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FVEM.DE vs. AYEM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FVEM.DE vs. AYEM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.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, FVEM.DE achieves a 25.46% return, which is significantly lower than AYEM.DE's 28.03% return.


FVEM.DE

1D
0.00%
1M
0.95%
YTD
25.46%
6M
26.71%
1Y
44.73%
3Y*
18.78%
5Y*
10Y*

AYEM.DE

1D
0.53%
1M
2.28%
YTD
28.03%
6M
29.61%
1Y
45.67%
3Y*
21.17%
5Y*
8.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FVEM.DE vs. AYEM.DE - Yearly Performance Comparison


Correlation

The correlation between FVEM.DE and AYEM.DE is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Mar 9, 2023

0.91

The correlation between FVEM.DE and AYEM.DE has been stable across timeframes, ranging from 0.91 to 0.91 - a consistent structural relationship.

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Return for Risk

FVEM.DE vs. AYEM.DE — Risk / Return Rank

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

FVEM.DE
FVEM.DE Risk / Return Rank: 8383
Overall Rank
FVEM.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
FVEM.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
FVEM.DE Omega Ratio Rank: 8282
Omega Ratio Rank
FVEM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
FVEM.DE Martin Ratio Rank: 8585
Martin Ratio Rank

AYEM.DE
AYEM.DE Risk / Return Rank: 8484
Overall Rank
AYEM.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AYEM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
AYEM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
AYEM.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
AYEM.DE Martin Ratio Rank: 8282
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.

FVEM.DE vs. AYEM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


FVEM.DEAYEM.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.43

1.44

-0.01

Calmar ratioReturn relative to maximum drawdown

4.23

4.13

+0.10

Martin ratioReturn relative to average drawdown

15.44

14.44

+1.00

FVEM.DE vs. AYEM.DE - Sharpe Ratio Comparison

The current FVEM.DE Sharpe Ratio is 2.36, which is comparable to the AYEM.DE Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of FVEM.DE and AYEM.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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Drawdowns

FVEM.DE vs. AYEM.DE - Drawdown Comparison

The maximum FVEM.DE drawdown since its inception was -18.76%, smaller than the maximum AYEM.DE drawdown of -31.12%. Use the drawdown chart below to compare losses from any high point for FVEM.DE and AYEM.DE.


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Drawdown Indicators


FVEM.DEAYEM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.76%

-31.12%

+12.36%

Max Drawdown (1Y)

Largest decline over 1 year

-10.62%

-11.01%

+0.39%

Max Drawdown (3Y)

Largest decline over 3 years

-18.76%

-19.16%

+0.40%

Max Drawdown (5Y)

Largest decline over 5 years

-23.43%

Current Drawdown

Current decline from peak

-4.53%

-4.08%

-0.45%

Average Drawdown

Average peak-to-trough decline

-4.39%

-8.74%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.15%

-0.24%

Volatility

FVEM.DE vs. AYEM.DE - Volatility Comparison

Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) and iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) have volatilities of 8.36% and 8.74%, 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


FVEM.DEAYEM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

8.74%

-0.38%

Volatility (6M)

Calculated over the trailing 6-month period

16.46%

16.77%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.01%

18.99%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

16.82%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.82%

19.40%

-2.58%

FVEM.DE vs. AYEM.DE - Expense Ratio Comparison

Both FVEM.DE and AYEM.DE have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

FVEM.DE vs. AYEM.DE - Dividend Comparison

Neither FVEM.DE nor AYEM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, FVEM.DE and AYEM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

FVEM.DE and AYEM.DE have the same expense ratio: 0.18% per year.

FVEM.DE tracks MSCI Emerging Markets Climate Paris Aligned, while AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened. They also come from different issuers: Franklin Templeton and iShares.

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