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iShares MSCI EM UCITS ETF (Acc) (SEMA.L) Sharpe Ratio: 1.84

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

SEMA.L is a passive ETF by iShares tracking the investment results of the MSCI EM NR USD. SEMA.L launched on Sep 25, 2009 and has a 0.18% expense ratio.

SEMA.L's Sharpe Ratio of 1.84 indicates that for each unit of volatility, it generates 1.84 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.

SEMA.L Sharpe Ratio Rank

SEMA.L Sharpe Ratio Rank: 71.371
Above Average

SEMA.L ranks above 71.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. 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

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

SEMA.L Sharpe Ratio Market Positioning

The chart shows SEMA.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%: 6.41+
  • Median: 1.41 — half of all investments score higher

How it compares to other similar ETFs

The table compares iShares MSCI EM UCITS ETF (Acc)'s Sharpe Ratio with other ETFs in the Emerging Markets Equities category across multiple time periods, showing how SEMA.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
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
ESES.LInvesco MSCI Emerging Markets Universal Screened UCITS ETF USD (Acc)2.06
FLQA.LFranklin FTSE Asia ex China ex Japan UCITS ETF USD (Acc)2.06
JMRE.LJPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc)2.04
HDEM.LInvesco FTSE EM High Dividend Low Volatility UCITS ETF2.02
SEMA.LiShares MSCI EM UCITS ETF (Acc)1.84

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SEMA.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 SEMA.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SEMA.L fit in your portfolio?

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