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H41E.DE vs. ACUG.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

H41E.DE vs. ACUG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) and Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE). The values are adjusted to include any dividend payments, if applicable.

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H41E.DE vs. ACUG.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
H41E.DE
HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)
10.05%22.02%17.74%11.43%-2.00%
ACUG.DE
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)
3.38%13.06%11.24%-2.80%-2.94%

Returns By Period

In the year-to-date period, H41E.DE achieves a 10.05% return, which is significantly higher than ACUG.DE's 3.38% return.


H41E.DE

1D
3.49%
1M
-4.43%
YTD
10.05%
6M
17.06%
1Y
35.57%
3Y*
18.56%
5Y*
10Y*

ACUG.DE

1D
2.78%
1M
-4.22%
YTD
3.38%
6M
4.18%
1Y
20.32%
3Y*
8.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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H41E.DE vs. ACUG.DE - Expense Ratio Comparison

H41E.DE has a 0.35% expense ratio, which is higher than ACUG.DE's 0.25% expense ratio.


Return for Risk

H41E.DE vs. ACUG.DE — Risk / Return Rank

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

H41E.DE
H41E.DE Risk / Return Rank: 8888
Overall Rank
H41E.DE Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
H41E.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
H41E.DE Omega Ratio Rank: 8686
Omega Ratio Rank
H41E.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
H41E.DE Martin Ratio Rank: 8888
Martin Ratio Rank

ACUG.DE
ACUG.DE Risk / Return Rank: 6060
Overall Rank
ACUG.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ACUG.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
ACUG.DE Omega Ratio Rank: 5454
Omega Ratio Rank
ACUG.DE Calmar Ratio Rank: 6969
Calmar Ratio Rank
ACUG.DE Martin Ratio Rank: 6161
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.

H41E.DE vs. ACUG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) and Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.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.


H41E.DEACUG.DEDifference

Sharpe ratio

Return per unit of total volatility

1.94

1.10

+0.84

Sortino ratio

Return per unit of downside risk

2.54

1.55

+1.00

Omega ratio

Gain probability vs. loss probability

1.36

1.21

+0.15

Calmar ratio

Return relative to maximum drawdown

3.35

2.02

+1.33

Martin ratio

Return relative to average drawdown

12.19

6.83

+5.36

H41E.DE vs. ACUG.DE - Sharpe Ratio Comparison

The current H41E.DE Sharpe Ratio is 1.94, which is higher than the ACUG.DE Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of H41E.DE and ACUG.DE, 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


H41E.DEACUG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.94

1.10

+0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

0.09

+1.06

Correlation

The correlation between H41E.DE and ACUG.DE is 0.89, 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

H41E.DE vs. ACUG.DE - Dividend Comparison

H41E.DE has not paid dividends to shareholders, while ACUG.DE's dividend yield for the trailing twelve months is around 1.87%.


TTM20252024202320222021
H41E.DE
HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%
ACUG.DE
Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D)
1.87%1.93%2.11%2.26%2.28%1.69%

Drawdowns

H41E.DE vs. ACUG.DE - Drawdown Comparison

The maximum H41E.DE drawdown since its inception was -20.92%, smaller than the maximum ACUG.DE drawdown of -26.17%. Use the drawdown chart below to compare losses from any high point for H41E.DE and ACUG.DE.


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Drawdown Indicators


H41E.DEACUG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-20.92%

-26.17%

+5.25%

Max Drawdown (1Y)

Largest decline over 1 year

-14.27%

-13.71%

-0.56%

Current Drawdown

Current decline from peak

-6.66%

-7.01%

+0.35%

Average Drawdown

Average peak-to-trough decline

-3.19%

-12.98%

+9.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.99%

3.08%

-0.09%

Volatility

H41E.DE vs. ACUG.DE - Volatility Comparison

HSBC MSCI Emerging Markets Value ESG UCITS ETF USD (Acc) (H41E.DE) and Amundi Index MSCI Emerging Markets SRI PAB UCITS ETF DR (D) (ACUG.DE) have volatilities of 6.64% and 6.38%, 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


H41E.DEACUG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

6.38%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

12.51%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

18.30%

18.40%

-0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

16.66%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.43%

16.66%

-1.23%