AUEG.L vs. VFEM.L
Compare and contrast key facts about Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L).
AUEG.L and VFEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. AUEG.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Apr 18, 2018. VFEM.L is a passively managed fund by Vanguard that tracks the performance of the MSCI EM NR USD. It was launched on May 22, 2012. Both AUEG.L and VFEM.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: AUEG.L or VFEM.L.
Key characteristics
| AUEG.L | VFEM.L | |
|---|---|---|
| YTD Return | 7.39% | 8.54% |
| 1Y Return | 13.09% | 16.93% |
| 3Y Return (Ann) | -1.77% | 3.72% |
| 5Y Return (Ann) | 4.00% | 8.15% |
| Sharpe Ratio | 0.97 | 1.29 |
| Daily Std Dev | 13.34% | 12.90% |
| Max Drawdown | -27.50% | -31.32% |
| Current Drawdown | -12.14% | -0.20% |
Correlation
The correlation between AUEG.L and VFEM.L is 0.98, 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
AUEG.L vs. VFEM.L - Performance Comparison
In the year-to-date period, AUEG.L achieves a 7.39% return, which is significantly lower than VFEM.L's 8.54% 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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AUEG.L vs. VFEM.L - Expense Ratio Comparison
AUEG.L has a 0.20% expense ratio, which is lower than VFEM.L's 0.22% expense ratio. Despite the difference, 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
AUEG.L vs. VFEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) and Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.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
AUEG.L vs. VFEM.L - Dividend Comparison
AUEG.L has not paid dividends to shareholders, while VFEM.L's dividend yield for the trailing twelve months is around 6.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AUEG.L Amundi MSCI Emerging Markets UCITS ETF USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | 6.01% | 6.58% | 7.88% | 6.20% | 4.92% | 3.39% | 3.61% | 2.98% | 2.96% | 4.36% | 4.22% | 3.91% |
Drawdowns
AUEG.L vs. VFEM.L - Drawdown Comparison
The maximum AUEG.L drawdown since its inception was -27.50%, smaller than the maximum VFEM.L drawdown of -31.32%. Use the drawdown chart below to compare losses from any high point for AUEG.L and VFEM.L. For additional features, visit the drawdowns tool.
Volatility
AUEG.L vs. VFEM.L - Volatility Comparison
Amundi MSCI Emerging Markets UCITS ETF USD (AUEG.L) has a higher volatility of 4.55% compared to Vanguard FTSE Emerging Markets UCITS ETF Distributing (VFEM.L) at 4.16%. This indicates that AUEG.L's price experiences larger fluctuations and is considered to be riskier than VFEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.