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6PSK.DE vs. EMXC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

6PSK.DE vs. EMXC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE). The values are adjusted to include any dividend payments, if applicable.

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6PSK.DE vs. EMXC.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
6PSK.DE
Invesco FTSE RAFI Emerging Markets UCITS ETF
3.35%16.65%20.37%8.16%-8.59%17.81%-10.11%6.10%
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc
11.00%19.92%9.13%14.33%-13.60%17.56%2.27%6.14%

Returns By Period

In the year-to-date period, 6PSK.DE achieves a 3.35% return, which is significantly lower than EMXC.DE's 11.00% return.


6PSK.DE

1D
3.65%
1M
-4.66%
YTD
3.35%
6M
7.08%
1Y
16.67%
3Y*
15.43%
5Y*
8.55%
10Y*
9.44%

EMXC.DE

1D
4.19%
1M
-6.21%
YTD
11.00%
6M
20.15%
1Y
37.70%
3Y*
18.05%
5Y*
9.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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6PSK.DE vs. EMXC.DE - Expense Ratio Comparison

6PSK.DE has a 0.49% expense ratio, which is higher than EMXC.DE's 0.15% expense ratio.


Return for Risk

6PSK.DE vs. EMXC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

6PSK.DE
6PSK.DE Risk / Return Rank: 5050
Overall Rank
6PSK.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
6PSK.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
6PSK.DE Omega Ratio Rank: 4545
Omega Ratio Rank
6PSK.DE Calmar Ratio Rank: 5353
Calmar Ratio Rank
6PSK.DE Martin Ratio Rank: 5555
Martin Ratio Rank

EMXC.DE
EMXC.DE Risk / Return Rank: 8888
Overall Rank
EMXC.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EMXC.DE Sortino Ratio Rank: 8888
Sortino Ratio Rank
EMXC.DE Omega Ratio Rank: 8686
Omega Ratio Rank
EMXC.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
EMXC.DE Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

6PSK.DE vs. EMXC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) and Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


6PSK.DEEMXC.DEDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.90

-0.93

Sortino ratio

Return per unit of downside risk

1.37

2.51

-1.15

Omega ratio

Gain probability vs. loss probability

1.19

1.36

-0.17

Calmar ratio

Return relative to maximum drawdown

1.53

3.23

-1.70

Martin ratio

Return relative to average drawdown

5.99

12.34

-6.35

6PSK.DE vs. EMXC.DE - Sharpe Ratio Comparison

The current 6PSK.DE Sharpe Ratio is 0.97, which is lower than the EMXC.DE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of 6PSK.DE and EMXC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


6PSK.DEEMXC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.90

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

0.59

-0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.51

-0.15

Correlation

The correlation between 6PSK.DE and EMXC.DE is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

6PSK.DE vs. EMXC.DE - Dividend Comparison

6PSK.DE's dividend yield for the trailing twelve months is around 3.04%, while EMXC.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
6PSK.DE
Invesco FTSE RAFI Emerging Markets UCITS ETF
3.04%3.08%3.41%4.28%5.89%3.33%2.70%2.64%2.97%2.46%1.89%3.16%
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

6PSK.DE vs. EMXC.DE - Drawdown Comparison

The maximum 6PSK.DE drawdown since its inception was -42.46%, which is greater than EMXC.DE's maximum drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for 6PSK.DE and EMXC.DE.


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Drawdown Indicators


6PSK.DEEMXC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-42.46%

-38.77%

-3.69%

Max Drawdown (1Y)

Largest decline over 1 year

-13.96%

-12.87%

-1.09%

Max Drawdown (5Y)

Largest decline over 5 years

-19.59%

-20.48%

+0.89%

Max Drawdown (10Y)

Largest decline over 10 years

-34.47%

Current Drawdown

Current decline from peak

-6.57%

-8.18%

+1.61%

Average Drawdown

Average peak-to-trough decline

-10.46%

-6.86%

-3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

3.11%

-0.22%

Volatility

6PSK.DE vs. EMXC.DE - Volatility Comparison

The current volatility for Invesco FTSE RAFI Emerging Markets UCITS ETF (6PSK.DE) is 6.53%, while Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) has a volatility of 8.60%. This indicates that 6PSK.DE experiences smaller price fluctuations and is considered to be less risky than EMXC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


6PSK.DEEMXC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

8.60%

-2.07%

Volatility (6M)

Calculated over the trailing 6-month period

11.32%

14.50%

-3.18%

Volatility (1Y)

Calculated over the trailing 1-year period

17.19%

19.81%

-2.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

15.10%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

18.16%

+0.10%