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DEZ.DE vs. E127.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEZ.DE vs. E127.L

Last updated Jun 5, 2026

DEZ.DE (DEUTZ Aktiengesellschaft) 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, DEZ.DE returned 8.90%/yr vs 9.07%/yr for E127.L. At a 0.40 correlation, their price movements are largely independent.

Performance

DEZ.DE vs. E127.L - Performance Comparison

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

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Different Trading Currencies

DEZ.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, DEZ.DE achieves a 16.43% return, which is significantly lower than E127.L's 27.31% return.

DEZ.DE

1D
-1.42%
1M
-0.18%
YTD
16.43%
6M
24.80%
1Y
28.37%
3Y*
23.22%
5Y*
8.90%
10Y*
11.10%

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)

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

2026 (YTD)202520242023202220212020
DEZ.DE
DEUTZ Aktiengesellschaft		16.43%115.43%-13.22%21.77%-36.24%28.82%42.06%
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 DEZ.DE and E127.L is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.40

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

DEUTZ Aktiengesellschaft

Amundi MSCI Emerging Markets II UCITS ETF Dist

Often compared with DEZ.DE:
DEZ.DE vs. JUMSYDEZ.DE vs. LILMDEZ.DE vs. ETH-USDDEZ.DE vs. DVYDEZ.DE vs. MIELYDEZ.DE vs. V3GU.LDEZ.DE vs. MWOE.DE
Often compared with E127.L:
E127.L vs. SPXP.LE127.L vs. AEMU.LE127.L vs. FEMD.LE127.L vs. SEGM.LE127.L vs. MXFP.LE127.L vs. AEME.LE127.L vs. HEMC.L

Return for Risk

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DEZ.DE
DEZ.DE Risk / Return Rank: 6060
Overall Rank
DEZ.DE Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
DEZ.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
DEZ.DE Omega Ratio Rank: 5858
Omega Ratio Rank
DEZ.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
DEZ.DE Martin Ratio Rank: 6161
Martin Ratio Rank
E127.L
E127.L Risk / Return Rank: 9090
Overall Rank
E127.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
E127.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
E127.L Omega Ratio Rank: 9292
Omega Ratio Rank
E127.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
E127.L Martin Ratio Rank: 8686
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.

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

This table presents a comparison of risk-adjusted performance metrics for DEUTZ Aktiengesellschaft (DEZ.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.

DEZ.DEE127.LDifference
Sharpe ratioReturn per unit of total volatility
0.64
2.87

-2.24

Sortino ratioReturn per unit of downside risk
1.22
3.83

-2.60

Omega ratioGain probability vs. loss probability

1.15

1.52

-0.37

Calmar ratioReturn relative to maximum drawdown

0.85

4.76

-3.91

Martin ratioReturn relative to average drawdown

2.04

17.42

-15.38

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

The current DEZ.DE Sharpe Ratio is 0.64, which is lower than the E127.L Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of DEZ.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.

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Sharpe Ratios by Period

DEZ.DEE127.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.64

2.87

-2.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.54

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.27

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.76

-0.69

Drawdowns

DEZ.DE vs. E127.L - Drawdown Comparison

The maximum DEZ.DE drawdown since its inception was -90.22%, 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 DEZ.DE and E127.L.

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Drawdown Indicators

DEZ.DEE127.LDifference

Max Drawdown

Largest peak-to-trough decline

-90.22%

-25.46%

-64.76%

Max Drawdown (1Y)

Largest decline over 1 year

-33.20%

-10.60%

-22.60%

Max Drawdown (3Y)

Largest decline over 3 years

-36.67%

-17.91%

-18.76%

Max Drawdown (5Y)

Largest decline over 5 years

-62.28%

-22.93%

-39.35%

Max Drawdown (10Y)

Largest decline over 10 years

-69.00%

—

—

Current Drawdown

Current decline from peak

-20.82%

-2.50%

-18.32%

Average Drawdown

Average peak-to-trough decline

-51.89%

-9.18%

-42.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.83%

2.90%

+10.93%

Volatility

DEZ.DE vs. E127.L - Volatility Comparison

DEUTZ Aktiengesellschaft (DEZ.DE) has a higher volatility of 12.61% compared to Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) at 7.44%. This indicates that DEZ.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.

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Volatility by Period

DEZ.DEE127.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.61%

7.44%

+5.17%

Volatility (6M)

Calculated over the trailing 6-month period

35.48%

14.71%

+20.77%

Volatility (1Y)

Calculated over the trailing 1-year period

44.53%

17.58%

+26.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.32%

16.74%

+24.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.79%

16.86%

+23.93%

Dividends

DEZ.DE vs. E127.L - Dividend Comparison

DEZ.DE's dividend yield for the trailing twelve months is around 1.85%, less than E127.L's 1.96% yield.

PositionTTM20252024202320222021202020192018201720162015
DEZ.DE
DEUTZ Aktiengesellschaft		1.85%2.00%4.21%3.12%3.71%0.00%2.94%2.69%2.92%0.92%1.31%1.90%
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%0.00%0.00%

Frequently Asked Questions

DEZ.DE and E127.L have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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