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DIVISLAB.NS vs. LDEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DIVISLAB.NS vs. LDEM

Last updated Jul 21, 2026
Documentation

DIVISLAB.NS (Divi's Laboratories Limited) is a stock, while LDEM (iShares ESG MSCI EM Leaders ETF) is Emerging Markets Equities fund tracking the MSCI EM Extended ESG Leaders 5% Issuer Capped Index. Over the past 5 years, DIVISLAB.NS returned 9.52%/yr vs 7.00%/yr for LDEM. At a 0.13 correlation, their price movements are largely independent.

Performance

DIVISLAB.NS vs. LDEM - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Divi's Laboratories Limited (DIVISLAB.NS) and iShares ESG MSCI EM Leaders ETF (LDEM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DIVISLAB.NS is traded in INR, while LDEM is traded in USD. To make them comparable, the LDEM values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, DIVISLAB.NS achieves a 14.48% return, which is significantly higher than LDEM's 9.63% return.

DIVISLAB.NS

1D
0.97%
1M
8.53%
6M
19.19%
YTD
14.48%
1Y
9.21%
3Y*
26.44%
5Y*
9.52%
10Y*
20.58%
ALL TIME*
33.45%

LDEM

1D
0.52%
1M
-3.24%
6M
3.55%
YTD
9.63%
1Y
23.47%
3Y*
18.53%
5Y*
7.00%
10Y*
—
ALL TIME*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVISLAB.NS vs. LDEM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
DIVISLAB.NS
Divi's Laboratories Limited		14.48%5.29%57.18%15.30%-26.48%22.27%80.29%
LDEM
iShares ESG MSCI EM Leaders ETF		9.63%38.83%9.08%7.22%-14.13%-0.08%19.15%

Correlation

The correlation between DIVISLAB.NS and LDEM is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.09

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

0.08

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

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 12, 2020

0.13

Compare stocks, funds, or ETFs

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

Divi's Laboratories Limited

iShares ESG MSCI EM Leaders ETF

Often compared with DIVISLAB.NS:
DIVISLAB.NS vs. NFTYDIVISLAB.NS vs. KALYANKJIL.NSDIVISLAB.NS vs. MOTHERSON.NSDIVISLAB.NS vs. BEL.NSDIVISLAB.NS vs. M&M.NSDIVISLAB.NS vs. BAJAJ-AUTO.NSDIVISLAB.NS vs. BPCL.NS
Often compared with LDEM:
LDEM vs. EMXFLDEM vs. ESGELDEM vs. EEMLDEM vs. FNDELDEM vs. AVEMLDEM vs. IEMGLDEM vs. EIMI.L

Return for Risk

DIVISLAB.NS vs. LDEM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DIVISLAB.NS
DIVISLAB.NS Risk / Return Rank: 5757
Overall Rank
DIVISLAB.NS Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DIVISLAB.NS Sortino Ratio Rank: 5353
Sortino Ratio Rank
DIVISLAB.NS Omega Ratio Rank: 5252
Omega Ratio Rank
DIVISLAB.NS Calmar Ratio Rank: 6060
Calmar Ratio Rank
DIVISLAB.NS Martin Ratio Rank: 5959
Martin Ratio Rank
LDEM
LDEM Risk / Return Rank: 2222
Overall Rank
LDEM Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
LDEM Sortino Ratio Rank: 2121
Sortino Ratio Rank
LDEM Omega Ratio Rank: 2121
Omega Ratio Rank
LDEM Calmar Ratio Rank: 2323
Calmar Ratio Rank
LDEM Martin Ratio Rank: 2424
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.

DIVISLAB.NS vs. LDEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Divi's Laboratories Limited (DIVISLAB.NS) and iShares ESG MSCI EM Leaders ETF (LDEM). 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.

DIVISLAB.NSLDEMDifference
Sharpe ratioReturn per unit of total volatility
0.42
1.26

-0.84

Sortino ratioReturn per unit of downside risk
0.77
1.75

-0.98

Omega ratioGain probability vs. loss probability

1.09

1.24

-0.15

Calmar ratioReturn relative to maximum drawdown

0.61

2.39

-1.77

Martin ratioReturn relative to average drawdown

1.23

6.74

-5.51

DIVISLAB.NS vs. LDEM - Sharpe Ratio Comparison

The current DIVISLAB.NS Sharpe Ratio is 0.42, which is lower than the LDEM Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of DIVISLAB.NS and LDEM, 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

DIVISLAB.NS vs. LDEM - Drawdown Comparison

The maximum DIVISLAB.NS drawdown since its inception was -59.54%, which is greater than LDEM's maximum drawdown of -32.71%. Use the drawdown chart below to compare losses from any high point for DIVISLAB.NS and LDEM.

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Drawdown Indicators

DIVISLAB.NSLDEMDifference

Max Drawdown

Largest peak-to-trough decline

-59.54%

-32.71%

-26.83%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-9.88%

-5.56%

Max Drawdown (3Y)

Largest decline over 3 years

-18.16%

-14.33%

-3.83%

Max Drawdown (5Y)

Largest decline over 5 years

-48.40%

-30.83%

-17.57%

Max Drawdown (10Y)

Largest decline over 10 years

-59.54%

—

—

Current Drawdown

Current decline from peak

0.00%

-5.58%

+5.58%

Average Drawdown

Average peak-to-trough decline

-14.04%

-11.24%

-2.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

3.49%

+4.63%

Volatility

DIVISLAB.NS vs. LDEM - Volatility Comparison

The current volatility for Divi's Laboratories Limited (DIVISLAB.NS) is 5.86%, while iShares ESG MSCI EM Leaders ETF (LDEM) has a volatility of 7.21%. This indicates that DIVISLAB.NS experiences smaller price fluctuations and is considered to be less risky than LDEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DIVISLAB.NSLDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

7.21%

-1.35%

Volatility (6M)

Calculated over the trailing 6-month period

15.74%

16.44%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

22.70%

18.75%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.73%

18.37%

+8.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.48%

19.47%

+12.01%

Dividends

DIVISLAB.NS vs. LDEM - Dividend Comparison

DIVISLAB.NS's dividend yield for the trailing twelve months is around 0.41%, less than LDEM's 3.01% yield.

PositionTTM20252024202320222021202020192018201720162015
DIVISLAB.NS
Divi's Laboratories Limited		0.41%0.47%0.49%0.77%0.88%0.43%0.42%0.87%0.67%0.91%0.00%1.73%
LDEM
iShares ESG MSCI EM Leaders ETF		3.01%3.26%2.64%3.20%4.93%1.82%1.89%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

DIVISLAB.NS and LDEM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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