TSGB.L vs. AEME.L
Compare and contrast key facts about VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) and Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L).
TSGB.L and AEME.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TSGB.L is a passively managed fund by VanEck that tracks the performance of the MSCI ACWI NR USD. It was launched on May 3, 2013. AEME.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Jun 29, 2016. Both TSGB.L and AEME.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TSGB.L or AEME.L.
Performance
TSGB.L vs. AEME.L - Performance Comparison
Returns By Period
In the year-to-date period, TSGB.L achieves a 11.07% return, which is significantly higher than AEME.L's 7.87% return.
TSGB.L
11.07%
0.07%
2.90%
17.15%
9.04%
N/A
AEME.L
7.87%
-6.92%
-1.49%
12.88%
N/A
N/A
Key characteristics
| TSGB.L | AEME.L | |
|---|---|---|
| Sharpe Ratio | 1.64 | 0.84 |
| Sortino Ratio | 2.30 | 1.31 |
| Omega Ratio | 1.31 | 1.16 |
| Calmar Ratio | 2.44 | 0.43 |
| Martin Ratio | 10.93 | 4.01 |
| Ulcer Index | 1.51% | 3.21% |
| Daily Std Dev | 10.05% | 19.19% |
| Max Drawdown | -26.20% | -40.09% |
| Current Drawdown | -0.71% | -19.50% |
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TSGB.L vs. AEME.L - Expense Ratio Comparison
Both TSGB.L and AEME.L have an expense ratio of 0.20%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between TSGB.L and AEME.L is 0.69, 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.
Risk-Adjusted Performance
TSGB.L vs. AEME.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) and Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L). 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.
Dividends
TSGB.L vs. AEME.L - Dividend Comparison
TSGB.L's dividend yield for the trailing twelve months is around 1.91%, while AEME.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
TSGB.L VanEck Sustainable World Equal Weight UCITS ETF A | 1.91% | 2.56% | 2.67% | 0.95% |
AEME.L Amundi Index MSCI Emerging Markets UCITS ETF DR (C) | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TSGB.L vs. AEME.L - Drawdown Comparison
The maximum TSGB.L drawdown since its inception was -26.20%, smaller than the maximum AEME.L drawdown of -40.09%. Use the drawdown chart below to compare losses from any high point for TSGB.L and AEME.L. For additional features, visit the drawdowns tool.
Volatility
TSGB.L vs. AEME.L - Volatility Comparison
The current volatility for VanEck Sustainable World Equal Weight UCITS ETF A (TSGB.L) is 3.11%, while Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) has a volatility of 4.99%. This indicates that TSGB.L experiences smaller price fluctuations and is considered to be less risky than AEME.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.