- Issuer
- Invesco
- Inception Date
- Jul 7, 2021
- Category
- Emerging Markets Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Invesco MSCI Emerging Markets Universal Screened UCITS ETF
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
ESES.L Performance Chart
Invesco MSCI Emerging Markets Universal Screened UCITS ETF (ESES.L) is up 23.0% since the beginning of the year. ESES.L is currently trading at £42 per share. Investors who bought £1,000 worth of ESES.L shares 5 years ago would now be looking at an investment worth £1,436.
Loading charts...
Returns By Period
Invesco MSCI Emerging Markets Universal Screened UCITS ETF (ESES.L) has returned 22.99% so far this year and 39.41% over the past 12 months.
Invesco MSCI Emerging Markets Universal Screened UCITS ETF
- 1D
- -0.75%
- 1M
- -5.75%
- 6M
- 17.36%
- YTD
- 22.99%
- 1Y
- 39.41%
- 3Y*
- 18.98%
- 5Y*
- 7.51%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.66%
- 1M
- -0.64%
- 6M
- 8.66%
- YTD
- 10.17%
- 1Y
- 19.99%
- 3Y*
- 17.60%
- 5Y*
- 12.23%
- 10Y*
- 13.06%
ESES.L Monthly Returns History
Based on dividend-adjusted daily data since Jul 7, 2021, ESES.L's average daily return is +5.70%, while the average monthly return is +112.51%. At this rate, an investment would double in approximately 0.1 years.
Historically, 52% of months were positive and 48% were negative. The best month was Jul 2021 with a return of +6,816.4%, while the worst month was Mar 2026 at -10.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ESES.L closed higher 51% of trading days. The best single day was Jul 12, 2021 with a return of +7,162.0%, while the worst single day was Nov 17, 2023 at -19.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.97% | 6.71% | -10.29% | 11.32% | 12.27% | 0.39% | -4.27% | 22.99% | |||||
| 2025 | 3.44% | -1.38% | -2.04% | -3.12% | 4.26% | 4.67% | 4.89% | -0.24% | 6.60% | 6.05% | -1.86% | 1.12% | 24.05% |
| 2024 | -4.10% | 3.34% | 2.62% | 0.20% | -1.06% | 3.78% | 0.11% | -1.37% | 4.61% | 0.61% | -1.13% | 0.02% | 7.54% |
| 2023 | 5.55% | -5.53% | 1.82% | -3.23% | -1.21% | 2.33% | 5.62% | -5.29% | 0.10% | -3.62% | 3.71% | 3.54% | 2.94% |
| 2022 | -0.76% | -3.57% | -0.19% | -0.91% | -0.78% | -2.07% | -1.58% | 4.43% | -7.04% | -6.46% | 10.26% | -1.95% | -11.14% |
| 2021 | 6,816.36% | 2.52% | -1.29% | -0.02% | -0.98% | 0.27% | 6,848.44% |
Benchmark Metrics
Invesco MSCI Emerging Markets Universal Screened UCITS ETF has an annualized alpha of 118591769.63%, beta of 2.90, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since July 07, 2021.
- This ETF captured 924.25% of S&P 500 Index gains but only 90.58% of its losses - a favorable profile for investors.
- R2 of 0.00 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 118,591,769.63%
- Beta
- 2.90
- R²
- 0.00
- Upside Capture
- 924.25%
- Downside Capture
- 90.58%
Return for Risk
Risk / Return Rank
ESES.L ranks 80 for risk / return — in the top 80% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco MSCI Emerging Markets Universal Screened UCITS ETF (ESES.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ESES.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.31 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.64 | 2.50 | +1.14 |
| Martin ratioReturn relative to average drawdown | 11.46 | 9.11 | +2.35 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco MSCI Emerging Markets Universal Screened 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 Invesco MSCI Emerging Markets Universal Screened UCITS ETF was 23.59%, occurring on Jan 17, 2024. Recovery took 416 trading sessions.
The current Invesco MSCI Emerging Markets Universal Screened UCITS ETF drawdown is 7.86%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-23.59%Jan 2024 | 2mo 1d | 1y 7mo | 1y 9moNov 2023 - Sep 2025 | — |
-22.83%Oct 2022 | 11mo 20d | 1y 19d | 2y 4dNov 2021 - Nov 2023 | Bear market2022 |
-10.79%Mar 2026 | 29d | 21d | 1mo 20dFeb 2026 - Apr 2026 | — |
-7.86%Jul 2026 | 22d | — | 23dJun 2026 - now | — |
-7.43%Jul 2021 | 11d | 3mo 17d | 3mo 28dJul 2021 - Nov 2021 | — |
Drawdown Indicators
| ESES.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.59% | -37.07% | +13.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.79% | -8.03% | -2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -23.59% | -22.15% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.59% | -22.15% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.01% | — |
Current DrawdownCurrent decline from peak | -7.86% | -1.42% | -6.44% |
Average DrawdownAverage peak-to-trough decline | -10.52% | -5.29% | -5.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.43% | 2.20% | +1.23% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with ESES.L
Add Invesco MSCI Emerging Markets Universal Screened UCITS ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with ESES.L