PAEEM.PA vs. SP5.PA

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.PA) and Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA).

PAEEM.PA and SP5.PA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PAEEM.PA is a passively managed fund by Amundi that tracks the performance of the MSCI EM ex-Egypt ESG Broad CTB Select Index. It was launched on Jun 6, 2025. SP5.PA is a passively managed fund by Amundi that tracks the performance of the S&P 500 Index. It was launched on Mar 24, 2021. Both PAEEM.PA and SP5.PA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

PAEEM.PA vs. SP5.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.PA) and Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA). The values are adjusted to include any dividend payments, if applicable.

PAEEM.PA vs. SP5.PA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
PAEEM.PA Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc	5.72%	22.47%	13.05%	3.25%	-15.31%	4.42%	8.27%	11.57%
SP5.PA Amundi S&P 500 UCITS ETF - Dist EUR	-2.85%	4.06%	34.08%	22.28%	-13.91%	40.50%	7.97%	14.05%

Returns By Period

In the year-to-date period, PAEEM.PA achieves a 5.72% return, which is significantly higher than SP5.PA's -2.85% return.

PAEEM.PA

• 1D: 3.45%
• 1M: -5.14%
• YTD: 5.72%
• 6M: 9.42%
• 1Y: 24.90%
• 3Y*: 13.87%
• 5Y*: 4.38%
• 10Y*: —

SP5.PA

• 1D: 1.70%
• 1M: -3.04%
• YTD: -2.85%
• 6M: 0.11%
• 1Y: 10.28%
• 3Y*: 16.25%
• 5Y*: 12.28%
• 10Y*: 13.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PAEEM.PA vs. SP5.PA - Expense Ratio Comparison

PAEEM.PA has a 0.30% expense ratio, which is higher than SP5.PA's 0.05% expense ratio.

PAEEM.PA

Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc

SP5.PA

Amundi S&P 500 UCITS ETF - Dist EUR

Return for Risk

PAEEM.PA vs. SP5.PA — Risk / Return Rank

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

PAEEM.PA

PAEEM.PA Risk / Return Rank: 78
PAEEM.PA Sharpe Ratio Rank: 72
PAEEM.PA Sortino Ratio Rank: 70
PAEEM.PA Omega Ratio Rank: 65
PAEEM.PA Calmar Ratio Rank: 91
PAEEM.PA Martin Ratio Rank: 91

SP5.PA

SP5.PA Risk / Return Rank: 52
SP5.PA Sharpe Ratio Rank: 29
SP5.PA Sortino Ratio Rank: 28
SP5.PA Omega Ratio Rank: 30
SP5.PA Calmar Ratio Rank: 88
SP5.PA Martin Ratio Rank: 84

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.

PAEEM.PA vs. SP5.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.PA) and Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA). 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.

	PAEEM.PA	SP5.PA	Difference
Sharpe ratio Return per unit of total volatility	1.35	0.59	+0.76
Sortino ratio Return per unit of downside risk	1.87	0.91	+0.96
Omega ratio Gain probability vs. loss probability	1.25	1.14	+0.12
Calmar ratio Return relative to maximum drawdown	3.45	3.09	+0.36
Martin ratio Return relative to average drawdown	13.21	10.65	+2.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PAEEM.PA vs. SP5.PA - Sharpe Ratio Comparison

The current PAEEM.PA Sharpe Ratio is 1.35, which is higher than the SP5.PA Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PAEEM.PA and SP5.PA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PAEEM.PA	SP5.PA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	0.59	+0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.26	0.79	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.85	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.37	0.87	-0.49

Correlation

The correlation between PAEEM.PA and SP5.PA is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

PAEEM.PA vs. SP5.PA - Dividend Comparison

PAEEM.PA has not paid dividends to shareholders, while SP5.PA's dividend yield for the trailing twelve months is around 1.03%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PAEEM.PA Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SP5.PA Amundi S&P 500 UCITS ETF - Dist EUR	1.03%	1.00%	1.20%	1.05%	2.12%	1.09%	1.55%	1.64%	1.93%	1.76%	1.89%	2.03%

Drawdowns

PAEEM.PA vs. SP5.PA - Drawdown Comparison

The maximum PAEEM.PA drawdown since its inception was -31.94%, smaller than the maximum SP5.PA drawdown of -33.67%. Use the drawdown chart below to compare losses from any high point for PAEEM.PA and SP5.PA.

Drawdown Indicators

	PAEEM.PA	SP5.PA	Difference
Max Drawdown Largest peak-to-trough decline	-31.94%	-33.67%	+1.73%
Max Drawdown (1Y) Largest decline over 1 year	-13.29%	-13.49%	+0.20%
Max Drawdown (5Y) Largest decline over 5 years	-23.63%	-23.28%	-0.35%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.67%	—
Current Drawdown Current decline from peak	-7.61%	-5.18%	-2.43%
Average Drawdown Average peak-to-trough decline	-10.84%	-4.15%	-6.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.80%	2.06%	+0.74%

Volatility

PAEEM.PA vs. SP5.PA - Volatility Comparison

Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.PA) has a higher volatility of 7.21% compared to Amundi S&P 500 UCITS ETF - Dist EUR (SP5.PA) at 3.80%. This indicates that PAEEM.PA's price experiences larger fluctuations and is considered to be riskier than SP5.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PAEEM.PA	SP5.PA	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.21%	3.80%	+3.41%
Volatility (6M) Calculated over the trailing 6-month period	12.94%	8.57%	+4.37%
Volatility (1Y) Calculated over the trailing 1-year period	18.15%	17.13%	+1.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.45%	15.21%	+1.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.09%	16.11%	+2.98%