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AVEM.L vs. HEMC.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVEM.L vs. HEMC.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.L) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period


AVEM.L

1D
-1.11%
1M
-2.81%
YTD
16.34%
6M
18.51%
1Y
37.78%
3Y*
5Y*
10Y*

HEMC.L

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AVEM.L vs. HEMC.L — Risk / Return Rank

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

AVEM.L
AVEM.L Risk / Return Rank: 6666
Overall Rank
AVEM.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AVEM.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
AVEM.L Omega Ratio Rank: 6767
Omega Ratio Rank
AVEM.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
AVEM.L Martin Ratio Rank: 6666
Martin Ratio Rank

HEMC.L
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.

AVEM.L vs. HEMC.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.L) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.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.


AVEM.LHEMC.LDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.89

Martin ratioReturn relative to average drawdown

11.01

AVEM.L vs. HEMC.L - Sharpe Ratio Comparison


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Sharpe Ratios by Period


AVEM.LHEMC.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

Sharpe Ratio (All Time)

Calculated using the full available price history

1.91

Drawdowns

AVEM.L vs. HEMC.L - Drawdown Comparison


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Drawdown Indicators


AVEM.LHEMC.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

Current Drawdown

Current decline from peak

-7.02%

Average Drawdown

Average peak-to-trough decline

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

Volatility

AVEM.L vs. HEMC.L - Volatility Comparison


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Volatility by Period


AVEM.LHEMC.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

Volatility (6M)

Calculated over the trailing 6-month period

15.98%

Volatility (1Y)

Calculated over the trailing 1-year period

18.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

AVEM.L vs. HEMC.L - Expense Ratio Comparison

AVEM.L has a 0.35% expense ratio, which is higher than HEMC.L's 0.15% expense ratio.


Dividends

AVEM.L vs. HEMC.L - Dividend Comparison

Neither AVEM.L nor HEMC.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


On fees, HEMC.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEMC.L is cheaper with a 0.15% expense ratio, compared with 0.35% for AVEM.L.

They also come from different issuers: Avantis and HSBC. Their fees differ too: 0.35% for AVEM.L and 0.15% for HEMC.L.

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