DEF.DE vs. E127.L

Last updated Jun 5, 2026

DEF.DE (Defama Deutsche Fachmarkt AG) is a stock, while E127.L (Amundi MSCI Emerging Markets II UCITS ETF Dist) is Emerging Markets Equities fund tracking the MSCI EM NR USD. Over the past 5 years, DEF.DE returned 4.48%/yr vs 9.07%/yr for E127.L. At a 0.07 correlation, their price movements are largely independent.

Performance

DEF.DE vs. E127.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Defama Deutsche Fachmarkt AG (DEF.DE) and Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

DEF.DE is traded in EUR, while E127.L is traded in GBP. To make them comparable, the E127.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DEF.DE achieves a -14.03% return, which is significantly lower than E127.L's 27.31% return.

DEF.DE

• 1D: -0.83%
• 1M: -0.83%
• YTD: -14.03%
• 6M: -15.25%
• 1Y: -12.15%
• 3Y*: 5.94%
• 5Y*: 4.48%
• 10Y*: —

E127.L

• 1D: -1.49%
• 1M: 6.14%
• YTD: 27.31%
• 6M: 30.02%
• 1Y: 50.70%
• 3Y*: 21.58%
• 5Y*: 9.07%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DEF.DE vs. E127.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
DEF.DE Defama Deutsche Fachmarkt AG	-14.03%	1.46%	18.22%	7.79%	-15.64%	44.21%	24.73%
E127.L Amundi MSCI Emerging Markets II UCITS ETF Dist	27.31%	19.25%	15.43%	5.67%	-14.31%	5.14%	23.85%

Correlation

The correlation between DEF.DE and E127.L is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (All Time) Calculated using the full available price history since May 21, 2020	0.07

Return for Risk

DEF.DE vs. E127.L — Risk / Return Rank

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

DEF.DE

DEF.DE Risk / Return Rank: 17
DEF.DE Sharpe Ratio Rank: 16
DEF.DE Sortino Ratio Rank: 16
DEF.DE Omega Ratio Rank: 15
DEF.DE Calmar Ratio Rank: 23
DEF.DE Martin Ratio Rank: 17

E127.L

E127.L Risk / Return Rank: 90
E127.L Sharpe Ratio Rank: 92
E127.L Sortino Ratio Rank: 90
E127.L Omega Ratio Rank: 92
E127.L Calmar Ratio Rank: 88
E127.L Martin Ratio Rank: 86

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.

DEF.DE vs. E127.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defama Deutsche Fachmarkt AG (DEF.DE) and Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.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.

	DEF.DE	E127.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	2.87	-3.47
Sortino ratio: Return per unit of downside risk	-0.73	3.83	-4.56
Omega ratio: Gain probability vs. loss probability	0.90	1.52	-0.62
Calmar ratio: Return relative to maximum drawdown	-0.53	4.76	-5.29
Martin ratio: Return relative to average drawdown	-1.15	17.42	-18.57
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEF.DE vs. E127.L - Sharpe Ratio Comparison

The current DEF.DE Sharpe Ratio is -0.59, which is lower than the E127.L Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of DEF.DE and E127.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DEF.DE	E127.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.59	2.87	-3.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	0.54	-0.35
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.76	+0.10

Drawdowns

DEF.DE vs. E127.L - Drawdown Comparison

The maximum DEF.DE drawdown since its inception was -29.51%, which is greater than E127.L's maximum drawdown of -25.46%. Use the drawdown chart below to compare losses from any high point for DEF.DE and E127.L.

Drawdown Indicators

	DEF.DE	E127.L	Difference
Max Drawdown Largest peak-to-trough decline	-29.51%	-25.46%	-4.05%
Max Drawdown (1Y) Largest decline over 1 year	-22.88%	-10.60%	-12.28%
Max Drawdown (3Y) Largest decline over 3 years	-22.88%	-17.91%	-4.97%
Max Drawdown (5Y) Largest decline over 5 years	-29.51%	-22.93%	-6.58%
Current Drawdown Current decline from peak	-21.90%	-2.50%	-19.40%
Average Drawdown Average peak-to-trough decline	-8.85%	-9.18%	+0.33%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.58%	2.90%	+7.68%

Volatility

DEF.DE vs. E127.L - Volatility Comparison

Defama Deutsche Fachmarkt AG (DEF.DE) has a higher volatility of 7.84% compared to Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) at 7.44%. This indicates that DEF.DE's price experiences larger fluctuations and is considered to be riskier than E127.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEF.DE	E127.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.84%	7.44%	+0.40%
Volatility (6M) Calculated over the trailing 6-month period	16.93%	14.71%	+2.22%
Volatility (1Y) Calculated over the trailing 1-year period	20.45%	17.58%	+2.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.38%	16.74%	+7.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.79%	16.86%	+10.93%

Dividends

DEF.DE vs. E127.L - Dividend Comparison

DEF.DE's dividend yield for the trailing twelve months is around 2.51%, more than E127.L's 1.96% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEF.DE Defama Deutsche Fachmarkt AG	2.51%	2.16%	2.04%	2.23%	2.22%	1.73%	2.28%	2.42%	2.83%	1.85%
E127.L Amundi MSCI Emerging Markets II UCITS ETF Dist	1.96%	2.47%	4.04%	4.40%	2.79%	2.25%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEF.DE and E127.L in my portfolio?

DEF.DE and E127.L have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.