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ABDN.L vs. EXCS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ABDN.L vs. EXCS.L

Last updated Jun 4, 2026

ABDN.L (Abrdn plc) is a stock, while EXCS.L (iShares MSCI EM ex-China UCITS ETF USD (Acc)) is Emerging Markets Equities fund tracking the MSCI EM NR USD. Over the past 3 years, ABDN.L returned 15.01%/yr vs 26.11%/yr for EXCS.L. At a 0.38 correlation, their price movements are largely independent.

Performance

ABDN.L vs. EXCS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Abrdn plc (ABDN.L) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ABDN.L is traded in GBp, while EXCS.L is traded in GBP. To make them comparable, the EXCS.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, ABDN.L achieves a 20.60% return, which is significantly lower than EXCS.L's 41.08% return.

ABDN.L

1D
-3.16%
1M
15.11%
YTD
20.60%
6M
22.50%
1Y
43.30%
3Y*
15.01%
5Y*
5.14%
10Y*
4.43%

EXCS.L

1D
-0.71%
1M
13.86%
YTD
41.08%
6M
45.00%
1Y
77.57%
3Y*
26.11%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

ABDN.L vs. EXCS.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
ABDN.L
Abrdn plc		20.60%57.94%-12.84%2.11%-14.88%2.16%
EXCS.L
iShares MSCI EM ex-China UCITS ETF USD (Acc)		41.08%26.13%5.55%10.95%-8.31%2.81%

Correlation

The correlation between ABDN.L and EXCS.L is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2021

0.38

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Abrdn plc

iShares MSCI EM ex-China UCITS ETF USD (Acc)

Often compared with ABDN.L:
ABDN.L vs. EMG.LABDN.L vs. ASHM.LABDN.L vs. SPYABDN.L vs. BTC-USDABDN.L vs. OABDN.L vs. ABF.LABDN.L vs. MONY.L
Often compared with EXCS.L:
EXCS.L vs. EMIM.LEXCS.L vs. EIMI.LEXCS.L vs. XDEM.LEXCS.L vs. QQQEXCS.L vs. EEMEXCS.L vs. ^GSPCEXCS.L vs. VFEG.L

Return for Risk

ABDN.L vs. EXCS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ABDN.L
ABDN.L Risk / Return Rank: 8080
Overall Rank
ABDN.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ABDN.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
ABDN.L Omega Ratio Rank: 7777
Omega Ratio Rank
ABDN.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
ABDN.L Martin Ratio Rank: 8484
Martin Ratio Rank
EXCS.L
EXCS.L Risk / Return Rank: 9494
Overall Rank
EXCS.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EXCS.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
EXCS.L Omega Ratio Rank: 9595
Omega Ratio Rank
EXCS.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
EXCS.L Martin Ratio Rank: 9292
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.

ABDN.L vs. EXCS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn plc (ABDN.L) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L). 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.

ABDN.LEXCS.LDifference
Sharpe ratioReturn per unit of total volatility
1.49
4.11

-2.62

Sortino ratioReturn per unit of downside risk
2.04
5.03

-2.99

Omega ratioGain probability vs. loss probability

1.28

1.74

-0.46

Calmar ratioReturn relative to maximum drawdown

2.92

6.54

-3.62

Martin ratioReturn relative to average drawdown

8.59

23.94

-15.35

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABDN.L vs. EXCS.L - Sharpe Ratio Comparison

The current ABDN.L Sharpe Ratio is 1.49, which is lower than the EXCS.L Sharpe Ratio of 4.11. The chart below compares the historical Sharpe Ratios of ABDN.L and EXCS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

ABDN.LEXCS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.49

4.11

-2.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

1.06

-0.89

Drawdowns

ABDN.L vs. EXCS.L - Drawdown Comparison

The maximum ABDN.L drawdown since its inception was -59.88%, which is greater than EXCS.L's maximum drawdown of -17.51%. Use the drawdown chart below to compare losses from any high point for ABDN.L and EXCS.L.

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Drawdown Indicators

ABDN.LEXCS.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.88%

-17.51%

-42.37%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-11.81%

-2.95%

Max Drawdown (3Y)

Largest decline over 3 years

-37.10%

-17.51%

-19.59%

Max Drawdown (5Y)

Largest decline over 5 years

-50.49%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-56.34%

—

—

Current Drawdown

Current decline from peak

-3.63%

-0.71%

-2.92%

Average Drawdown

Average peak-to-trough decline

-22.99%

-4.85%

-18.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.03%

3.23%

+1.80%

Volatility

ABDN.L vs. EXCS.L - Volatility Comparison

Abrdn plc (ABDN.L) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) have volatilities of 8.28% and 8.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ABDN.LEXCS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.28%

8.68%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

24.06%

16.44%

+7.62%

Volatility (1Y)

Calculated over the trailing 1-year period

28.89%

18.79%

+10.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.43%

15.35%

+17.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.10%

15.35%

+18.75%

Dividends

ABDN.L vs. EXCS.L - Dividend Comparison

ABDN.L's dividend yield for the trailing twelve months is around 6.10%, while EXCS.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ABDN.L
Abrdn plc		6.10%7.10%10.34%8.17%7.71%6.06%7.68%6.58%22.85%4.66%5.06%17.89%
EXCS.L
iShares MSCI EM ex-China UCITS ETF USD (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%

Frequently Asked Questions

ABDN.L and EXCS.L have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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