PortfoliosLab logoPortfoliosLab logo
IUSW.DE vs. AE5A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSW.DE vs. AE5A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) and Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IUSW.DE achieves a 8.49% return, which is significantly lower than AE5A.DE's 24.89% return.


IUSW.DE

1D
0.44%
1M
0.44%
6M
7.23%
YTD
8.49%
1Y
4.49%
3Y*
-1.13%
5Y*
2.61%
10Y*

AE5A.DE

1D
0.00%
1M
-3.48%
6M
22.41%
YTD
24.89%
1Y
42.78%
3Y*
19.74%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSW.DE vs. AE5A.DE - Yearly Performance Comparison


2026 (YTD)202520242023
IUSW.DE
iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)
8.49%-15.93%5.30%9.12%
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
24.89%19.26%14.36%4.85%

Correlation

The correlation between IUSW.DE and AE5A.DE is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.34

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2023

0.34

The correlation between IUSW.DE and AE5A.DE shifts across timeframes, from 0.24 (1 year) to 0.34 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IUSW.DE vs. AE5A.DE — Risk / Return Rank

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

IUSW.DE
IUSW.DE Risk / Return Rank: 1313
Overall Rank
IUSW.DE Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
IUSW.DE Sortino Ratio Rank: 1313
Sortino Ratio Rank
IUSW.DE Omega Ratio Rank: 1313
Omega Ratio Rank
IUSW.DE Calmar Ratio Rank: 1313
Calmar Ratio Rank
IUSW.DE Martin Ratio Rank: 1414
Martin Ratio Rank

AE5A.DE
AE5A.DE Risk / Return Rank: 8383
Overall Rank
AE5A.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AE5A.DE Sortino Ratio Rank: 8080
Sortino Ratio Rank
AE5A.DE Omega Ratio Rank: 8282
Omega Ratio Rank
AE5A.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
AE5A.DE Martin Ratio Rank: 8484
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.

IUSW.DE vs. AE5A.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) and Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.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.


IUSW.DEAE5A.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.89

Sortino ratioReturn per unit of downside risk

-2.34

Omega ratioGain probability vs. loss probability

1.07

1.40

-0.33

Calmar ratioReturn relative to maximum drawdown

0.38

4.15

-3.78

Martin ratioReturn relative to average drawdown

0.96

13.73

-12.77

IUSW.DE vs. AE5A.DE - Sharpe Ratio Comparison

The current IUSW.DE Sharpe Ratio is 0.30, which is lower than the AE5A.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of IUSW.DE and AE5A.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.


Loading charts...

Drawdowns

IUSW.DE vs. AE5A.DE - Drawdown Comparison

The maximum IUSW.DE drawdown since its inception was -47.12%, which is greater than AE5A.DE's maximum drawdown of -19.22%. Use the drawdown chart below to compare losses from any high point for IUSW.DE and AE5A.DE.


Loading charts...

Drawdown Indicators


IUSW.DEAE5A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-47.12%

-19.22%

-27.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.92%

-10.34%

-1.58%

Max Drawdown (3Y)

Largest decline over 3 years

-21.61%

-19.22%

-2.39%

Max Drawdown (5Y)

Largest decline over 5 years

-31.40%

Current Drawdown

Current decline from peak

-24.34%

-6.95%

-17.39%

Average Drawdown

Average peak-to-trough decline

-20.34%

-3.05%

-17.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.65%

3.13%

+1.52%

Volatility

IUSW.DE vs. AE5A.DE - Volatility Comparison

The current volatility for iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist) (IUSW.DE) is 3.32%, while Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) has a volatility of 9.06%. This indicates that IUSW.DE experiences smaller price fluctuations and is considered to be less risky than AE5A.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IUSW.DEAE5A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.32%

9.06%

-5.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.73%

17.07%

-6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

15.08%

19.66%

-4.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

16.46%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.69%

16.46%

+3.23%

IUSW.DE vs. AE5A.DE - Expense Ratio Comparison

IUSW.DE has a 0.60% expense ratio, which is higher than AE5A.DE's 0.14% expense ratio.


Dividends

IUSW.DE vs. AE5A.DE - Dividend Comparison

IUSW.DE's dividend yield for the trailing twelve months is around 3.21%, more than AE5A.DE's 1.72% yield.


PositionTTM202520242023202220212020
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
1.72%2.15%3.38%3.80%0.00%0.00%0.00%
IUSW.DE
iShares MSCI Saudi Arabia Capped UCITS ETF USD (Dist)
3.21%3.79%2.60%2.13%1.81%1.21%3.52%

Frequently Asked Questions


IUSW.DE and AE5A.DE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AE5A.DE is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AE5A.DE is cheaper with a 0.14% expense ratio, compared with 0.60% for IUSW.DE.

IUSW.DE tracks MSCI Saudi Arabia 20/35 Index, while AE5A.DE tracks MSCI Emerging Markets Index. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.60% for IUSW.DE and 0.14% for AE5A.DE.

Portfolio Optimizer

Find the right allocation for IUSW.DE and AE5A.DE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer