EMAS.L vs. C300.L
Compare and contrast key facts about SPDR MSCI EM Asia UCITS ETF (EMAS.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L).
EMAS.L and C300.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMAS.L is a passively managed fund by State Street that tracks the performance of the MSCI AC Asia Ex Japan NR USD. It was launched on May 13, 2011. C300.L is a passively managed fund by Invesco that tracks the performance of the S&P China A 300 Index. It was launched on May 5, 2022. Both EMAS.L and C300.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EMAS.L vs. C300.L - Performance Comparison
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EMAS.L vs. C300.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EMAS.L SPDR MSCI EM Asia UCITS ETF | 3.37% | 22.99% | 12.85% | 0.63% | 0.66% |
C300.L Invesco S&P China A 300 Swap UCITS ETF Acc | 2.39% | 24.25% | 16.79% | -16.21% | 3.69% |
Different Trading Currencies
EMAS.L is traded in GBP, while C300.L is traded in USD. To make them comparable, the C300.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, EMAS.L achieves a 3.37% return, which is significantly higher than C300.L's 2.39% return.
EMAS.L
- 1D
- -0.08%
- 1M
- -10.85%
- YTD
- 3.37%
- 6M
- 6.17%
- 1Y
- 27.60%
- 3Y*
- 12.02%
- 5Y*
- 3.19%
- 10Y*
- 9.12%
C300.L
- 1D
- -0.32%
- 1M
- -2.78%
- YTD
- 2.39%
- 6M
- 5.54%
- 1Y
- 30.08%
- 3Y*
- 6.26%
- 5Y*
- —
- 10Y*
- —
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EMAS.L vs. C300.L - Expense Ratio Comparison
EMAS.L has a 0.55% expense ratio, which is higher than C300.L's 0.35% expense ratio.
Return for Risk
EMAS.L vs. C300.L — Risk / Return Rank
EMAS.L
C300.L
EMAS.L vs. C300.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EM Asia UCITS ETF (EMAS.L) and Invesco S&P China A 300 Swap UCITS ETF Acc (C300.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.
| EMAS.L | C300.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 1.69 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.96 | 2.22 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.31 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.12 | 3.19 | -1.06 |
Martin ratioReturn relative to average drawdown | 6.96 | 10.43 | -3.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMAS.L | C300.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.69 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.32 | +0.11 |
Correlation
The correlation between EMAS.L and C300.L is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EMAS.L vs. C300.L - Dividend Comparison
Neither EMAS.L nor C300.L has paid dividends to shareholders.
Drawdowns
EMAS.L vs. C300.L - Drawdown Comparison
The maximum EMAS.L drawdown since its inception was -34.79%, roughly equal to the maximum C300.L drawdown of -34.94%. Use the drawdown chart below to compare losses from any high point for EMAS.L and C300.L.
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Drawdown Indicators
| EMAS.L | C300.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.79% | -31.77% | -3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -12.49% | -11.46% | -1.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.16% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.79% | — | — |
Current DrawdownCurrent decline from peak | -11.14% | -5.76% | -5.38% |
Average DrawdownAverage peak-to-trough decline | -11.81% | -14.63% | +2.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 2.49% | +1.32% |
Volatility
EMAS.L vs. C300.L - Volatility Comparison
SPDR MSCI EM Asia UCITS ETF (EMAS.L) has a higher volatility of 8.24% compared to Invesco S&P China A 300 Swap UCITS ETF Acc (C300.L) at 7.32%. This indicates that EMAS.L's price experiences larger fluctuations and is considered to be riskier than C300.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMAS.L | C300.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.24% | 7.32% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 13.26% | 12.73% | +0.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 17.64% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.33% | 21.28% | -3.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.27% | 21.28% | -3.01% |