PortfolioMetrics

10AF vs. AYEM - ETF Comparison

10AF - Amundi Index MSCI Emerging Markets UCITS ETF DR (C)

The Amundi Index MSCI Emerging Markets UCITS ETF DR (C) is an exchange-traded fund that tracks the MSCI Emerging Markets index, providing investors with exposure to stocks from emerging markets worldwide. The fund uses a full replication strategy to track the underlying index, with a low expense ratio of 0.18% p.a. and a large asset base of EUR 3,001 million. The ETF is domiciled in Luxembourg and was launched on May 5, 2017.

AYEM - iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)

The iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) is an equity ETF that tracks the MSCI Emerging Markets IMI ESG Screened index, providing exposure to large-, mid- and small-cap companies from emerging markets while excluding companies involved in controversial industries. The fund has a low expense ratio of 0.18% and uses a sampling technique to replicate the performance of the underlying index.

10AFAYEM
Fund NameAmundi Index MSCI Emerging Markets UCITS ETF DR (C)iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
Fund ProviderAmundiBlackRock
IndexMSCI Emerging MarketsMSCI Emerging Markets IMI ESG Screened
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.18%0.18%
Inception Date2017-05-052018-10-19
Number Of Holdings14052412
CurrencyEURUSD
Distribution PolicyAccumulatingAccumulating
RegionEmerging MarketsEmerging Markets
LeveragedNon-leveragedNon-leveraged
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Key Metrics

Performance Metrics

Risk Metrics

Detailed Returns

Benchmark Comparison

Key Metrics

Performance Metrics

Risk Metrics

Detailed Returns

Benchmark Comparison

Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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Risk Analysis

The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.

Drawdowns

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Drawdowns Table

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Monte Carlo Simulation

The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.

IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.

Monte Carlo Metrics

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Simulated Portfolio Prices

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