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: ANRJ.L or PMLP.L.
Key characteristics
| ANRJ.L | PMLP.L | |
|---|---|---|
| YTD Return | 10.78% | 33.90% |
| 1Y Return | 17.71% | 34.03% |
| 3Y Return (Ann) | 19.34% | 22.05% |
| Sharpe Ratio | 1.56 | 2.48 |
| Sortino Ratio | 2.24 | 3.56 |
| Omega Ratio | 1.28 | 1.45 |
| Calmar Ratio | 2.11 | 7.04 |
| Martin Ratio | 5.22 | 21.48 |
| Ulcer Index | 3.69% | 1.56% |
| Daily Std Dev | 12.47% | 13.48% |
| Max Drawdown | -57.08% | -17.16% |
| Current Drawdown | -4.24% | 0.00% |
Correlation
The correlation between ANRJ.L and PMLP.L is 0.62, 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.
Performance
ANRJ.L vs. PMLP.L - Performance Comparison
In the year-to-date period, ANRJ.L achieves a 10.78% return, which is significantly lower than PMLP.L's 33.90% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ANRJ.L vs. PMLP.L - Expense Ratio Comparison
ANRJ.L has a 0.25% expense ratio, which is lower than PMLP.L's 0.40% expense ratio.
Risk-Adjusted Performance
ANRJ.L vs. PMLP.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) and HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.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.
Dividends
ANRJ.L vs. PMLP.L - Dividend Comparison
ANRJ.L has not paid dividends to shareholders, while PMLP.L's dividend yield for the trailing twelve months is around 3.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
ANRJ.L Amundi ETF MSCI Europe Energy UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PMLP.L HANetf Alerian Midstream Energy Dividend UCITS ETF | 3.94% | 6.48% | 6.12% | 6.57% | 4.17% |
Drawdowns
ANRJ.L vs. PMLP.L - Drawdown Comparison
The maximum ANRJ.L drawdown since its inception was -57.08%, which is greater than PMLP.L's maximum drawdown of -17.16%. Use the drawdown chart below to compare losses from any high point for ANRJ.L and PMLP.L. For additional features, visit the drawdowns tool.
Volatility
ANRJ.L vs. PMLP.L - Volatility Comparison
Amundi ETF MSCI Europe Energy UCITS ETF (ANRJ.L) has a higher volatility of 5.12% compared to HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L) at 4.43%. This indicates that ANRJ.L's price experiences larger fluctuations and is considered to be riskier than PMLP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.