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AYEM.DE vs. H410.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AYEM.DE vs. H410.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 HSBC MSCI Emerging Markets UCITS ETF USD (H410.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 19.86% return, which is significantly lower than H410.DE's 21.14% return.


AYEM.DE

1D
1.15%
1M
-8.52%
6M
12.52%
YTD
19.86%
1Y
32.48%
3Y*
18.24%
5Y*
7.42%
10Y*
ALL TIME*
7.75%

H410.DE

1D
1.13%
1M
-8.08%
6M
13.34%
YTD
21.14%
1Y
36.01%
3Y*
18.66%
5Y*
7.44%
10Y*
8.27%
ALL TIME*
4.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYEM.DE vs. H410.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
19.86%17.41%14.03%6.81%-14.62%6.17%7.79%21.76%-12.55%
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
21.14%18.65%13.95%4.67%-13.87%4.04%6.95%21.14%1.19%

Correlation

The correlation between AYEM.DE and H410.DE is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.96

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

0.97

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2018

0.97

The correlation between AYEM.DE and H410.DE has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

AYEM.DE vs. H410.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: 6868
Overall Rank
AYEM.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AYEM.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
AYEM.DE Omega Ratio Rank: 6767
Omega Ratio Rank
AYEM.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
AYEM.DE Martin Ratio Rank: 6868
Martin Ratio Rank

H410.DE
H410.DE Risk / Return Rank: 7676
Overall Rank
H410.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
H410.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
H410.DE Omega Ratio Rank: 7474
Omega Ratio Rank
H410.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
H410.DE Martin Ratio Rank: 7575
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. H410.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 HSBC MSCI Emerging Markets UCITS ETF USD (H410.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AYEM.DEH410.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.17

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.30

1.32

-0.03

Calmar ratioReturn relative to maximum drawdown

2.88

3.35

-0.46

Martin ratioReturn relative to average drawdown

8.83

10.03

-1.20

AYEM.DE vs. H410.DE - Sharpe Ratio Comparison

The current AYEM.DE Sharpe Ratio is 1.62, which is comparable to the H410.DE Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of AYEM.DE and H410.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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Drawdowns

AYEM.DE vs. H410.DE - Drawdown Comparison

The maximum AYEM.DE drawdown since its inception was -31.12%, smaller than the maximum H410.DE drawdown of -41.02%. Use the drawdown chart below to compare losses from any high point for AYEM.DE and H410.DE.


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Drawdown Indicators


AYEM.DEH410.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.12%

-41.02%

+9.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.21%

-10.71%

-0.50%

Max Drawdown (3Y)

Largest decline over 3 years

-19.16%

-19.01%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-23.31%

-22.77%

-0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-31.62%

Current Drawdown

Current decline from peak

-10.19%

-9.70%

-0.49%

Average Drawdown

Average peak-to-trough decline

-8.72%

-13.30%

+4.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.58%

+0.09%

Volatility

AYEM.DE vs. H410.DE - Volatility Comparison

iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) and HSBC MSCI Emerging Markets UCITS ETF USD (H410.DE) have volatilities of 8.55% and 8.37%, 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


AYEM.DEH410.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.55%

8.37%

+0.18%

Volatility (6M)

Calculated over the trailing 6-month period

17.76%

17.68%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

20.06%

20.13%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.03%

17.17%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.47%

18.32%

+1.15%

AYEM.DE vs. H410.DE - Expense Ratio Comparison

AYEM.DE has a 0.18% expense ratio, which is higher than H410.DE's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AYEM.DE vs. H410.DE - Dividend Comparison

AYEM.DE has not paid dividends to shareholders, while H410.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018201720162015
AYEM.DE
iShares MSCI EM IMI ESG Screened 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%
H410.DE
HSBC MSCI Emerging Markets UCITS ETF USD
1.69%2.00%2.40%2.59%3.11%2.00%1.69%2.03%2.20%1.62%1.71%2.28%

Frequently Asked Questions


With a correlation of 0.97, AYEM.DE and H410.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, H410.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

H410.DE is cheaper with a 0.15% expense ratio, compared with 0.18% for AYEM.DE.

AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened, while H410.DE tracks MSCI Emerging Markets. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.18% for AYEM.DE and 0.15% for H410.DE.

Portfolio Optimizer

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