C300.L vs. EMAS.L
Compare and contrast key facts about Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) and SPDR MSCI EM Asia UCITS ETF (EMAS.L).
C300.L and EMAS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. C300.L is a passively managed fund by Invesco that tracks the performance of the S&P China A 300 Index. It was launched on May 5, 2022. EMAS.L is a passively managed fund by State Street that tracks the performance of the MSCI AC Asia Ex Japan NR USD. It was launched on May 13, 2011. Both C300.L and EMAS.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
C300.L vs. EMAS.L - Performance Comparison
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C300.L vs. EMAS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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%
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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
C300.L
EMAS.L
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.L | EMAS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.52 | +0.31 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.99 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.15 | +0.76 |
Martin ratioReturn relative to average drawdown | 13.28 | 7.51 | +5.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| C300.L | EMAS.L | Difference | |
|---|---|---|---|
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.
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.L | EMAS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.76% | -11.14% | +5.38% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -11.81% | -2.82% |
Ulcer IndexDepth 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.L | EMAS.L | Difference | |
|---|---|---|---|
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% |