SXR4.DE vs. AMEL.DE
SXR4.DE (iShares MSCI USA UCITS ETF (Acc)) and AMEL.DE (Amundi MSCI Emerging Markets Latin America UCITS ETF EUR) are both exchange-traded funds - SXR4.DE is a Large Cap Blend Equities fund tracking the MSCI USA, while AMEL.DE is a Latin America Equities fund tracking the MSCI Emerging Markets Latin America. Both are passively managed. Over the past 10 years, SXR4.DE returned 14.76%/yr vs 7.43%/yr for AMEL.DE. At a 0.49 correlation, their price movements are largely independent. SXR4.DE charges 0.07%/yr vs 0.20%/yr for AMEL.DE.
Performance
SXR4.DE vs. AMEL.DE - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SXR4.DE having a 11.29% return and AMEL.DE slightly lower at 10.83%. Over the past 10 years, SXR4.DE has outperformed AMEL.DE with an annualized return of 14.76%, while AMEL.DE has yielded a comparatively lower 7.43% annualized return.
SXR4.DE
- 1D
- -0.10%
- 1M
- 4.53%
- YTD
- 11.29%
- 6M
- 10.68%
- 1Y
- 25.15%
- 3Y*
- 19.00%
- 5Y*
- 14.32%
- 10Y*
- 14.76%
AMEL.DE
- 1D
- -0.86%
- 1M
- -7.35%
- YTD
- 10.83%
- 6M
- 10.61%
- 1Y
- 34.11%
- 3Y*
- 10.77%
- 5Y*
- 9.48%
- 10Y*
- 7.43%
SXR4.DE vs. AMEL.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR4.DE iShares MSCI USA UCITS ETF (Acc) | 11.29% | 4.62% | 32.33% | 23.44% | -15.85% | 38.32% | 9.25% | 34.28% | -1.46% | 6.54% |
AMEL.DE Amundi MSCI Emerging Markets Latin America UCITS ETF EUR | 10.83% | 38.06% | -22.22% | 28.09% | 16.34% | -3.21% | -21.29% | 20.69% | -3.27% | 8.15% |
Correlation
The correlation between SXR4.DE and AMEL.DE is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2011 | 0.49 |
The correlation between SXR4.DE and AMEL.DE shifts across timeframes, from 0.35 (3 years) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR4.DE vs. AMEL.DE — Risk / Return Rank
SXR4.DE
AMEL.DE
SXR4.DE vs. AMEL.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) and Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.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.
| SXR4.DE | AMEL.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.33 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.42 | 3.16 | +0.25 |
| Martin ratioReturn relative to average drawdown | 11.92 | 9.66 | +2.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SXR4.DE | AMEL.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.15 | 1.90 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.45 | +0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.90 | 0.29 | +0.61 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.77 | 0.12 | +0.65 |
Drawdowns
SXR4.DE vs. AMEL.DE - Drawdown Comparison
The maximum SXR4.DE drawdown since its inception was -34.16%, smaller than the maximum AMEL.DE drawdown of -52.69%. Use the drawdown chart below to compare losses from any high point for SXR4.DE and AMEL.DE.
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Drawdown Indicators
| SXR4.DE | AMEL.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.16% | -52.69% | +18.53% |
Max Drawdown (1Y)Largest decline over 1 year | -7.36% | -10.86% | +3.50% |
Max Drawdown (3Y)Largest decline over 3 years | -23.63% | -25.38% | +1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -23.63% | -25.38% | +1.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.16% | -51.31% | +17.15% |
Current DrawdownCurrent decline from peak | -0.40% | -10.86% | +10.46% |
Average DrawdownAverage peak-to-trough decline | -5.25% | -17.89% | +12.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.57% | -1.46% |
Volatility
SXR4.DE vs. AMEL.DE - Volatility Comparison
The current volatility for iShares MSCI USA UCITS ETF (Acc) (SXR4.DE) is 2.73%, while Amundi MSCI Emerging Markets Latin America UCITS ETF EUR (AMEL.DE) has a volatility of 5.32%. This indicates that SXR4.DE experiences smaller price fluctuations and is considered to be less risky than AMEL.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR4.DE | AMEL.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 5.32% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 7.68% | 15.30% | -7.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.70% | 18.10% | -6.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.42% | 20.90% | -5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.23% | 25.27% | -9.04% |
SXR4.DE vs. AMEL.DE - Expense Ratio Comparison
SXR4.DE has a 0.07% expense ratio, which is lower than AMEL.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
SXR4.DE vs. AMEL.DE - Dividend Comparison
Neither SXR4.DE nor AMEL.DE has paid dividends to shareholders.
Frequently Asked Questions
SXR4.DE and AMEL.DE have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR4.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR4.DE is cheaper with a 0.07% expense ratio, compared with 0.20% for AMEL.DE.
SXR4.DE is categorized as Large Cap Blend Equities, while AMEL.DE is Latin America Equities. SXR4.DE tracks MSCI USA, while AMEL.DE tracks MSCI Emerging Markets Latin America. They also come from different issuers: iShares and Amundi. Their fees differ too: 0.07% for SXR4.DE and 0.20% for AMEL.DE.
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