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EXV8.DE vs. AMEL.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXV8.DE vs. AMEL.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) and Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXV8.DE achieves a 1.00% return, which is significantly lower than AMEL.DE's 10.83% return. Over the past 10 years, EXV8.DE has outperformed AMEL.DE with an annualized return of 10.37%, while AMEL.DE has yielded a comparatively lower 7.43% annualized return.


EXV8.DE

1D
0.17%
1M
-4.48%
YTD
1.00%
6M
2.33%
1Y
6.56%
3Y*
15.58%
5Y*
9.70%
10Y*
10.37%

AMEL.DE

1D
-0.86%
1M
-7.35%
YTD
10.83%
6M
10.61%
1Y
34.11%
3Y*
10.77%
5Y*
9.48%
10Y*
7.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXV8.DE vs. AMEL.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
1.00%25.00%6.42%33.57%-18.92%32.25%-2.02%42.92%-17.87%10.41%
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
10.83%38.06%-22.22%28.09%16.34%-3.21%-21.29%20.69%-3.27%8.15%

Correlation

The correlation between EXV8.DE and AMEL.DE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.50

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

0.43

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

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Dec 1, 2011

0.49

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Return for Risk

EXV8.DE vs. AMEL.DE — Risk / Return Rank

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

EXV8.DE
EXV8.DE Risk / Return Rank: 1515
Overall Rank
EXV8.DE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
EXV8.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EXV8.DE Omega Ratio Rank: 1515
Omega Ratio Rank
EXV8.DE Calmar Ratio Rank: 1515
Calmar Ratio Rank
EXV8.DE Martin Ratio Rank: 1616
Martin Ratio Rank

AMEL.DE
AMEL.DE Risk / Return Rank: 5757
Overall Rank
AMEL.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AMEL.DE Sortino Ratio Rank: 5555
Sortino Ratio Rank
AMEL.DE Omega Ratio Rank: 5353
Omega Ratio Rank
AMEL.DE Calmar Ratio Rank: 6565
Calmar Ratio Rank
AMEL.DE Martin Ratio Rank: 5656
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.

EXV8.DE vs. AMEL.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) and Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.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.


EXV8.DEAMEL.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.52

Sortino ratioReturn per unit of downside risk

-1.90

Omega ratioGain probability vs. loss probability

1.08

1.33

-0.24

Calmar ratioReturn relative to maximum drawdown

0.49

3.16

-2.67

Martin ratioReturn relative to average drawdown

1.50

9.66

-8.16

EXV8.DE vs. AMEL.DE - Sharpe Ratio Comparison

The current EXV8.DE Sharpe Ratio is 0.38, which is lower than the AMEL.DE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of EXV8.DE and AMEL.DE, 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


EXV8.DEAMEL.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

1.90

-1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.45

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.29

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.12

+0.32

Drawdowns

EXV8.DE vs. AMEL.DE - Drawdown Comparison

The maximum EXV8.DE drawdown since its inception was -66.09%, which is greater than AMEL.DE's maximum drawdown of -52.69%. Use the drawdown chart below to compare losses from any high point for EXV8.DE and AMEL.DE.


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Drawdown Indicators


EXV8.DEAMEL.DEDifference

Max Drawdown

Largest peak-to-trough decline

-66.09%

-52.69%

-13.40%

Max Drawdown (1Y)

Largest decline over 1 year

-15.30%

-10.86%

-4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.83%

-25.38%

+8.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.23%

-25.38%

-3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-42.81%

-51.31%

+8.50%

Current Drawdown

Current decline from peak

-6.66%

-10.86%

+4.20%

Average Drawdown

Average peak-to-trough decline

-15.00%

-17.89%

+2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.00%

3.57%

+1.43%

Volatility

EXV8.DE vs. AMEL.DE - Volatility Comparison

iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE) (EXV8.DE) has a higher volatility of 6.24% compared to Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) at 5.32%. This indicates that EXV8.DE's price experiences larger fluctuations and is considered to be riskier than AMEL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXV8.DEAMEL.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.24%

5.32%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

16.12%

15.30%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

19.72%

18.10%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.47%

20.90%

-1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.26%

25.27%

-5.01%

EXV8.DE vs. AMEL.DE - Expense Ratio Comparison

EXV8.DE has a 0.46% expense ratio, which is higher than AMEL.DE's 0.20% expense ratio.


Dividends

EXV8.DE vs. AMEL.DE - Dividend Comparison

EXV8.DE's dividend yield for the trailing twelve months is around 1.39%, while AMEL.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
1.39%1.39%1.69%1.59%1.78%1.34%0.53%1.55%1.66%2.87%2.80%2.79%

Frequently Asked Questions


EXV8.DE and AMEL.DE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AMEL.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AMEL.DE is cheaper with a 0.20% expense ratio, compared with 0.46% for EXV8.DE.

EXV8.DE is categorized as Industrials Equities, while AMEL.DE is Latin America Equities. EXV8.DE tracks STOXX® Europe 600 Construction & Materials, while AMEL.DE tracks MSCI Emerging Markets Latin America. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.46% for EXV8.DE and 0.20% for AMEL.DE.

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