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UC79.L vs. AEME.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

UC79.L vs. AEME.L

Last updated Jun 5, 2026

UC79.L (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) and AEME.L (Amundi Index MSCI Emerging Markets UCITS ETF DR (C)) are both Emerging Markets Equities funds tracking the MSCI EM NR USD, from UBS and Amundi respectively. Both are passively managed. Over the past 5 years, UC79.L returned 10.24%/yr vs 8.48%/yr for AEME.L. Their correlation of 0.89 suggests significant overlap in exposure. UC79.L charges 0.27%/yr vs 0.20%/yr for AEME.L.

Performance

UC79.L vs. AEME.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) and Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

UC79.L is traded in GBp, while AEME.L is traded in USD. To make them comparable, the AEME.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UC79.L achieves a 33.24% return, which is significantly higher than AEME.L's 26.87% return.

UC79.L

1D
-1.64%
1M
8.63%
YTD
33.24%
6M
35.28%
1Y
64.62%
3Y*
24.35%
5Y*
10.24%
10Y*
10.59%

AEME.L

1D
-1.56%
1M
6.71%
YTD
26.87%
6M
28.20%
1Y
54.60%
3Y*
20.90%
5Y*
8.48%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

UC79.L vs. AEME.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		33.24%26.95%10.88%1.14%-11.74%-6.24%
AEME.L
Amundi Index MSCI Emerging Markets UCITS ETF DR (C)		26.87%25.33%8.58%2.99%-10.31%-8.65%

Correlation

The correlation between UC79.L and AEME.L is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.87

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

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2021

0.89

The correlation between UC79.L and AEME.L has been stable across timeframes, ranging from 0.87 to 0.90 - a consistent structural relationship.

UC79.L vs. AEME.L - Sectors Allocation Comparison

Sectors
UC79.L
AEME.L

Technology

38.0%
43.0%

Financial Services

22.6%
17.9%

Consumer Cyclical

11.0%
8.7%

Industrials

8.3%
6.8%

Communication Services

8.0%
6.2%

Healthcare

3.6%
2.6%

Basic Materials

3.3%
5.9%

Consumer Defensive

2.8%
2.7%

Real Estate

1.3%
1.0%

Utilities

1.0%
1.9%

Energy

0.2%
3.5%

Technology

UC79.L
38.0%
AEME.L
43.0%

Financial Services

UC79.L
22.6%
AEME.L
17.9%

Consumer Cyclical

UC79.L
11.0%
AEME.L
8.7%

Industrials

UC79.L
8.3%
AEME.L
6.8%

Communication Services

UC79.L
8.0%
AEME.L
6.2%

Healthcare

UC79.L
3.6%
AEME.L
2.6%

Basic Materials

UC79.L
3.3%
AEME.L
5.9%

Consumer Defensive

UC79.L
2.8%
AEME.L
2.7%

Real Estate

UC79.L
1.3%
AEME.L
1.0%

Utilities

UC79.L
1.0%
AEME.L
1.9%

Energy

UC79.L
0.2%
AEME.L
3.5%

Compare stocks, funds, or ETFs

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UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis

Amundi Index MSCI Emerging Markets UCITS ETF DR (C)

Often compared with UC79.L:
UC79.L vs. HMEF.LUC79.L vs. EMV.LUC79.L vs. COPPUC79.L vs. V3AB.LUC79.L vs. HDEM.LUC79.L vs. 5ESG.LUC79.L vs. EUFM.L
Often compared with AEME.L:
AEME.L vs. EIMI.LAEME.L vs. TSGB.LAEME.L vs. VFEG.LAEME.L vs. FRDMAEME.L vs. SCHDAEME.L vs. IEMGAEME.L vs. VT

Return for Risk

UC79.L vs. AEME.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
UC79.L
UC79.L Risk / Return Rank: 5252
Overall Rank
UC79.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UC79.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
UC79.L Omega Ratio Rank: 9090
Omega Ratio Rank
UC79.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
UC79.L Martin Ratio Rank: 3131
Martin Ratio Rank
AEME.L
AEME.L Risk / Return Rank: 8080
Overall Rank
AEME.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
AEME.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
AEME.L Omega Ratio Rank: 8282
Omega Ratio Rank
AEME.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
AEME.L Martin Ratio Rank: 7777
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.

UC79.L vs. AEME.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.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.

UC79.LAEME.LDifference
Sharpe ratioReturn per unit of total volatility
1.44
2.97

-1.53

Sortino ratioReturn per unit of downside risk
2.27
3.80

-1.54

Omega ratioGain probability vs. loss probability

1.57

1.55

+0.02

Calmar ratioReturn relative to maximum drawdown

2.48

4.92

-2.43

Martin ratioReturn relative to average drawdown

4.47

16.69

-12.22

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

UC79.L vs. AEME.L - Sharpe Ratio Comparison

The current UC79.L Sharpe Ratio is 1.44, which is lower than the AEME.L Sharpe Ratio of 2.97. The chart below compares the historical Sharpe Ratios of UC79.L and AEME.L, 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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Sharpe Ratios by Period

UC79.LAEME.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

2.97

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.49

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.43

-0.28

Drawdowns

UC79.L vs. AEME.L - Drawdown Comparison

The maximum UC79.L drawdown since its inception was -53.04%, which is greater than AEME.L's maximum drawdown of -27.77%. Use the drawdown chart below to compare losses from any high point for UC79.L and AEME.L.

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Drawdown Indicators

UC79.LAEME.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.04%

-27.77%

-25.27%

Max Drawdown (1Y)

Largest decline over 1 year

-25.91%

-11.06%

-14.85%

Max Drawdown (3Y)

Largest decline over 3 years

-25.91%

-15.44%

-10.47%

Max Drawdown (5Y)

Largest decline over 5 years

-25.91%

-24.16%

-1.75%

Max Drawdown (10Y)

Largest decline over 10 years

-39.46%

—

—

Current Drawdown

Current decline from peak

-2.45%

-2.39%

-0.06%

Average Drawdown

Average peak-to-trough decline

-21.80%

-12.58%

-9.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.42%

3.26%

+11.16%

Volatility

UC79.L vs. AEME.L - Volatility Comparison

UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) has a higher volatility of 8.44% compared to Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) at 8.00%. This indicates that UC79.L's price experiences larger fluctuations and is considered to be riskier than AEME.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

UC79.LAEME.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

8.00%

+0.44%

Volatility (6M)

Calculated over the trailing 6-month period

15.21%

15.69%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

44.59%

18.30%

+26.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.99%

17.11%

+7.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.01%

17.15%

+7.86%

UC79.L vs. AEME.L - Expense Ratio Comparison

UC79.L has a 0.27% expense ratio, which is higher than AEME.L's 0.20% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

UC79.L vs. AEME.L - Dividend Comparison

UC79.L's dividend yield for the trailing twelve months is around 1.59%, while AEME.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
AEME.L
Amundi Index MSCI Emerging Markets UCITS ETF DR (C)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		1.59%2.14%1.79%2.38%2.06%1.35%1.81%2.11%2.11%1.97%2.15%1.60%

Frequently Asked Questions

UC79.L and AEME.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AEME.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AEME.L is cheaper with a 0.20% expense ratio, compared with 0.27% for UC79.L.

Both ETFs track MSCI EM NR USD. They also come from different issuers: UBS and Amundi. Their fees differ too: 0.27% for UC79.L and 0.20% for AEME.L.

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