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C300.L vs. EMAS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

C300.L vs. EMAS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) and SPDR MSCI EM Asia UCITS ETF (EMAS.L). The values are adjusted to include any dividend payments, if applicable.

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C300.L vs. EMAS.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
0.48%33.78%14.79%-11.81%1.72%
EMAS.L
SPDR MSCI EM Asia UCITS ETF
1.66%32.27%10.97%5.94%-1.34%
Different Trading Currencies

C300.L is traded in USD, while EMAS.L is traded in GBP. To make them comparable, the EMAS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, C300.L achieves a 0.48% return, which is significantly lower than EMAS.L's 1.66% return.


C300.L

1D
-0.03%
1M
-4.26%
YTD
0.48%
6M
3.94%
1Y
32.96%
3Y*
8.75%
5Y*
10Y*

EMAS.L

1D
0.27%
1M
-12.48%
YTD
1.66%
6M
4.50%
1Y
30.72%
3Y*
14.69%
5Y*
2.29%
10Y*
8.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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C300.L vs. EMAS.L - Expense Ratio Comparison

C300.L has a 0.35% expense ratio, which is lower than EMAS.L's 0.55% expense ratio.


Return for Risk

C300.L vs. EMAS.L — Risk / Return Rank

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

C300.L
C300.L Risk / Return Rank: 8888
Overall Rank
C300.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
C300.L Omega Ratio Rank: 8686
Omega Ratio Rank
C300.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
C300.L Martin Ratio Rank: 9393
Martin Ratio Rank

EMAS.L
EMAS.L Risk / Return Rank: 7676
Overall Rank
EMAS.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EMAS.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
EMAS.L Omega Ratio Rank: 7676
Omega Ratio Rank
EMAS.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
EMAS.L Martin Ratio Rank: 6868
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.

C300.L vs. EMAS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) and SPDR MSCI EM Asia UCITS ETF (EMAS.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.


C300.LEMAS.LDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.52

+0.31

Sortino ratio

Return per unit of downside risk

2.35

1.99

+0.36

Omega ratio

Gain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratio

Return relative to maximum drawdown

2.92

2.15

+0.76

Martin ratio

Return relative to average drawdown

13.28

7.51

+5.77

C300.L vs. EMAS.L - Sharpe Ratio Comparison

The current C300.L Sharpe Ratio is 1.84, which is comparable to the EMAS.L Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of C300.L and EMAS.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


C300.LEMAS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

1.52

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.32

+0.07

Correlation

The correlation between C300.L and EMAS.L is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

C300.L vs. EMAS.L - Dividend Comparison

Neither C300.L nor EMAS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

C300.L vs. EMAS.L - Drawdown Comparison

The maximum C300.L drawdown since its inception was -31.77%, smaller than the maximum EMAS.L drawdown of -46.26%. Use the drawdown chart below to compare losses from any high point for C300.L and EMAS.L.


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Drawdown Indicators


C300.LEMAS.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.77%

-34.79%

+3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-12.49%

+1.03%

Max Drawdown (5Y)

Largest decline over 5 years

-29.16%

Max Drawdown (10Y)

Largest decline over 10 years

-34.79%

Current Drawdown

Current decline from peak

-5.76%

-11.14%

+5.38%

Average Drawdown

Average peak-to-trough decline

-14.63%

-11.81%

-2.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.81%

-1.32%

Volatility

C300.L vs. EMAS.L - Volatility Comparison

The current volatility for Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) is 6.65%, while SPDR MSCI EM Asia UCITS ETF (EMAS.L) has a volatility of 8.92%. This indicates that C300.L experiences smaller price fluctuations and is considered to be less risky than EMAS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


C300.LEMAS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.65%

8.92%

-2.27%

Volatility (6M)

Calculated over the trailing 6-month period

12.01%

14.06%

-2.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

20.09%

-2.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

19.55%

+2.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

19.58%

+2.55%