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Lyxor MSCI Emerging Markets Ex China UCITS ETF - A...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU2009202107
WKNLYX99G
IssuerAmundi
Inception DateJun 20, 2019
CategoryEmerging Markets Equities
Index TrackedMSCI EM NR USD
DomicileLuxembourg
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc features an expense ratio of 0.15%, falling within the medium range.


Expense ratio chart for EMXC.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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Compare to other instruments

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Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc

Popular comparisons: EMXC.DE vs. EMXC, EMXC.DE vs. EIMI.L

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
14.74%
17.24%
EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc had a return of 4.21% year-to-date (YTD) and 19.48% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.21%5.05%
1 month-1.38%-4.27%
6 months16.00%18.82%
1 year19.48%21.22%
5 years (annualized)N/A11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.09%2.86%3.47%
2023-0.07%-4.11%6.89%5.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of EMXC.DE is 85, placing it in the top 15% 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 EMXC.DE is 8585
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc(EMXC.DE)
The Sharpe Ratio Rank of EMXC.DE is 8686Sharpe Ratio Rank
The Sortino Ratio Rank of EMXC.DE is 8585Sortino Ratio Rank
The Omega Ratio Rank of EMXC.DE is 8686Omega Ratio Rank
The Calmar Ratio Rank of EMXC.DE is 8888Calmar Ratio Rank
The Martin Ratio Rank of EMXC.DE is 8080Martin 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 Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EMXC.DE
Sharpe ratio
The chart of Sharpe ratio for EMXC.DE, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for EMXC.DE, currently valued at 2.73, compared to the broader market-2.000.002.004.006.008.002.73
Omega ratio
The chart of Omega ratio for EMXC.DE, currently valued at 1.35, compared to the broader market1.001.502.001.35
Calmar ratio
The chart of Calmar ratio for EMXC.DE, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.001.90
Martin ratio
The chart of Martin ratio for EMXC.DE, currently valued at 7.51, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.51
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc Sharpe ratio is 1.91. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.91
2.18
EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.33%
-3.66%
EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc. 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 Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc was 11.94%, occurring on Mar 20, 2023. Recovery took 190 trading sessions.

The current Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc drawdown is 3.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.94%Aug 17, 2022153Mar 20, 2023190Dec 14, 2023343
-3.8%Apr 12, 20246Apr 19, 2024
-3.59%Jan 3, 202411Jan 17, 20248Jan 29, 202419
-1.92%Feb 13, 20241Feb 13, 20247Feb 22, 20248
-1.52%Feb 26, 20243Feb 28, 20245Mar 6, 20248

Volatility

Volatility Chart

The current Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc volatility is 3.39%, 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%NovemberDecember2024FebruaryMarchApril
3.39%
3.33%
EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc)
Benchmark (^GSPC)