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State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc) (EMRD.L) Sharpe Ratio: 1.60

ETF · Currency in USD · Last updated Jul 16, 2026

The State Street SPDR MSCI Emerging Markets UCITS ETF tracks the MSCI Emerging Markets Index, providing broad exposure to large- and mid-cap equities across emerging markets through physical replication. It accumulates income. Prior to 19 February 2026, the fund was named SPDR MSCI Emerging Markets UCITS ETF.

EMRD.L's Sharpe Ratio of 1.60 indicates that for each unit of volatility, it generates 1.60 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 16, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

EMRD.L Sharpe Ratio Rank

EMRD.L Sharpe Ratio Rank: 59.059
Average

EMRD.L ranks above 59.0% of all investments in our database based on Sharpe Ratio over the past 12 months, showing balanced returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns are proportional to volatility—neither strong nor weak
  • Evaluate whether the volatility profile aligns with your risk tolerance
  • Review higher-ranked alternatives in the same category
  • Monitor rank direction to identify improving or deteriorating trends

EMRD.L Sharpe Ratio Market Positioning

The chart shows EMRD.L's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.53+
  • Median: 1.42 — half of all investments score higher

How it compares to other similar ETFs

The table compares State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc)'s Sharpe Ratio with other ETFs in the Emerging Markets Equities, Large Cap Blend Equities category across multiple time periods, showing how EMRD.L's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 16, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
ISDE.LiShares MSCI EM Islamic UCITS ETF USD (Dist)2.49
HSUS.LHSBC USA Sustainable Equity UCITS ETF USD2.44
USFM.LUBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis2.38
XDEX.LXtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C2.37
EMVL.LiShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)2.37
EXCS.LiShares MSCI EM ex-China UCITS ETF USD (Acc)2.28
UC79.LUBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis2.15
EMXC.LLyxor MSCI Emerging Markets Ex China UCITS ETF - Acc2.12
FLXU.LFranklin LibertyQ U.S. Equity UCITS ETF2.10
FUQA.LFidelity US Quality Income ETF Acc2.08
EMRD.LState Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc)1.60

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EMRD.L's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EMRD.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does EMRD.L fit in your portfolio?

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