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EMAS.L vs. VWCE.DE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EMAS.LVWCE.DE
YTD Return11.84%11.65%
1Y Return13.29%22.14%
3Y Return (Ann)-1.46%9.92%
Sharpe Ratio0.942.35
Daily Std Dev14.30%9.38%
Max Drawdown-34.79%-33.43%
Current Drawdown-16.92%-0.20%

Correlation

-0.50.00.51.00.7

The correlation between EMAS.L and VWCE.DE is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

EMAS.L vs. VWCE.DE - Performance Comparison

The year-to-date returns for both stocks are quite close, with EMAS.L having a 11.84% return and VWCE.DE slightly lower at 11.65%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%December2024FebruaryMarchAprilMay
21.43%
62.96%
EMAS.L
VWCE.DE

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


SPDR MSCI EM Asia UCITS ETF

Vanguard FTSE All-World UCITS ETF

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

EMAS.L has a 0.55% expense ratio, which is higher than VWCE.DE's 0.22% expense ratio.


EMAS.L
SPDR MSCI EM Asia UCITS ETF
Expense ratio chart for EMAS.L: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for VWCE.DE: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%

Risk-Adjusted Performance

EMAS.L vs. VWCE.DE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI EM Asia UCITS ETF (EMAS.L) and Vanguard FTSE All-World UCITS ETF (VWCE.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.L
Sharpe ratio
The chart of Sharpe ratio for EMAS.L, currently valued at 1.07, compared to the broader market0.002.004.001.07
Sortino ratio
The chart of Sortino ratio for EMAS.L, currently valued at 1.65, compared to the broader market0.005.0010.001.65
Omega ratio
The chart of Omega ratio for EMAS.L, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.001.19
Calmar ratio
The chart of Calmar ratio for EMAS.L, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.44
Martin ratio
The chart of Martin ratio for EMAS.L, currently valued at 2.86, compared to the broader market0.0020.0040.0060.0080.00100.002.86
VWCE.DE
Sharpe ratio
The chart of Sharpe ratio for VWCE.DE, currently valued at 2.41, compared to the broader market0.002.004.002.41
Sortino ratio
The chart of Sortino ratio for VWCE.DE, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for VWCE.DE, currently valued at 1.44, compared to the broader market0.501.001.502.002.503.001.44
Calmar ratio
The chart of Calmar ratio for VWCE.DE, currently valued at 1.81, compared to the broader market0.005.0010.0015.001.81
Martin ratio
The chart of Martin ratio for VWCE.DE, currently valued at 7.77, compared to the broader market0.0020.0040.0060.0080.00100.007.77

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

The current EMAS.L Sharpe Ratio is 0.94, which is lower than the VWCE.DE Sharpe Ratio of 2.35. The chart below compares the 12-month rolling Sharpe Ratio of EMAS.L and VWCE.DE.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
1.07
2.41
EMAS.L
VWCE.DE

Dividends

EMAS.L vs. VWCE.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

EMAS.L vs. VWCE.DE - Drawdown Comparison

The maximum EMAS.L drawdown since its inception was -34.79%, roughly equal to the maximum VWCE.DE drawdown of -33.43%. Use the drawdown chart below to compare losses from any high point for EMAS.L and VWCE.DE. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-24.28%
-0.16%
EMAS.L
VWCE.DE

Volatility

EMAS.L vs. VWCE.DE - Volatility Comparison

SPDR MSCI EM Asia UCITS ETF (EMAS.L) has a higher volatility of 3.57% compared to Vanguard FTSE All-World UCITS ETF (VWCE.DE) at 3.03%. This indicates that EMAS.L's price experiences larger fluctuations and is considered to be riskier than VWCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
3.57%
3.03%
EMAS.L
VWCE.DE