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EMAS.L vs. V3AA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMAS.L vs. V3AA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR MSCI EM Asia UCITS ETF (EMAS.L) and Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMAS.L is traded in GBP, while V3AA.DE is traded in EUR. To make them comparable, the V3AA.DE 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 81.21% return, which is significantly higher than V3AA.DE's 11.89% return.


EMAS.L

1D
38.70%
1M
51.83%
YTD
81.21%
6M
83.22%
1Y
120.08%
3Y*
35.88%
5Y*
15.70%
10Y*
15.67%

V3AA.DE

1D
-0.64%
1M
7.22%
YTD
11.89%
6M
13.03%
1Y
30.71%
3Y*
17.94%
5Y*
11.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMAS.L vs. V3AA.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMAS.L
SPDR MSCI EM Asia UCITS ETF
81.21%22.99%12.85%0.63%-12.26%-4.77%
V3AA.DE
Vanguard ESG Global All Cap UCITS ETF (USD) Acc
11.89%13.20%18.99%18.22%-13.55%17.68%

Correlation

The correlation between EMAS.L and V3AA.DE is 0.64, 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

0.64

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

0.60

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

0.60

Correlation (All Time)
Calculated using the full available price history since Mar 26, 2021

0.61

The correlation between EMAS.L and V3AA.DE has been stable across timeframes, ranging from 0.60 to 0.64 - a consistent structural relationship.

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Return for Risk

EMAS.L vs. V3AA.DE — Risk / Return Rank

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

EMAS.L
EMAS.L Risk / Return Rank: 9595
Overall Rank
EMAS.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EMAS.L Sortino Ratio Rank: 9898
Sortino Ratio Rank
EMAS.L Omega Ratio Rank: 9898
Omega Ratio Rank
EMAS.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
EMAS.L Martin Ratio Rank: 9696
Martin Ratio Rank

V3AA.DE
V3AA.DE Risk / Return Rank: 6666
Overall Rank
V3AA.DE Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
V3AA.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
V3AA.DE Omega Ratio Rank: 6565
Omega Ratio Rank
V3AA.DE Calmar Ratio Rank: 6666
Calmar Ratio Rank
V3AA.DE Martin Ratio Rank: 7171
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.

EMAS.L vs. V3AA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EM Asia UCITS ETF (EMAS.L) and Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE). 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.LV3AA.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+3.96

Omega ratioGain probability vs. loss probability

2.09

1.47

+0.62

Calmar ratioReturn relative to maximum drawdown

10.86

3.77

+7.09

Martin ratioReturn relative to average drawdown

35.47

15.13

+20.34

EMAS.L vs. V3AA.DE - Sharpe Ratio Comparison

The current EMAS.L Sharpe Ratio is 2.85, which is comparable to the V3AA.DE Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of EMAS.L and V3AA.DE, 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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Sharpe Ratios by Period


EMAS.LV3AA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.85

2.56

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

0.81

-0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.86

-0.27

Drawdowns

EMAS.L vs. V3AA.DE - Drawdown Comparison

The maximum EMAS.L drawdown since its inception was -34.79%, which is greater than V3AA.DE's maximum drawdown of -20.41%. Use the drawdown chart below to compare losses from any high point for EMAS.L and V3AA.DE.


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Drawdown Indicators


EMAS.LV3AA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-34.79%

-20.41%

-14.38%

Max Drawdown (1Y)

Largest decline over 1 year

-11.14%

-8.11%

-3.03%

Max Drawdown (3Y)

Largest decline over 3 years

-17.88%

-20.41%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-29.16%

-20.41%

-8.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.79%

Current Drawdown

Current decline from peak

0.00%

-0.64%

+0.64%

Average Drawdown

Average peak-to-trough decline

-11.69%

-4.81%

-6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

2.02%

+1.40%

Volatility

EMAS.L vs. V3AA.DE - Volatility Comparison

SPDR MSCI EM Asia UCITS ETF (EMAS.L) has a higher volatility of 33.13% compared to Vanguard ESG Global All Cap UCITS ETF (USD) Acc (V3AA.DE) at 3.76%. This indicates that EMAS.L's price experiences larger fluctuations and is considered to be riskier than V3AA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMAS.LV3AA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.13%

3.76%

+29.37%

Volatility (6M)

Calculated over the trailing 6-month period

35.88%

8.99%

+26.89%

Volatility (1Y)

Calculated over the trailing 1-year period

42.40%

11.95%

+30.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.78%

14.03%

+10.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.18%

14.00%

+8.18%

EMAS.L vs. V3AA.DE - Expense Ratio Comparison

EMAS.L has a 0.55% expense ratio, which is higher than V3AA.DE's 0.24% expense ratio.


Dividends

EMAS.L vs. V3AA.DE - Dividend Comparison

Neither EMAS.L nor V3AA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMAS.L and V3AA.DE have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, V3AA.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

V3AA.DE is cheaper with a 0.24% expense ratio, compared with 0.55% for EMAS.L.

EMAS.L is categorized as Asia Pacific Equities, while V3AA.DE is Global Equities. EMAS.L tracks MSCI AC Asia Ex Japan NR USD, while V3AA.DE tracks FTSE Global All Cap Choice Index. They also come from different issuers: State Street and Vanguard. Their fees differ too: 0.55% for EMAS.L and 0.24% for V3AA.DE.

Portfolio Optimizer

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