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PSP5.PA vs. PAEEM.PA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PSP5.PA vs. PAEEM.PA - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) and Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.PA). The values are adjusted to include any dividend payments, if applicable.

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PSP5.PA vs. PAEEM.PA - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
PSP5.PA
Amundi PEA S&P 500 UCITS ETF Acc
-2.97%3.67%33.82%21.92%-14.07%40.47%8.01%14.00%
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%

Returns By Period

In the year-to-date period, PSP5.PA achieves a -2.97% return, which is significantly lower than PAEEM.PA's 5.72% return.


PSP5.PA

1D
1.61%
1M
-3.10%
YTD
-2.97%
6M
-0.10%
1Y
9.83%
3Y*
15.89%
5Y*
12.02%
10Y*
13.76%

PAEEM.PA

1D
3.45%
1M
-5.14%
YTD
5.72%
6M
9.42%
1Y
24.90%
3Y*
13.87%
5Y*
4.38%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PSP5.PA vs. PAEEM.PA - Expense Ratio Comparison

PSP5.PA has a 0.12% expense ratio, which is lower than PAEEM.PA's 0.30% expense ratio.


Return for Risk

PSP5.PA vs. PAEEM.PA — Risk / Return Rank

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

PSP5.PA
PSP5.PA Risk / Return Rank: 5151
Overall Rank
PSP5.PA Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
PSP5.PA Sortino Ratio Rank: 2727
Sortino Ratio Rank
PSP5.PA Omega Ratio Rank: 3030
Omega Ratio Rank
PSP5.PA Calmar Ratio Rank: 8787
Calmar Ratio Rank
PSP5.PA Martin Ratio Rank: 8383
Martin Ratio Rank

PAEEM.PA
PAEEM.PA Risk / Return Rank: 7878
Overall Rank
PAEEM.PA Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
PAEEM.PA Sortino Ratio Rank: 7070
Sortino Ratio Rank
PAEEM.PA Omega Ratio Rank: 6565
Omega Ratio Rank
PAEEM.PA Calmar Ratio Rank: 9191
Calmar Ratio Rank
PAEEM.PA Martin Ratio Rank: 9191
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.

PSP5.PA vs. PAEEM.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) and Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.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.


PSP5.PAPAEEM.PADifference

Sharpe ratio

Return per unit of total volatility

0.58

1.35

-0.78

Sortino ratio

Return per unit of downside risk

0.88

1.87

-0.99

Omega ratio

Gain probability vs. loss probability

1.13

1.25

-0.12

Calmar ratio

Return relative to maximum drawdown

3.03

3.45

-0.42

Martin ratio

Return relative to average drawdown

10.46

13.21

-2.75

PSP5.PA vs. PAEEM.PA - Sharpe Ratio Comparison

The current PSP5.PA Sharpe Ratio is 0.58, which is lower than the PAEEM.PA Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of PSP5.PA and PAEEM.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.


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Sharpe Ratios by Period


PSP5.PAPAEEM.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.35

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.26

+0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

0.37

+0.46

Correlation

The correlation between PSP5.PA and PAEEM.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

PSP5.PA vs. PAEEM.PA - Dividend Comparison

Neither PSP5.PA nor PAEEM.PA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PSP5.PA vs. PAEEM.PA - Drawdown Comparison

The maximum PSP5.PA drawdown since its inception was -33.70%, which is greater than PAEEM.PA's maximum drawdown of -31.94%. Use the drawdown chart below to compare losses from any high point for PSP5.PA and PAEEM.PA.


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Drawdown Indicators


PSP5.PAPAEEM.PADifference

Max Drawdown

Largest peak-to-trough decline

-33.70%

-31.94%

-1.76%

Max Drawdown (1Y)

Largest decline over 1 year

-13.40%

-13.29%

-0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-23.20%

-23.63%

+0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.70%

Current Drawdown

Current decline from peak

-5.27%

-7.61%

+2.34%

Average Drawdown

Average peak-to-trough decline

-4.31%

-10.84%

+6.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.06%

2.80%

-0.74%

Volatility

PSP5.PA vs. PAEEM.PA - Volatility Comparison

The current volatility for Amundi PEA S&P 500 UCITS ETF Acc (PSP5.PA) is 3.72%, while Amundi PEA Emergent (MSCI Emerging) ESG Transition UCITS ETF Acc (PAEEM.PA) has a volatility of 7.21%. This indicates that PSP5.PA experiences smaller price fluctuations and is considered to be less risky than PAEEM.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PSP5.PAPAEEM.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.72%

7.21%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.47%

12.94%

-4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.90%

18.15%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

16.45%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.23%

19.09%

-2.86%