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LEER.DE vs. AE5A.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEER.DE vs. AE5A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) and Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.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, LEER.DE achieves a 18.03% return, which is significantly lower than AE5A.DE's 27.41% return. Over the past 10 years, LEER.DE has outperformed AE5A.DE with an annualized return of 10.92%, while AE5A.DE has yielded a comparatively lower 9.98% annualized return.


LEER.DE

1D
0.66%
1M
4.22%
YTD
18.03%
6M
25.17%
1Y
42.24%
3Y*
31.18%
5Y*
16.61%
10Y*
10.92%

AE5A.DE

1D
-1.54%
1M
6.05%
YTD
27.41%
6M
29.44%
1Y
49.88%
3Y*
20.90%
5Y*
8.49%
10Y*
9.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
18.03%53.92%4.11%41.71%-21.16%20.40%-18.41%1.33%-8.39%30.82%
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
27.41%19.26%14.36%5.58%-14.19%4.19%7.49%21.04%-11.21%20.83%

Correlation

The correlation between LEER.DE and AE5A.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.51

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

0.48

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

0.53

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.56

The correlation between LEER.DE and AE5A.DE has been stable across timeframes, ranging from 0.48 to 0.56 - a consistent structural relationship.

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Return for Risk

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

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

LEER.DE
LEER.DE Risk / Return Rank: 6565
Overall Rank
LEER.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 6060
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 5757
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 6565
Martin Ratio Rank

AE5A.DE
AE5A.DE Risk / Return Rank: 8585
Overall Rank
AE5A.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AE5A.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
AE5A.DE Omega Ratio Rank: 8585
Omega Ratio Rank
AE5A.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
AE5A.DE Martin Ratio Rank: 8585
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.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.


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

-0.79

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

1.34

1.50

-0.16

Calmar ratioReturn relative to maximum drawdown

4.24

4.80

-0.56

Martin ratioReturn relative to average drawdown

11.61

17.35

-5.74

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

The current LEER.DE Sharpe Ratio is 2.00, which is comparable to the AE5A.DE Sharpe Ratio of 2.79. The chart below compares the historical Sharpe Ratios of LEER.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.


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Sharpe Ratios by Period


LEER.DEAE5A.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.79

-0.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.51

+0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.53

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.42

-0.30

Drawdowns

LEER.DE vs. AE5A.DE - Drawdown Comparison

The maximum LEER.DE drawdown since its inception was -72.16%, which is greater than AE5A.DE's maximum drawdown of -36.16%. Use the drawdown chart below to compare losses from any high point for LEER.DE and AE5A.DE.


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Drawdown Indicators


LEER.DEAE5A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-72.16%

-36.16%

-36.00%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-10.34%

+0.42%

Max Drawdown (3Y)

Largest decline over 3 years

-15.85%

-19.22%

+3.37%

Max Drawdown (5Y)

Largest decline over 5 years

-43.49%

-23.47%

-20.02%

Max Drawdown (10Y)

Largest decline over 10 years

-48.74%

-32.24%

-16.50%

Current Drawdown

Current decline from peak

-0.84%

-2.56%

+1.72%

Average Drawdown

Average peak-to-trough decline

-33.44%

-9.72%

-23.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.63%

2.87%

+0.76%

Volatility

LEER.DE vs. AE5A.DE - Volatility Comparison

The current volatility for Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) is 6.19%, while Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) has a volatility of 7.32%. This indicates that LEER.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.


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Volatility by Period


LEER.DEAE5A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

7.32%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

16.81%

14.97%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

21.00%

17.82%

+3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.00%

17.23%

+5.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.97%

19.05%

+2.92%

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

LEER.DE has a 0.50% expense ratio, which is higher than AE5A.DE's 0.14% expense ratio.


Dividends

LEER.DE vs. AE5A.DE - Dividend Comparison

LEER.DE has not paid dividends to shareholders, while AE5A.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
1.69%2.15%3.38%3.80%2.44%1.62%1.71%2.01%2.17%
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


LEER.DE and AE5A.DE have a correlation of 0.49, 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 0.50% for LEER.DE.

LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index, while AE5A.DE tracks MSCI Emerging Markets Index. Their fees differ too: 0.50% for LEER.DE and 0.14% for AE5A.DE.

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