DJEL.L vs. EMRD.L
DJEL.L (Lyxor UCITS Dow Jones Industrial Average D-EUR) and EMRD.L (State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc)) are both exchange-traded funds - DJEL.L is a Large Cap Blend Equities fund tracking the Russell 1000 TR USD, while EMRD.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Index. Both are passively managed. Over the past 10 years, DJEL.L returned 12.49%/yr vs 8.87%/yr for EMRD.L. At a 0.47 correlation, their price movements are largely independent. DJEL.L charges 0.50%/yr vs 0.18%/yr for EMRD.L.
Performance
DJEL.L vs. EMRD.L - Performance Comparison
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Different Trading Currencies
DJEL.L is traded in GBp, while EMRD.L is traded in USD. To make them comparable, the EMRD.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, DJEL.L achieves a 9.25% return, which is significantly lower than EMRD.L's 19.61% return. Over the past 10 years, DJEL.L has outperformed EMRD.L with an annualized return of 12.49%, while EMRD.L has yielded a comparatively lower 8.87% annualized return.
DJEL.L
- 1D
- -0.37%
- 1M
- 1.18%
- 6M
- 7.52%
- YTD
- 9.25%
- 1Y
- 19.47%
- 3Y*
- 15.53%
- 5Y*
- 10.57%
- 10Y*
- 12.49%
EMRD.L
- 1D
- 0.00%
- 1M
- -6.93%
- 6M
- 13.56%
- YTD
- 19.61%
- 1Y
- 36.05%
- 3Y*
- 19.39%
- 5Y*
- 7.50%
- 10Y*
- 8.87%
DJEL.L vs. EMRD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DJEL.L Lyxor UCITS Dow Jones Industrial Average D-EUR | 9.25% | 6.63% | 16.67% | 9.48% | 3.58% | 22.68% | 4.87% | 20.39% | 0.53% | 16.19% |
EMRD.L State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc) | 19.61% | 24.62% | 9.53% | 4.25% | -11.24% | -1.33% | 14.49% | 12.91% | -8.97% | 24.67% |
Correlation
The correlation between DJEL.L and EMRD.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since May 16, 2011 | 0.47 |
The correlation between DJEL.L and EMRD.L shifts across timeframes, from 0.39 (3 years) to 0.52 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
DJEL.L vs. EMRD.L — Risk / Return Rank
DJEL.L
EMRD.L
DJEL.L vs. EMRD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) and State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc) (EMRD.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.
| DJEL.L | EMRD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.32 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 3.45 | -0.81 |
| Martin ratioReturn relative to average drawdown | 8.84 | 9.54 | -0.70 |
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Drawdowns
DJEL.L vs. EMRD.L - Drawdown Comparison
The maximum DJEL.L drawdown since its inception was -42.34%, which is greater than EMRD.L's maximum drawdown of -31.27%. Use the drawdown chart below to compare losses from any high point for DJEL.L and EMRD.L.
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Drawdown Indicators
| DJEL.L | EMRD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.34% | -31.27% | -11.07% |
Max Drawdown (1Y)Largest decline over 1 year | -7.34% | -10.41% | +3.07% |
Max Drawdown (3Y)Largest decline over 3 years | -18.99% | -15.26% | -3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -18.99% | -22.35% | +3.36% |
Max Drawdown (10Y)Largest decline over 10 years | -28.44% | -27.33% | -1.11% |
Current DrawdownCurrent decline from peak | -1.62% | -10.00% | +8.38% |
Average DrawdownAverage peak-to-trough decline | -6.58% | -10.35% | +3.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 3.78% | -1.58% |
Volatility
DJEL.L vs. EMRD.L - Volatility Comparison
The current volatility for Lyxor UCITS Dow Jones Industrial Average D-EUR (DJEL.L) is 2.44%, while State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc) (EMRD.L) has a volatility of 9.01%. This indicates that DJEL.L experiences smaller price fluctuations and is considered to be less risky than EMRD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJEL.L | EMRD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 9.01% | -6.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.24% | 18.72% | -10.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.05% | 20.85% | -9.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.32% | 17.68% | -4.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.45% | 19.03% | -3.58% |
DJEL.L vs. EMRD.L - Expense Ratio Comparison
DJEL.L has a 0.50% expense ratio, which is higher than EMRD.L's 0.18% expense ratio.
Dividends
DJEL.L vs. EMRD.L - Dividend Comparison
DJEL.L's dividend yield for the trailing twelve months is around 0.72%, while EMRD.L has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJEL.L Lyxor UCITS Dow Jones Industrial Average D-EUR | 0.72% | 0.79% | 1.16% | 1.05% | 1.74% | 1.14% | 1.62% | 1.31% | 1.89% | 1.70% | 2.24% | 2.40% |
EMRD.L State Street SPDR MSCI Emerging Markets 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% |
Frequently Asked Questions
DJEL.L and EMRD.L have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMRD.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMRD.L is cheaper with a 0.18% expense ratio, compared with 0.50% for DJEL.L.
DJEL.L is categorized as Large Cap Blend Equities, while EMRD.L is Emerging Markets Equities. DJEL.L tracks Russell 1000 TR USD, while EMRD.L tracks MSCI Emerging Markets Index. They also come from different issuers: Amundi and State Street. Their fees differ too: 0.50% for DJEL.L and 0.18% for EMRD.L.
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