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Invesco MSCI Emerging Markets UCITS ETF (MXFP.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00B3DWVS88

WKN

A1CWJF

Issuer

Invesco

Inception Date

Apr 26, 2010

Leveraged

1x

Index Tracked

MSCI EM NR USD

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

MXFP.L has an expense ratio of 0.19%, which is considered low compared to other funds.


Expense ratio chart for MXFP.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

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.


Popular comparisons:
MXFP.L vs. EMIM.L MXFP.L vs. EIMI.L
Popular comparisons:
MXFP.L vs. EMIM.L MXFP.L vs. EIMI.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Invesco MSCI Emerging Markets 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%SeptemberOctoberNovemberDecember2025February
8.06%
12.62%
MXFP.L (Invesco MSCI Emerging Markets UCITS ETF)
Benchmark (^GSPC)

Returns By Period

Invesco MSCI Emerging Markets UCITS ETF had a return of 5.79% year-to-date (YTD) and 14.07% in the last 12 months.


MXFP.L

YTD

5.79%

1M

2.98%

6M

8.49%

1Y

14.07%

5Y*

3.77%

10Y*

N/A

^GSPC (Benchmark)

YTD

4.01%

1M

1.13%

6M

9.82%

1Y

22.80%

5Y*

12.93%

10Y*

11.26%

*Annualized

Monthly Returns

The table below presents the monthly returns of MXFP.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.47%5.79%
2024-3.76%4.18%2.91%1.15%-0.65%4.42%-0.74%-1.61%4.53%-0.42%-1.20%0.02%8.78%
20235.79%-5.42%0.88%-2.72%-1.38%2.60%4.71%-5.14%0.98%-3.82%4.10%3.19%2.95%
2022-0.81%-3.45%-0.71%-0.62%-0.49%-2.31%-0.97%4.55%-7.30%-5.82%10.39%-1.92%-10.09%
20212.52%-1.22%0.26%1.16%-0.87%3.60%-6.83%2.47%-1.23%-0.88%-0.92%-0.02%-2.35%
2020-6.18%-1.99%-11.31%6.24%2.65%7.88%1.62%3.35%0.28%1.08%6.12%5.22%14.06%
20195.45%-2.11%3.12%1.75%-3.90%5.77%2.26%-4.99%1.62%-1.78%0.40%5.27%12.84%
20182.49%-1.90%-2.76%0.47%-0.14%-3.60%3.55%-2.71%-0.57%-6.68%4.41%-2.06%-9.61%
20173.71%3.45%2.33%-1.28%2.93%0.67%4.05%4.60%-3.76%4.37%-1.48%3.34%24.99%
2016-2.46%2.71%9.47%-1.90%-3.02%14.02%5.65%2.67%3.38%5.80%-6.54%1.28%33.62%
20154.26%-1.92%4.45%-0.18%-2.07%4.42%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MXFP.L is 40, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MXFP.L is 4040
Overall Rank
The Sharpe Ratio Rank of MXFP.L is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of MXFP.L is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MXFP.L is 4040
Omega Ratio Rank
The Calmar Ratio Rank of MXFP.L is 3434
Calmar Ratio Rank
The Martin Ratio Rank of MXFP.L is 4343
Martin 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 Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MXFP.L, currently valued at 1.03, compared to the broader market0.002.004.001.031.74
The chart of Sortino ratio for MXFP.L, currently valued at 1.51, compared to the broader market-2.000.002.004.006.008.0010.0012.001.512.36
The chart of Omega ratio for MXFP.L, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.191.32
The chart of Calmar ratio for MXFP.L, currently valued at 0.74, compared to the broader market0.005.0010.0015.000.742.62
The chart of Martin ratio for MXFP.L, currently valued at 4.05, compared to the broader market0.0020.0040.0060.0080.00100.004.0510.69
MXFP.L
^GSPC

The current Invesco MSCI Emerging Markets UCITS ETF Sharpe ratio is 1.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Invesco MSCI Emerging Markets UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.03
1.52
MXFP.L (Invesco MSCI Emerging Markets UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI Emerging Markets UCITS ETF doesn't pay dividends

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.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.68%
-2.49%
MXFP.L (Invesco MSCI Emerging Markets UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI Emerging Markets 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 UCITS ETF was 27.23%, occurring on Oct 28, 2022. The portfolio has not yet recovered.

The current Invesco MSCI Emerging Markets UCITS ETF drawdown is 5.68%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.23%Feb 16, 2021428Oct 28, 2022
-25.31%Jan 14, 202048Mar 19, 2020133Oct 12, 2020181
-18.5%Jan 29, 2018179Oct 11, 2018314Jan 10, 2020493
-15.64%Oct 26, 201560Jan 20, 201641Mar 17, 2016101
-12.47%Oct 26, 201613Nov 11, 201665Feb 15, 201778

Volatility

Volatility Chart

The current Invesco MSCI Emerging Markets UCITS ETF volatility is 3.80%, 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%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.80%
3.63%
MXFP.L (Invesco MSCI Emerging Markets UCITS ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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