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LEER.DE vs. H410.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEER.DE vs. H410.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 HSBC MSCI Emerging Markets UCITS ETF USD (H410.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 21.43% return, which is significantly lower than H410.DE's 23.59% return. Over the past 10 years, LEER.DE has outperformed H410.DE with an annualized return of 11.46%, while H410.DE has yielded a comparatively lower 8.62% annualized return.


LEER.DE

1D
-0.60%
1M
1.96%
6M
16.20%
YTD
21.43%
1Y
40.26%
3Y*
30.38%
5Y*
17.83%
10Y*
11.46%

H410.DE

1D
-0.41%
1M
-4.81%
6M
16.27%
YTD
23.59%
1Y
40.06%
3Y*
19.24%
5Y*
7.58%
10Y*
8.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEER.DE vs. H410.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEER.DE
Amundi MSCI Eastern Europe Ex Russia UCITS ETF
21.43%53.95%4.13%41.71%-21.18%20.41%-18.42%1.30%-8.37%30.59%
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
23.59%18.65%13.95%4.67%-13.87%4.04%6.95%21.14%-11.36%21.12%

Correlation

The correlation between LEER.DE and H410.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.51

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

0.51

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

0.53

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2011

0.54

The correlation between LEER.DE and H410.DE has been stable across timeframes, ranging from 0.48 to 0.54 - a consistent structural relationship.

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Return for Risk

LEER.DE vs. H410.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: 7676
Overall Rank
LEER.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LEER.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
LEER.DE Omega Ratio Rank: 6868
Omega Ratio Rank
LEER.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
LEER.DE Martin Ratio Rank: 7474
Martin Ratio Rank

H410.DE
H410.DE Risk / Return Rank: 7878
Overall Rank
H410.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
H410.DE Sortino Ratio Rank: 7373
Sortino Ratio Rank
H410.DE Omega Ratio Rank: 7676
Omega Ratio Rank
H410.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
H410.DE Martin Ratio Rank: 7878
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. H410.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 HSBC MSCI Emerging Markets UCITS ETF USD (H410.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.


LEER.DEH410.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.33

1.36

-0.03

Calmar ratioReturn relative to maximum drawdown

4.04

3.81

+0.23

Martin ratioReturn relative to average drawdown

10.84

11.69

-0.86

LEER.DE vs. H410.DE - Sharpe Ratio Comparison

The current LEER.DE Sharpe Ratio is 1.91, which is comparable to the H410.DE Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of LEER.DE and H410.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

LEER.DE vs. H410.DE - Drawdown Comparison

The maximum LEER.DE drawdown since its inception was -69.75%, which is greater than H410.DE's maximum drawdown of -41.02%. Use the drawdown chart below to compare losses from any high point for LEER.DE and H410.DE.


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Drawdown Indicators


LEER.DEH410.DEDifference

Max Drawdown

Largest peak-to-trough decline

-69.75%

-41.02%

-28.73%

Max Drawdown (1Y)

Largest decline over 1 year

-9.92%

-10.47%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-15.85%

-19.01%

+3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-43.51%

-22.77%

-20.74%

Max Drawdown (10Y)

Largest decline over 10 years

-48.74%

-31.62%

-17.12%

Current Drawdown

Current decline from peak

-0.60%

-7.87%

+7.27%

Average Drawdown

Average peak-to-trough decline

-30.33%

-13.30%

-17.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.42%

+0.29%

Volatility

LEER.DE vs. H410.DE - Volatility Comparison

The current volatility for Amundi MSCI Eastern Europe Ex Russia UCITS ETF (LEER.DE) is 4.77%, while HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) has a volatility of 8.52%. This indicates that LEER.DE experiences smaller price fluctuations and is considered to be less risky than H410.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.DEH410.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.77%

8.52%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

17.18%

17.56%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

21.03%

20.06%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.12%

17.16%

+5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.72%

18.30%

+3.42%

LEER.DE vs. H410.DE - Expense Ratio Comparison

LEER.DE has a 0.50% expense ratio, which is higher than H410.DE's 0.15% expense ratio.


Dividends

LEER.DE vs. H410.DE - Dividend Comparison

LEER.DE has not paid dividends to shareholders, while H410.DE's dividend yield for the trailing twelve months is around 1.65%.


PositionTTM20252024202320222021202020192018201720162015
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
1.65%2.00%2.40%2.59%3.11%2.00%1.69%2.03%2.20%1.62%1.71%2.28%
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%0.00%0.00%0.00%

Frequently Asked Questions


LEER.DE and H410.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, H410.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H410.DE is cheaper with a 0.15% expense ratio, compared with 0.50% for LEER.DE.

LEER.DE tracks MSCI Emerging Markets Eastern Europe ex Russia Index, while H410.DE tracks MSCI Emerging Markets. They also come from different issuers: Amundi and HSBC. Their fees differ too: 0.50% for LEER.DE and 0.15% for H410.DE.

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