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EEDM.L vs. HMEF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EEDM.L vs. HMEF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) and HSBC MSCI Emerging Markets UCITS ETF USD (HMEF.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EEDM.L is traded in USD, while HMEF.L is traded in GBp. To make them comparable, the HMEF.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EEDM.L achieves a 17.95% return, which is significantly lower than HMEF.L's 20.71% return.


EEDM.L

1D
-0.97%
1M
-7.35%
6M
12.82%
YTD
17.95%
1Y
33.86%
3Y*
19.43%
5Y*
6.14%
10Y*

HMEF.L

1D
-0.07%
1M
-5.76%
6M
14.66%
YTD
20.71%
1Y
38.62%
3Y*
20.15%
5Y*
7.00%
10Y*
45.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EEDM.L vs. HMEF.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EEDM.L
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist)
17.95%35.48%6.70%8.18%-21.69%-2.85%19.76%7.14%
HMEF.L
HSBC MSCI Emerging Markets UCITS ETF USD
20.71%33.96%7.26%7.85%-19.63%-3.16%18.32%8.71%

Correlation

The correlation between EEDM.L and HMEF.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2019

0.93

The correlation between EEDM.L and HMEF.L has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

EEDM.L vs. HMEF.L — Risk / Return Rank

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

EEDM.L
EEDM.L Risk / Return Rank: 5757
Overall Rank
EEDM.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EEDM.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
EEDM.L Omega Ratio Rank: 5757
Omega Ratio Rank
EEDM.L Calmar Ratio Rank: 6262
Calmar Ratio Rank
EEDM.L Martin Ratio Rank: 5757
Martin Ratio Rank

HMEF.L
HMEF.L Risk / Return Rank: 7373
Overall Rank
HMEF.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
HMEF.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
HMEF.L Omega Ratio Rank: 7474
Omega Ratio Rank
HMEF.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
HMEF.L Martin Ratio Rank: 6969
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.

EEDM.L vs. HMEF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) and HSBC MSCI Emerging Markets UCITS ETF USD (HMEF.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.


EEDM.LHMEF.LDifference
Sharpe ratioReturn per unit of total volatility

-0.28

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.29

1.33

-0.05

Calmar ratioReturn relative to maximum drawdown

2.50

2.94

-0.44

Martin ratioReturn relative to average drawdown

7.99

9.64

-1.65

EEDM.L vs. HMEF.L - Sharpe Ratio Comparison

The current EEDM.L Sharpe Ratio is 1.53, which is comparable to the HMEF.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of EEDM.L and HMEF.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.


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Drawdowns

EEDM.L vs. HMEF.L - Drawdown Comparison

The maximum EEDM.L drawdown since its inception was -40.90%, roughly equal to the maximum HMEF.L drawdown of -39.89%. Use the drawdown chart below to compare losses from any high point for EEDM.L and HMEF.L.


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Drawdown Indicators


EEDM.LHMEF.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.90%

-39.89%

-1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-13.41%

-13.08%

-0.33%

Max Drawdown (3Y)

Largest decline over 3 years

-16.97%

-16.21%

-0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-36.39%

-34.86%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-39.89%

Current Drawdown

Current decline from peak

-9.31%

-7.49%

-1.82%

Average Drawdown

Average peak-to-trough decline

-16.32%

-11.05%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

4.00%

+0.20%

Volatility

EEDM.L vs. HMEF.L - Volatility Comparison

iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) (EEDM.L) and HSBC MSCI Emerging Markets UCITS ETF USD (HMEF.L) have volatilities of 9.13% and 8.81%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EEDM.LHMEF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.13%

8.81%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

19.95%

19.13%

+0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

21.88%

21.24%

+0.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

19.15%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.79%

141.96%

-121.17%

EEDM.L vs. HMEF.L - Expense Ratio Comparison

EEDM.L has a 0.18% expense ratio, which is higher than HMEF.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EEDM.L vs. HMEF.L - Dividend Comparison

EEDM.L's dividend yield for the trailing twelve months is around 1.65%, less than HMEF.L's 1.70% yield.


PositionTTM20252024202320222021202020192018201720162015
EEDM.L
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist)
1.65%1.89%2.37%2.37%2.59%1.97%1.54%0.05%0.00%0.00%0.00%0.00%
HMEF.L
HSBC MSCI Emerging Markets UCITS ETF USD
1.70%1.98%2.43%2.58%2.99%2.01%1.66%2.11%2.14%37.43%168.62%225.12%

Frequently Asked Questions


With a correlation of 0.96, EEDM.L and HMEF.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, HMEF.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HMEF.L is cheaper with a 0.15% expense ratio, compared with 0.18% for EEDM.L.

EEDM.L tracks MSCI EM ESG Enhanced CTB Index, while HMEF.L tracks MSCI EM NR USD. They also come from different issuers: iShares and HSBC. Their fees differ too: 0.18% for EEDM.L and 0.15% for HMEF.L.

Portfolio Optimizer

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