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FVUB.L vs. ALAG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FVUB.L vs. ALAG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Franklin FTSE Brazil UCITS ETF (FVUB.L) and Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L). The values are adjusted to include any dividend payments, if applicable.

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FVUB.L vs. ALAG.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
FVUB.L
Franklin FTSE Brazil UCITS ETF
24.97%35.51%-26.77%26.33%23.83%-15.44%-22.19%-14.94%
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD
18.11%44.31%-25.31%25.10%21.74%-8.24%-16.56%4.11%
Different Trading Currencies

FVUB.L is traded in GBP, while ALAG.L is traded in GBp. To make them comparable, the ALAG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, FVUB.L achieves a 24.97% return, which is significantly higher than ALAG.L's 18.11% return.


FVUB.L

1D
1.53%
1M
2.10%
YTD
24.97%
6M
34.00%
1Y
48.83%
3Y*
17.90%
5Y*
13.38%
10Y*

ALAG.L

1D
2.43%
1M
-0.71%
YTD
18.11%
6M
29.75%
1Y
53.58%
3Y*
16.05%
5Y*
14.09%
10Y*
8.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FVUB.L vs. ALAG.L - Expense Ratio Comparison

FVUB.L has a 0.19% expense ratio, which is higher than ALAG.L's 0.10% expense ratio. However, 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

FVUB.L vs. ALAG.L — Risk / Return Rank

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

FVUB.L
FVUB.L Risk / Return Rank: 9191
Overall Rank
FVUB.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FVUB.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
FVUB.L Omega Ratio Rank: 8787
Omega Ratio Rank
FVUB.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
FVUB.L Martin Ratio Rank: 9191
Martin Ratio Rank

ALAG.L
ALAG.L Risk / Return Rank: 9696
Overall Rank
ALAG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ALAG.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
ALAG.L Omega Ratio Rank: 9595
Omega Ratio Rank
ALAG.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
ALAG.L Martin Ratio Rank: 9696
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.

FVUB.L vs. ALAG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE Brazil UCITS ETF (FVUB.L) and Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.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.


FVUB.LALAG.LDifference

Sharpe ratio

Return per unit of total volatility

2.13

2.81

-0.67

Sortino ratio

Return per unit of downside risk

2.77

3.41

-0.64

Omega ratio

Gain probability vs. loss probability

1.37

1.49

-0.12

Calmar ratio

Return relative to maximum drawdown

4.81

5.27

-0.47

Martin ratio

Return relative to average drawdown

13.75

17.75

-4.00

FVUB.L vs. ALAG.L - Sharpe Ratio Comparison

The current FVUB.L Sharpe Ratio is 2.13, which is comparable to the ALAG.L Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of FVUB.L and ALAG.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FVUB.LALAG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.13

2.81

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.69

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.43

-0.39

Correlation

The correlation between FVUB.L and ALAG.L is 0.92, 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

FVUB.L vs. ALAG.L - Dividend Comparison

Neither FVUB.L nor ALAG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FVUB.L vs. ALAG.L - Drawdown Comparison

The maximum FVUB.L drawdown since its inception was -58.22%, which is greater than ALAG.L's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for FVUB.L and ALAG.L.


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Drawdown Indicators


FVUB.LALAG.LDifference

Max Drawdown

Largest peak-to-trough decline

-58.22%

-48.94%

-9.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-10.31%

-0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-29.42%

-25.74%

-3.68%

Max Drawdown (10Y)

Largest decline over 10 years

-48.94%

Current Drawdown

Current decline from peak

0.00%

-2.12%

+2.12%

Average Drawdown

Average peak-to-trough decline

-28.32%

-12.20%

-16.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.06%

+0.58%

Volatility

FVUB.L vs. ALAG.L - Volatility Comparison

The current volatility for Franklin FTSE Brazil UCITS ETF (FVUB.L) is 7.99%, while Amundi MSCI Em Latin America UCITS ETF-C USD (ALAG.L) has a volatility of 8.69%. This indicates that FVUB.L experiences smaller price fluctuations and is considered to be less risky than ALAG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FVUB.LALAG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

8.69%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

17.49%

14.66%

+2.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.83%

19.04%

+3.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.56%

20.46%

+5.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.61%

25.04%

+6.57%