PortfoliosLab logoPortfoliosLab logo
EMAD.L vs. UC95.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMAD.L vs. UC95.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EMAD.L is traded in USD, while UC95.L is traded in GBp. To make them comparable, the UC95.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 18.88% return, which is significantly higher than UC95.L's 6.35% return. Both investments have delivered pretty close results over the past 10 years, with EMAD.L having a 9.49% annualized return and UC95.L not far behind at 9.48%.


EMAD.L

1D
-2.28%
1M
-11.14%
6M
11.94%
YTD
18.88%
1Y
31.93%
3Y*
20.12%
5Y*
6.07%
10Y*
9.49%

UC95.L

1D
0.97%
1M
5.20%
6M
4.87%
YTD
6.35%
1Y
7.47%
3Y*
9.93%
5Y*
6.79%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMAD.L vs. UC95.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMAD.L
State Street SPDR MSCI EM Asia UCITS ETF USD (Acc)
18.88%32.13%11.12%6.54%-21.75%-6.15%28.24%16.78%-14.40%42.49%
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
6.35%6.66%13.53%5.71%-6.94%24.94%3.78%30.17%-1.64%15.82%

Correlation

The correlation between EMAD.L and UC95.L is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

0.03

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

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2015

0.34

The correlation between EMAD.L and UC95.L shifts across timeframes, from -0.21 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

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

EMAD.L vs. UC95.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: 5454
Overall Rank
EMAD.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
EMAD.L Sortino Ratio Rank: 4949
Sortino Ratio Rank
EMAD.L Omega Ratio Rank: 5252
Omega Ratio Rank
EMAD.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
EMAD.L Martin Ratio Rank: 5454
Martin Ratio Rank

UC95.L
UC95.L Risk / Return Rank: 2323
Overall Rank
UC95.L Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
UC95.L Sortino Ratio Rank: 2424
Sortino Ratio Rank
UC95.L Omega Ratio Rank: 2121
Omega Ratio Rank
UC95.L Calmar Ratio Rank: 2323
Calmar Ratio Rank
UC95.L Martin Ratio Rank: 2222
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. UC95.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 UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.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.LUC95.LDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.75

Omega ratioGain probability vs. loss probability

1.25

1.13

+0.12

Calmar ratioReturn relative to maximum drawdown

2.36

0.93

+1.43

Martin ratioReturn relative to average drawdown

6.96

2.10

+4.86

EMAD.L vs. UC95.L - Sharpe Ratio Comparison

The current EMAD.L Sharpe Ratio is 1.35, which is higher than the UC95.L Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of EMAD.L and UC95.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

EMAD.L vs. UC95.L - Drawdown Comparison

The maximum EMAD.L drawdown since its inception was -46.17%, which is greater than UC95.L's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for EMAD.L and UC95.L.


Loading charts...

Drawdown Indicators


EMAD.LUC95.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.17%

-36.05%

-10.12%

Max Drawdown (1Y)

Largest decline over 1 year

-13.45%

-8.00%

-5.45%

Max Drawdown (3Y)

Largest decline over 3 years

-20.03%

-10.18%

-9.85%

Max Drawdown (5Y)

Largest decline over 5 years

-38.79%

-17.29%

-21.50%

Max Drawdown (10Y)

Largest decline over 10 years

-46.17%

-36.05%

-10.12%

Current Drawdown

Current decline from peak

-13.45%

-0.98%

-12.47%

Average Drawdown

Average peak-to-trough decline

-14.72%

-3.68%

-11.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.58%

3.55%

+1.03%

Volatility

EMAD.L vs. UC95.L - Volatility Comparison

State Street SPDR MSCI EM Asia UCITS ETF USD (Acc) (EMAD.L) has a higher volatility of 9.76% compared to UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis (UC95.L) at 3.14%. This indicates that EMAD.L's price experiences larger fluctuations and is considered to be riskier than UC95.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EMAD.LUC95.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.76%

3.14%

+6.62%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

7.47%

+13.78%

Volatility (1Y)

Calculated over the trailing 1-year period

23.65%

9.65%

+14.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.82%

12.66%

+8.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

14.07%

+6.09%

EMAD.L vs. UC95.L - Expense Ratio Comparison

EMAD.L has a 0.55% expense ratio, which is higher than UC95.L's 0.25% expense ratio.


Dividends

EMAD.L vs. UC95.L - Dividend Comparison

EMAD.L has not paid dividends to shareholders, while UC95.L's dividend yield for the trailing twelve months is around 1.77%.


PositionTTM2025202420232022202120202019201820172016
EMAD.L
State Street SPDR MSCI EM Asia 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%
UC95.L
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
1.77%1.99%1.61%1.53%1.29%1.13%2.06%2.11%1.91%1.68%1.37%

Frequently Asked Questions


EMAD.L and UC95.L have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC95.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC95.L is cheaper with a 0.25% expense ratio, compared with 0.55% for EMAD.L.

EMAD.L is categorized as Asia Pacific Equities, while UC95.L is Large Cap Blend Equities. EMAD.L tracks MSCI EM (Emerging Markets) Asia Index, while UC95.L tracks Russell 1000 TR USD. They also come from different issuers: State Street and UBS. Their fees differ too: 0.55% for EMAD.L and 0.25% for UC95.L.

Portfolio Optimizer

Find the right allocation for EMAD.L and UC95.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