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AIA vs. EMGU.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AIA vs. EMGU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia 50 ETF (AIA) and iShares Core MSCI Emerging Markets IMI UCITS ETF (EMGU.L). The values are adjusted to include any dividend payments, if applicable.

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AIA vs. EMGU.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
AIA
iShares Asia 50 ETF
10.14%47.79%20.26%4.32%-24.08%-10.91%33.73%8.27%
EMGU.L
iShares Core MSCI Emerging Markets IMI UCITS ETF
4.33%32.26%7.37%10.46%-19.67%-0.27%18.32%7.39%
Different Trading Currencies

AIA is traded in USD, while EMGU.L is traded in GBP. To make them comparable, the EMGU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AIA achieves a 10.14% return, which is significantly higher than EMGU.L's 4.33% return.


AIA

1D
1.18%
1M
-7.60%
YTD
10.14%
6M
14.00%
1Y
51.63%
3Y*
23.25%
5Y*
5.17%
10Y*
11.95%

EMGU.L

1D
3.85%
1M
-6.24%
YTD
4.33%
6M
8.12%
1Y
33.67%
3Y*
16.56%
5Y*
4.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AIA vs. EMGU.L - Expense Ratio Comparison

AIA has a 0.50% expense ratio, which is higher than EMGU.L's 0.18% expense ratio.


Return for Risk

AIA vs. EMGU.L — Risk / Return Rank

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

AIA
AIA Risk / Return Rank: 8989
Overall Rank
AIA Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
AIA Sortino Ratio Rank: 8989
Sortino Ratio Rank
AIA Omega Ratio Rank: 8787
Omega Ratio Rank
AIA Calmar Ratio Rank: 9090
Calmar Ratio Rank
AIA Martin Ratio Rank: 9090
Martin Ratio Rank

EMGU.L
EMGU.L Risk / Return Rank: 8484
Overall Rank
EMGU.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EMGU.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
EMGU.L Omega Ratio Rank: 8585
Omega Ratio Rank
EMGU.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMGU.L Martin Ratio Rank: 8181
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.

AIA vs. EMGU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and iShares Core MSCI Emerging Markets IMI UCITS ETF (EMGU.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.


AIAEMGU.LDifference

Sharpe ratio

Return per unit of total volatility

1.96

1.83

+0.13

Sortino ratio

Return per unit of downside risk

2.56

2.36

+0.19

Omega ratio

Gain probability vs. loss probability

1.37

1.34

+0.03

Calmar ratio

Return relative to maximum drawdown

3.15

2.56

+0.59

Martin ratio

Return relative to average drawdown

12.29

9.68

+2.61

AIA vs. EMGU.L - Sharpe Ratio Comparison

The current AIA Sharpe Ratio is 1.96, which is comparable to the EMGU.L Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of AIA and EMGU.L, 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


AIAEMGU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.83

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.27

-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

0.26

0.43

-0.17

Correlation

The correlation between AIA and EMGU.L is 0.80, 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

AIA vs. EMGU.L - Dividend Comparison

AIA's dividend yield for the trailing twelve months is around 2.27%, more than EMGU.L's 1.90% yield.


TTM20252024202320222021202020192018201720162015
AIA
iShares Asia 50 ETF
2.27%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
EMGU.L
iShares Core MSCI Emerging Markets IMI UCITS ETF
1.90%1.93%2.26%2.51%3.16%1.86%1.81%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AIA vs. EMGU.L - Drawdown Comparison

The maximum AIA drawdown since its inception was -60.89%, which is greater than EMGU.L's maximum drawdown of -37.79%. Use the drawdown chart below to compare losses from any high point for AIA and EMGU.L.


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Drawdown Indicators


AIAEMGU.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.89%

-25.97%

-34.92%

Max Drawdown (1Y)

Largest decline over 1 year

-16.52%

-10.86%

-5.66%

Max Drawdown (5Y)

Largest decline over 5 years

-51.12%

-22.05%

-29.07%

Max Drawdown (10Y)

Largest decline over 10 years

-54.64%

Current Drawdown

Current decline from peak

-9.68%

-7.57%

-2.11%

Average Drawdown

Average peak-to-trough decline

-16.81%

-9.22%

-7.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.28%

3.07%

+1.21%

Volatility

AIA vs. EMGU.L - Volatility Comparison

iShares Asia 50 ETF (AIA) has a higher volatility of 11.21% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (EMGU.L) at 7.78%. This indicates that AIA's price experiences larger fluctuations and is considered to be riskier than EMGU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIAEMGU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.21%

7.78%

+3.43%

Volatility (6M)

Calculated over the trailing 6-month period

19.49%

13.23%

+6.26%

Volatility (1Y)

Calculated over the trailing 1-year period

26.41%

18.32%

+8.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.87%

17.63%

+7.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.19%

19.64%

+3.55%