EMDV.L vs. HEMC.L
Compare and contrast key facts about SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (EMDV.L) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.L).
EMDV.L and HEMC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMDV.L is a passively managed fund by State Street that tracks the performance of the MSCI EM NR USD. It was launched on Oct 14, 2011. HEMC.L is a passively managed fund by HSBC that tracks the performance of the MSCI EM NR USD. It was launched on Jun 28, 2022. Both EMDV.L and HEMC.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
EMDV.L vs. HEMC.L - Performance Comparison
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EMDV.L vs. HEMC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EMDV.L SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) | 2.53% | 8.10% | 16.29% | -0.66% | 1.88% |
HEMC.L HSBC MSCI Emerging Markets UCITS ETF USD (Acc) | 6.17% | 24.74% | 8.89% | 2.36% | -2.34% |
Returns By Period
In the year-to-date period, EMDV.L achieves a 2.53% return, which is significantly lower than HEMC.L's 6.17% return.
EMDV.L
- 1D
- 0.58%
- 1M
- -3.69%
- YTD
- 2.53%
- 6M
- 1.86%
- 1Y
- 11.28%
- 3Y*
- 8.11%
- 5Y*
- 5.14%
- 10Y*
- 6.45%
HEMC.L
- 1D
- 3.20%
- 1M
- -5.63%
- YTD
- 6.17%
- 6M
- 10.27%
- 1Y
- 30.61%
- 3Y*
- 13.42%
- 5Y*
- —
- 10Y*
- —
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EMDV.L vs. HEMC.L - Expense Ratio Comparison
EMDV.L has a 0.55% expense ratio, which is higher than HEMC.L's 0.15% expense ratio.
Return for Risk
EMDV.L vs. HEMC.L — Risk / Return Rank
EMDV.L
HEMC.L
EMDV.L vs. HEMC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (EMDV.L) and HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.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.
| EMDV.L | HEMC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 1.83 | -0.99 |
Sortino ratioReturn per unit of downside risk | 1.21 | 2.37 | -1.16 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.35 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 2.88 | -1.48 |
Martin ratioReturn relative to average drawdown | 3.58 | 10.07 | -6.48 |
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
| EMDV.L | HEMC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 1.83 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.68 | -0.45 |
Correlation
The correlation between EMDV.L and HEMC.L is 0.76, 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.
Dividends
EMDV.L vs. HEMC.L - Dividend Comparison
Neither EMDV.L nor HEMC.L has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMDV.L SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) | 0.00% | 1.29% | 4.08% | 4.98% | 4.45% | 3.28% | 3.19% | 3.83% | 3.49% | 2.89% | 4.15% | 5.95% |
HEMC.L HSBC MSCI Emerging Markets 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% | 0.00% |
Drawdowns
EMDV.L vs. HEMC.L - Drawdown Comparison
The maximum EMDV.L drawdown since its inception was -48.26%, which is greater than HEMC.L's maximum drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for EMDV.L and HEMC.L.
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Drawdown Indicators
| EMDV.L | HEMC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.26% | -15.14% | -33.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.99% | -10.83% | +1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -15.31% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.93% | — | — |
Current DrawdownCurrent decline from peak | -6.54% | -7.53% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -13.59% | -4.36% | -9.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.28% | 3.10% | +0.18% |
Volatility
EMDV.L vs. HEMC.L - Volatility Comparison
The current volatility for SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist) (EMDV.L) is 3.72%, while HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.L) has a volatility of 7.02%. This indicates that EMDV.L experiences smaller price fluctuations and is considered to be less risky than HEMC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMDV.L | HEMC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 7.02% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 8.92% | 12.65% | -3.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.50% | 16.69% | -3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.62% | 14.92% | -0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 14.92% | +2.13% |