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AYEM.DE vs. FLXE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AYEM.DE vs. FLXE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) and Franklin Emerging Markets UCITS ETF (FLXE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AYEM.DE achieves a 26.90% return, which is significantly higher than FLXE.DE's 16.10% return.


AYEM.DE

1D
-1.29%
1M
4.35%
YTD
26.90%
6M
27.17%
1Y
46.15%
3Y*
20.23%
5Y*
8.30%
10Y*

FLXE.DE

1D
-0.62%
1M
0.38%
YTD
16.10%
6M
15.79%
1Y
29.88%
3Y*
15.92%
5Y*
7.69%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYEM.DE vs. FLXE.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
26.90%17.51%14.02%6.81%-14.64%6.10%7.92%21.67%1.83%
FLXE.DE
Franklin Emerging Markets UCITS ETF
16.10%13.48%13.20%8.82%-14.02%16.09%-8.15%15.51%1.21%

Correlation

The correlation between AYEM.DE and FLXE.DE is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.86

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

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.86

The correlation between AYEM.DE and FLXE.DE has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

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Return for Risk

AYEM.DE vs. FLXE.DE — Risk / Return Rank

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

AYEM.DE
AYEM.DE Risk / Return Rank: 8282
Overall Rank
AYEM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AYEM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
AYEM.DE Omega Ratio Rank: 8282
Omega Ratio Rank
AYEM.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
AYEM.DE Martin Ratio Rank: 8181
Martin Ratio Rank

FLXE.DE
FLXE.DE Risk / Return Rank: 7171
Overall Rank
FLXE.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
FLXE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
FLXE.DE Omega Ratio Rank: 7272
Omega Ratio Rank
FLXE.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
FLXE.DE Martin Ratio Rank: 6767
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.

AYEM.DE vs. FLXE.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) and Franklin Emerging Markets UCITS ETF (FLXE.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.


AYEM.DEFLXE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.44

Omega ratioGain probability vs. loss probability

1.48

1.42

+0.06

Calmar ratioReturn relative to maximum drawdown

4.30

3.58

+0.72

Martin ratioReturn relative to average drawdown

15.83

12.18

+3.65

AYEM.DE vs. FLXE.DE - Sharpe Ratio Comparison

The current AYEM.DE Sharpe Ratio is 2.68, which is comparable to the FLXE.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of AYEM.DE and FLXE.DE, 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


AYEM.DEFLXE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

2.30

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.56

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.36

+0.22

Drawdowns

AYEM.DE vs. FLXE.DE - Drawdown Comparison

The maximum AYEM.DE drawdown since its inception was -31.19%, smaller than the maximum FLXE.DE drawdown of -32.87%. Use the drawdown chart below to compare losses from any high point for AYEM.DE and FLXE.DE.


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Drawdown Indicators


AYEM.DEFLXE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-32.87%

+1.68%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-8.39%

-2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-14.16%

-4.98%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-18.56%

-4.82%

Current Drawdown

Current decline from peak

-2.20%

-1.81%

-0.39%

Average Drawdown

Average peak-to-trough decline

-8.38%

-7.16%

-1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.47%

+0.53%

Volatility

AYEM.DE vs. FLXE.DE - Volatility Comparison

iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) has a higher volatility of 7.02% compared to Franklin Emerging Markets UCITS ETF (FLXE.DE) at 5.11%. This indicates that AYEM.DE's price experiences larger fluctuations and is considered to be riskier than FLXE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AYEM.DEFLXE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

5.11%

+1.91%

Volatility (6M)

Calculated over the trailing 6-month period

14.89%

10.96%

+3.93%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

13.04%

+4.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

13.69%

+2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.62%

16.06%

+2.56%

AYEM.DE vs. FLXE.DE - Expense Ratio Comparison

AYEM.DE has a 0.18% expense ratio, which is lower than FLXE.DE's 0.45% expense ratio.


Dividends

AYEM.DE vs. FLXE.DE - Dividend Comparison

Neither AYEM.DE nor FLXE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AYEM.DE and FLXE.DE have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AYEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AYEM.DE is cheaper with a 0.18% expense ratio, compared with 0.45% for FLXE.DE.

AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened, while FLXE.DE tracks MSCI EM NR USD. They also come from different issuers: iShares and Franklin Templeton. Their fees differ too: 0.18% for AYEM.DE and 0.45% for FLXE.DE.

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