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CEBL.DE vs. AMEA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CEBL.DE vs. AMEA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE). The values are adjusted to include any dividend payments, if applicable.

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CEBL.DE vs. AMEA.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CEBL.DE
iShares MSCI EM Asia UCITS ETF (Acc)
5.52%19.13%18.60%3.15%-15.54%2.03%15.18%22.17%-12.65%25.07%
AMEA.DE
Amundi MSCI Emerging Markets Asia UCITS ETF EUR
5.62%18.01%18.95%3.12%-15.34%1.62%15.62%22.11%-12.33%25.47%

Returns By Period

The year-to-date returns for both investments are quite close, with CEBL.DE having a 5.52% return and AMEA.DE slightly higher at 5.62%. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: CEBL.DE at 8.71% and AMEA.DE at 8.71%.


CEBL.DE

1D
3.68%
1M
-5.93%
YTD
5.52%
6M
8.78%
1Y
25.53%
3Y*
14.03%
5Y*
3.86%
10Y*
8.71%

AMEA.DE

1D
3.98%
1M
-5.96%
YTD
5.62%
6M
8.91%
1Y
25.31%
3Y*
14.15%
5Y*
3.82%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CEBL.DE vs. AMEA.DE - Expense Ratio Comparison

Both CEBL.DE and AMEA.DE have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Return for Risk

CEBL.DE vs. AMEA.DE — Risk / Return Rank

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

CEBL.DE
CEBL.DE Risk / Return Rank: 6969
Overall Rank
CEBL.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
CEBL.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
CEBL.DE Omega Ratio Rank: 6363
Omega Ratio Rank
CEBL.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
CEBL.DE Martin Ratio Rank: 7171
Martin Ratio Rank

AMEA.DE
AMEA.DE Risk / Return Rank: 6969
Overall Rank
AMEA.DE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
AMEA.DE Sortino Ratio Rank: 6868
Sortino Ratio Rank
AMEA.DE Omega Ratio Rank: 6363
Omega Ratio Rank
AMEA.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
AMEA.DE Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CEBL.DE vs. AMEA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.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.


CEBL.DEAMEA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.28

-0.02

Sortino ratio

Return per unit of downside risk

1.76

1.78

-0.03

Omega ratio

Gain probability vs. loss probability

1.24

1.24

0.00

Calmar ratio

Return relative to maximum drawdown

2.28

2.25

+0.02

Martin ratio

Return relative to average drawdown

7.79

7.79

+0.01

CEBL.DE vs. AMEA.DE - Sharpe Ratio Comparison

The current CEBL.DE Sharpe Ratio is 1.25, which is comparable to the AMEA.DE Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of CEBL.DE and AMEA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CEBL.DEAMEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.28

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.21

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.46

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.47

-0.12

Correlation

The correlation between CEBL.DE and AMEA.DE is 0.87, 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.


Dividends

CEBL.DE vs. AMEA.DE - Dividend Comparison

Neither CEBL.DE nor AMEA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CEBL.DE vs. AMEA.DE - Drawdown Comparison

The maximum CEBL.DE drawdown since its inception was -35.09%, roughly equal to the maximum AMEA.DE drawdown of -34.43%. Use the drawdown chart below to compare losses from any high point for CEBL.DE and AMEA.DE.


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Drawdown Indicators


CEBL.DEAMEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.09%

-34.43%

-0.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-14.09%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-28.78%

-0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-33.12%

-33.31%

+0.19%

Current Drawdown

Current decline from peak

-8.17%

-8.06%

-0.11%

Average Drawdown

Average peak-to-trough decline

-11.19%

-11.65%

+0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.35%

-0.01%

Volatility

CEBL.DE vs. AMEA.DE - Volatility Comparison

iShares MSCI EM Asia UCITS ETF (Acc) (CEBL.DE) and Amundi MSCI Emerging Markets Asia UCITS ETF EUR (AMEA.DE) have volatilities of 7.70% and 7.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEBL.DEAMEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.70%

7.79%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

14.38%

13.98%

+0.40%

Volatility (1Y)

Calculated over the trailing 1-year period

20.28%

19.78%

+0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.91%

17.72%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.70%

18.76%

-0.06%