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EMAD.L vs. ESPS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMAD.L vs. ESPS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR MSCI EM Asia UCITS ETF USD (Acc) (EMAD.L) and Invesco MSCI Pacific Ex Japan ESG Universal Screened UCITS ETF Acc (ESPS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EMAD.L achieves a 21.59% return, which is significantly higher than ESPS.L's 8.84% return.


EMAD.L

1D
-1.54%
1M
-8.90%
6M
14.74%
YTD
21.59%
1Y
36.41%
3Y*
20.83%
5Y*
6.55%
10Y*
9.69%

ESPS.L

1D
1.42%
1M
2.23%
6M
7.23%
YTD
8.84%
1Y
13.83%
3Y*
11.51%
5Y*
5.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMAD.L vs. ESPS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMAD.L
State Street SPDR MSCI EM Asia UCITS ETF USD (Acc)
21.59%32.13%11.12%6.54%-21.75%-8.34%
ESPS.L
Invesco MSCI Pacific Ex Japan ESG Universal Screened UCITS ETF Acc
8.84%19.26%5.86%5.23%-7.41%7,434.03%

Correlation

The correlation between EMAD.L and ESPS.L is 0.57, 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

0.57

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

0.68

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

0.71

Correlation (All Time)
Calculated using the full available price history since Jan 8, 2021

0.70

The correlation between EMAD.L and ESPS.L shifts across timeframes, from 0.57 (1 year) to 0.71 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

EMAD.L vs. ESPS.L — Risk / Return Rank

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

EMAD.L
EMAD.L Risk / Return Rank: 5757
Overall Rank
EMAD.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EMAD.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
EMAD.L Omega Ratio Rank: 5555
Omega Ratio Rank
EMAD.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
EMAD.L Martin Ratio Rank: 5757
Martin Ratio Rank

ESPS.L
ESPS.L Risk / Return Rank: 4040
Overall Rank
ESPS.L Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ESPS.L Sortino Ratio Rank: 4141
Sortino Ratio Rank
ESPS.L Omega Ratio Rank: 4040
Omega Ratio Rank
ESPS.L Calmar Ratio Rank: 4242
Calmar Ratio Rank
ESPS.L Martin Ratio Rank: 3636
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.

EMAD.L vs. ESPS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI EM Asia UCITS ETF USD (Acc) (EMAD.L) and Invesco MSCI Pacific Ex Japan ESG Universal Screened UCITS ETF Acc (ESPS.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.


EMAD.LESPS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.55

Sortino ratioReturn per unit of downside risk

+0.56

Omega ratioGain probability vs. loss probability

1.28

1.18

+0.10

Calmar ratioReturn relative to maximum drawdown

2.69

1.45

+1.24

Martin ratioReturn relative to average drawdown

8.03

3.90

+4.13

EMAD.L vs. ESPS.L - Sharpe Ratio Comparison

The current EMAD.L Sharpe Ratio is 1.53, which is higher than the ESPS.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of EMAD.L and ESPS.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

EMAD.L vs. ESPS.L - Drawdown Comparison

The maximum EMAD.L drawdown since its inception was -46.17%, which is greater than ESPS.L's maximum drawdown of -25.07%. Use the drawdown chart below to compare losses from any high point for EMAD.L and ESPS.L.


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Drawdown Indicators


EMAD.LESPS.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.17%

-25.07%

-21.10%

Max Drawdown (1Y)

Largest decline over 1 year

-13.38%

-9.09%

-4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-20.03%

-19.21%

-0.82%

Max Drawdown (5Y)

Largest decline over 5 years

-39.17%

-24.34%

-14.83%

Max Drawdown (10Y)

Largest decline over 10 years

-46.17%

Current Drawdown

Current decline from peak

-11.48%

-2.17%

-9.31%

Average Drawdown

Average peak-to-trough decline

-14.72%

-6.83%

-7.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

3.39%

+1.11%

Volatility

EMAD.L vs. ESPS.L - Volatility Comparison

State Street SPDR MSCI EM Asia UCITS ETF USD (Acc) (EMAD.L) has a higher volatility of 9.84% compared to Invesco MSCI Pacific Ex Japan ESG Universal Screened UCITS ETF Acc (ESPS.L) at 2.98%. This indicates that EMAD.L's price experiences larger fluctuations and is considered to be riskier than ESPS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMAD.LESPS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.84%

2.98%

+6.86%

Volatility (6M)

Calculated over the trailing 6-month period

21.14%

10.90%

+10.24%

Volatility (1Y)

Calculated over the trailing 1-year period

23.53%

13.38%

+10.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

16.67%

+4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.15%

3,127.00%

-3,106.85%

EMAD.L vs. ESPS.L - Expense Ratio Comparison

EMAD.L has a 0.55% expense ratio, which is higher than ESPS.L's 0.19% expense ratio.


Dividends

EMAD.L vs. ESPS.L - Dividend Comparison

Neither EMAD.L nor ESPS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMAD.L and ESPS.L have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ESPS.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ESPS.L is cheaper with a 0.19% expense ratio, compared with 0.55% for EMAD.L.

EMAD.L tracks MSCI EM (Emerging Markets) Asia Index, while ESPS.L tracks MSCI Pacific Ex Japan NR USD. They also come from different issuers: State Street and Invesco. Their fees differ too: 0.55% for EMAD.L and 0.19% for ESPS.L.

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