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XMBR.L vs. ALAU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XMBR.L vs. ALAU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Brazil UCITS ETF 1C (XMBR.L) and Amundi MSCI Em Latin America (ALAU.L). The values are adjusted to include any dividend payments, if applicable.

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XMBR.L vs. ALAU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XMBR.L
Xtrackers MSCI Brazil UCITS ETF 1C
22.07%38.26%-28.61%25.42%25.85%-17.12%-21.96%20.39%4.70%12.88%
ALAU.L
Amundi MSCI Em Latin America
18.66%43.92%-25.14%23.53%25.23%-8.25%-13.06%7.92%-2.80%14.98%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, XMBR.L achieves a 22.07% return, which is significantly higher than ALAU.L's 18.66% return. Both investments have delivered pretty close results over the past 10 years, with XMBR.L having a 10.03% annualized return and ALAU.L not far behind at 9.78%.


XMBR.L

1D
1.78%
1M
0.87%
YTD
22.07%
6M
32.35%
1Y
51.01%
3Y*
16.62%
5Y*
12.60%
10Y*
10.03%

ALAU.L

1D
2.91%
1M
0.55%
YTD
18.66%
6M
30.15%
1Y
54.53%
3Y*
16.17%
5Y*
14.54%
10Y*
9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XMBR.L vs. ALAU.L - Expense Ratio Comparison

XMBR.L has a 0.65% expense ratio, which is higher than ALAU.L's 0.10% expense ratio.


Return for Risk

XMBR.L vs. ALAU.L — Risk / Return Rank

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

XMBR.L
XMBR.L Risk / Return Rank: 9393
Overall Rank
XMBR.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
XMBR.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
XMBR.L Omega Ratio Rank: 9090
Omega Ratio Rank
XMBR.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
XMBR.L Martin Ratio Rank: 9292
Martin Ratio Rank

ALAU.L
ALAU.L Risk / Return Rank: 9595
Overall Rank
ALAU.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
ALAU.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
ALAU.L Omega Ratio Rank: 9494
Omega Ratio Rank
ALAU.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
ALAU.L Martin Ratio Rank: 9494
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.

XMBR.L vs. ALAU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Brazil UCITS ETF 1C (XMBR.L) and Amundi MSCI Em Latin America (ALAU.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.


XMBR.LALAU.LDifference

Sharpe ratio

Return per unit of total volatility

2.29

2.77

-0.47

Sortino ratio

Return per unit of downside risk

2.92

3.46

-0.55

Omega ratio

Gain probability vs. loss probability

1.40

1.47

-0.07

Calmar ratio

Return relative to maximum drawdown

5.46

4.75

+0.70

Martin ratio

Return relative to average drawdown

13.97

16.71

-2.73

XMBR.L vs. ALAU.L - Sharpe Ratio Comparison

The current XMBR.L Sharpe Ratio is 2.29, which is comparable to the ALAU.L Sharpe Ratio of 2.77. The chart below compares the historical Sharpe Ratios of XMBR.L and ALAU.L, 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


XMBR.LALAU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

2.77

-0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.49

0.97

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.63

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

0.65

-0.54

Correlation

The correlation between XMBR.L and ALAU.L is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XMBR.L vs. ALAU.L - Dividend Comparison

Neither XMBR.L nor ALAU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XMBR.L vs. ALAU.L - Drawdown Comparison

The maximum XMBR.L drawdown since its inception was -72.01%, which is greater than ALAU.L's maximum drawdown of -48.77%. Use the drawdown chart below to compare losses from any high point for XMBR.L and ALAU.L.


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Drawdown Indicators


XMBR.LALAU.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.01%

-51.94%

-20.07%

Max Drawdown (1Y)

Largest decline over 1 year

-9.72%

-11.71%

+1.99%

Max Drawdown (5Y)

Largest decline over 5 years

-30.62%

-27.25%

-3.37%

Max Drawdown (10Y)

Largest decline over 10 years

-53.50%

-51.94%

-1.56%

Current Drawdown

Current decline from peak

-0.68%

-3.92%

+3.24%

Average Drawdown

Average peak-to-trough decline

-28.03%

-11.81%

-16.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

3.60%

+0.14%

Volatility

XMBR.L vs. ALAU.L - Volatility Comparison

The current volatility for Xtrackers MSCI Brazil UCITS ETF 1C (XMBR.L) is 7.74%, while Amundi MSCI Em Latin America (ALAU.L) has a volatility of 8.57%. This indicates that XMBR.L experiences smaller price fluctuations and is considered to be less risky than ALAU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XMBR.LALAU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.74%

8.57%

-0.83%

Volatility (6M)

Calculated over the trailing 6-month period

16.87%

15.45%

+1.42%

Volatility (1Y)

Calculated over the trailing 1-year period

22.19%

20.03%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.88%

28.60%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.53%

43.76%

-12.23%