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SPDR MSCI EM Asia UCITS ETF (EMAS.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00B466KX20
WKNA1JJTG
IssuerState Street
Inception DateMay 13, 2011
CategoryAsia Pacific Equities
Index TrackedMSCI AC Asia Ex Japan NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The SPDR MSCI EM Asia UCITS ETF has a high expense ratio of 0.55%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.55%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR MSCI EM Asia UCITS ETF

Popular comparisons: EMAS.L vs. VWCE.DE

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in SPDR MSCI EM Asia UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
5.52%
12.88%
EMAS.L (SPDR MSCI EM Asia UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR MSCI EM Asia UCITS ETF had a return of 4.18% year-to-date (YTD) and 3.05% in the last 12 months. Over the past 10 years, SPDR MSCI EM Asia UCITS ETF had an annualized return of 6.65%, while the S&P 500 had an annualized return of 10.53%, indicating that SPDR MSCI EM Asia UCITS ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.18%6.12%
1 month1.81%-1.08%
6 months5.53%15.73%
1 year3.05%22.34%
5 years (annualized)1.95%11.82%
10 years (annualized)6.65%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.32%5.19%3.36%
20230.79%-3.97%3.68%2.34%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EMAS.L is 23, indicating that it is in the bottom 23% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of EMAS.L is 2323
SPDR MSCI EM Asia UCITS ETF(EMAS.L)
The Sharpe Ratio Rank of EMAS.L is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of EMAS.L is 2323Sortino Ratio Rank
The Omega Ratio Rank of EMAS.L is 2323Omega Ratio Rank
The Calmar Ratio Rank of EMAS.L is 2222Calmar Ratio Rank
The Martin Ratio Rank of EMAS.L is 2525Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for SPDR MSCI EM Asia UCITS ETF (EMAS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EMAS.L
Sharpe ratio
The chart of Sharpe ratio for EMAS.L, currently valued at 0.21, compared to the broader market0.002.004.000.21
Sortino ratio
The chart of Sortino ratio for EMAS.L, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.0010.000.42
Omega ratio
The chart of Omega ratio for EMAS.L, currently valued at 1.05, compared to the broader market1.001.502.002.501.05
Calmar ratio
The chart of Calmar ratio for EMAS.L, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.000.10
Martin ratio
The chart of Martin ratio for EMAS.L, currently valued at 0.71, compared to the broader market0.0020.0040.0060.0080.000.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current SPDR MSCI EM Asia UCITS ETF Sharpe ratio is 0.21. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
0.21
1.69
EMAS.L (SPDR MSCI EM Asia UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR MSCI EM Asia UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-22.61%
-2.46%
EMAS.L (SPDR MSCI EM Asia UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR MSCI EM Asia UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the SPDR MSCI EM Asia UCITS ETF was 34.79%, occurring on Oct 28, 2022. The portfolio has not yet recovered.

The current SPDR MSCI EM Asia UCITS ETF drawdown is 22.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.79%Feb 16, 2021428Oct 28, 2022
-33.17%Apr 14, 201593Aug 24, 2015245Aug 11, 2016338
-20.7%Jan 14, 202048Mar 19, 202072Jul 3, 2020120
-18.81%Jan 30, 2018178Oct 11, 2018314Jan 9, 2020492
-18.05%May 23, 201322Jun 24, 2013293Aug 19, 2014315

Volatility

Volatility Chart

The current SPDR MSCI EM Asia UCITS ETF volatility is 3.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%NovemberDecember2024FebruaryMarchApril
3.24%
4.16%
EMAS.L (SPDR MSCI EM Asia UCITS ETF)
Benchmark (^GSPC)