E127.L vs. SEGM.L
Compare and contrast key facts about Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) and iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.L).
E127.L and SEGM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. E127.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Mar 24, 2023. SEGM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Oct 19, 2018. Both E127.L and SEGM.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.
Performance
E127.L vs. SEGM.L - Performance Comparison
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E127.L vs. SEGM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
E127.L Amundi MSCI Emerging Markets II UCITS ETF Dist | 6.19% | 25.81% | 10.12% | 3.48% | -9.65% | -1.28% | 23.50% |
SEGM.L iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 4.97% | 23.91% | 9.13% | 4.45% | -10.96% | -0.24% | 26.91% |
Returns By Period
In the year-to-date period, E127.L achieves a 6.19% return, which is significantly higher than SEGM.L's 4.97% return.
E127.L
- 1D
- 3.29%
- 1M
- -5.21%
- YTD
- 6.19%
- 6M
- 10.87%
- 1Y
- 31.94%
- 3Y*
- 14.68%
- 5Y*
- 5.77%
- 10Y*
- —
SEGM.L
- 1D
- 3.23%
- 1M
- -6.18%
- YTD
- 4.97%
- 6M
- 9.34%
- 1Y
- 28.99%
- 3Y*
- 13.48%
- 5Y*
- 5.06%
- 10Y*
- —
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E127.L vs. SEGM.L - Expense Ratio Comparison
E127.L has a 0.14% expense ratio, which is lower than SEGM.L's 0.18% 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%.
Return for Risk
E127.L vs. SEGM.L — Risk / Return Rank
E127.L
SEGM.L
E127.L vs. SEGM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) and iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.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.
| E127.L | SEGM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.93 | 1.76 | +0.16 |
Sortino ratioReturn per unit of downside risk | 2.47 | 2.28 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.58 | +0.43 |
Martin ratioReturn relative to average drawdown | 10.76 | 9.37 | +1.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| E127.L | SEGM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.93 | 1.76 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.33 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.42 | +0.15 |
Correlation
The correlation between E127.L and SEGM.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.
Dividends
E127.L vs. SEGM.L - Dividend Comparison
E127.L's dividend yield for the trailing twelve months is around 2.32%, while SEGM.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
E127.L Amundi MSCI Emerging Markets II UCITS ETF Dist | 2.32% | 2.47% | 4.04% | 4.40% | 2.79% | 2.25% |
SEGM.L iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
E127.L vs. SEGM.L - Drawdown Comparison
The maximum E127.L drawdown since its inception was -26.68%, roughly equal to the maximum SEGM.L drawdown of -25.92%. Use the drawdown chart below to compare losses from any high point for E127.L and SEGM.L.
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Drawdown Indicators
| E127.L | SEGM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.68% | -25.92% | -0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -10.82% | -11.47% | +0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -22.89% | -23.30% | +0.41% |
Current DrawdownCurrent decline from peak | -7.32% | -8.30% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -10.59% | -9.98% | -0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.02% | 3.16% | -0.14% |
Volatility
E127.L vs. SEGM.L - Volatility Comparison
Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) and iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.L) have volatilities of 7.17% and 7.10%, 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
| E127.L | SEGM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 7.10% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.57% | 12.38% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.53% | 16.40% | +0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 15.46% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.12% | 17.64% | -1.52% |