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

Performance

LTUR.DE vs. AE5A.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.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

The year-to-date returns for both investments are quite close, with LTUR.DE having a 24.69% return and AE5A.DE slightly higher at 24.89%.


LTUR.DE

1D
-0.75%
1M
4.09%
6M
20.48%
YTD
24.69%
1Y
26.92%
3Y*
14.68%
5Y*
19.06%
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)

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


2026 (YTD)202520242023
LTUR.DE
Amundi MSCI Turkey UCITS ETF (Acc)
24.69%-14.56%27.15%-0.38%
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
24.89%19.26%14.36%4.85%

Correlation

The correlation between LTUR.DE and AE5A.DE is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.25

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

0.24

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Return for Risk

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

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

LTUR.DE
LTUR.DE Risk / Return Rank: 2929
Overall Rank
LTUR.DE Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
LTUR.DE Sortino Ratio Rank: 2727
Sortino Ratio Rank
LTUR.DE Omega Ratio Rank: 3030
Omega Ratio Rank
LTUR.DE Calmar Ratio Rank: 3333
Calmar Ratio Rank
LTUR.DE Martin Ratio Rank: 2727
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.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.


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

-1.35

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.18

1.40

-0.21

Calmar ratioReturn relative to maximum drawdown

1.43

4.15

-2.73

Martin ratioReturn relative to average drawdown

3.30

13.73

-10.43

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

The current LTUR.DE Sharpe Ratio is 0.84, which is lower than the AE5A.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of LTUR.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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Drawdowns

LTUR.DE vs. AE5A.DE - Drawdown Comparison

The maximum LTUR.DE drawdown since its inception was -49.50%, 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 LTUR.DE and AE5A.DE.


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Drawdown Indicators


LTUR.DEAE5A.DEDifference

Max Drawdown

Largest peak-to-trough decline

-49.50%

-19.22%

-30.28%

Max Drawdown (1Y)

Largest decline over 1 year

-18.75%

-10.34%

-8.41%

Max Drawdown (3Y)

Largest decline over 3 years

-35.43%

-19.22%

-16.21%

Max Drawdown (5Y)

Largest decline over 5 years

-35.43%

Current Drawdown

Current decline from peak

-9.93%

-6.95%

-2.98%

Average Drawdown

Average peak-to-trough decline

-19.87%

-3.05%

-16.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.13%

3.13%

+5.00%

Volatility

LTUR.DE vs. AE5A.DE - Volatility Comparison

The current volatility for Amundi MSCI Turkey UCITS ETF (Acc) (LTUR.DE) is 7.41%, while Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist (AE5A.DE) has a volatility of 9.06%. This indicates that LTUR.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


LTUR.DEAE5A.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.41%

9.06%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

27.22%

17.07%

+10.15%

Volatility (1Y)

Calculated over the trailing 1-year period

31.81%

19.66%

+12.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.26%

16.46%

+19.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.73%

16.46%

+19.27%

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

LTUR.DE has a 0.45% expense ratio, which is higher than AE5A.DE's 0.14% expense ratio.


Dividends

LTUR.DE vs. AE5A.DE - Dividend Comparison

LTUR.DE has not paid dividends to shareholders, while AE5A.DE's dividend yield for the trailing twelve months is around 1.72%.


PositionTTM202520242023
AE5A.DE
Amundi Core MSCI Emerging Markets Swap UCITS ETF Dist
1.72%2.15%3.38%3.80%
LTUR.DE
Amundi MSCI Turkey UCITS ETF (Acc)
0.00%0.00%0.00%0.00%

Frequently Asked Questions


LTUR.DE and AE5A.DE have a correlation of 0.25, 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 0.45% for LTUR.DE.

LTUR.DE tracks MSCI Turkey Net Total Return Index, while AE5A.DE tracks MSCI Emerging Markets Index. Their fees differ too: 0.45% for LTUR.DE and 0.14% for AE5A.DE.

Portfolio Optimizer

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