PortfoliosLab logoPortfoliosLab logo
CEMA.L vs. C300.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEMA.L vs. C300.L - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CEMA.L achieves a 22.45% return, which is significantly higher than C300.L's 12.15% return.


CEMA.L

1D
-0.48%
1M
-7.06%
6M
16.81%
YTD
22.45%
1Y
40.02%
3Y*
21.86%
5Y*
7.43%
10Y*
10.13%

C300.L

1D
0.00%
1M
-1.79%
6M
9.28%
YTD
12.15%
1Y
38.21%
3Y*
15.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
CEMA.L
iShares MSCI EM Asia UCITS ETF USD Acc
22.45%33.97%12.43%6.65%-4.67%
C300.L
Invesco S&P China A 300 Swap UCITS ETF Acc
12.15%33.78%14.79%-11.81%1.72%

Correlation

The correlation between CEMA.L and C300.L is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.61

Correlation (All Time)
Calculated using the full available price history since May 9, 2022

0.65

The correlation between CEMA.L and C300.L has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

CEMA.L
CEMA.L Risk / Return Rank: 6464
Overall Rank
CEMA.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
CEMA.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
CEMA.L Omega Ratio Rank: 6363
Omega Ratio Rank
CEMA.L Calmar Ratio Rank: 7171
Calmar Ratio Rank
CEMA.L Martin Ratio Rank: 6464
Martin Ratio Rank

C300.L
C300.L Risk / Return Rank: 8181
Overall Rank
C300.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
C300.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
C300.L Omega Ratio Rank: 7272
Omega Ratio Rank
C300.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
C300.L Martin Ratio Rank: 8787
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.

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

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

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.


CEMA.LC300.LDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.42

Omega ratioGain probability vs. loss probability

1.31

1.34

-0.03

Calmar ratioReturn relative to maximum drawdown

2.89

5.02

-2.13

Martin ratioReturn relative to average drawdown

9.20

14.57

-5.37

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

The current CEMA.L Sharpe Ratio is 1.68, which is comparable to the C300.L Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of CEMA.L and C300.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CEMA.L vs. C300.L - Drawdown Comparison

The maximum CEMA.L drawdown since its inception was -45.51%, which is greater than C300.L's maximum drawdown of -31.77%. Use the drawdown chart below to compare losses from any high point for CEMA.L and C300.L.


Loading charts...

Drawdown Indicators


CEMA.LC300.LDifference

Max Drawdown

Largest peak-to-trough decline

-45.51%

-31.77%

-13.74%

Max Drawdown (1Y)

Largest decline over 1 year

-13.77%

-7.64%

-6.13%

Max Drawdown (3Y)

Largest decline over 3 years

-19.95%

-28.06%

+8.11%

Max Drawdown (5Y)

Largest decline over 5 years

-38.96%

Max Drawdown (10Y)

Largest decline over 10 years

-45.51%

Current Drawdown

Current decline from peak

-9.59%

-4.93%

-4.66%

Average Drawdown

Average peak-to-trough decline

-14.52%

-13.81%

-0.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.34%

2.63%

+1.71%

Volatility

CEMA.L vs. C300.L - Volatility Comparison

iShares MSCI EM Asia UCITS ETF USD Acc (CEMA.L) has a higher volatility of 10.19% compared to Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) at 9.15%. This indicates that CEMA.L's price experiences larger fluctuations and is considered to be riskier than C300.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CEMA.LC300.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

9.15%

+1.04%

Volatility (6M)

Calculated over the trailing 6-month period

21.60%

15.26%

+6.34%

Volatility (1Y)

Calculated over the trailing 1-year period

23.77%

19.76%

+4.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.87%

22.34%

-1.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

22.34%

-2.19%

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

CEMA.L has a 0.20% expense ratio, which is lower than C300.L's 0.35% expense ratio.


Dividends

CEMA.L vs. C300.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CEMA.L and C300.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CEMA.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CEMA.L is cheaper with a 0.20% expense ratio, compared with 0.35% for C300.L.

CEMA.L is categorized as Asia Pacific Equities, while C300.L is China Equities. CEMA.L tracks MSCI EM Asia Index Net, while C300.L tracks S&P China A 300 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.20% for CEMA.L and 0.35% for C300.L.

Portfolio Optimizer

Find the right allocation for CEMA.L and C300.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer