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EMHD.L vs. PRAM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EMHD.L vs. PRAM.L

Last updated Apr 1, 2026

Compare and contrast key facts about Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L).

EMHD.L and PRAM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMHD.L is a passively managed fund by Invesco that tracks the performance of the FTSE Emerging High Dividend Low Volatility Net Tax Index. It was launched on May 27, 2016. PRAM.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Sep 14, 2021. Both EMHD.L and PRAM.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

EMHD.L vs. PRAM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L). The values are adjusted to include any dividend payments, if applicable.

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EMHD.L vs. PRAM.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
EMHD.L
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist		7.55%26.93%2.28%10.88%-17.26%2.11%
PRAM.L
Amundi Prime Emerging Markets UCITS ETF DR (C)		0.76%32.60%7.14%9.82%-16.79%0.00%

Returns By Period

In the year-to-date period, EMHD.L achieves a 7.55% return, which is significantly higher than PRAM.L's 0.76% return.

EMHD.L

1D
0.21%
1M
-3.55%
YTD
7.55%
6M
13.46%
1Y
30.52%
3Y*
14.90%
5Y*
6.34%
10Y*
—

PRAM.L

1D
0.34%
1M
-11.49%
YTD
0.76%
6M
5.05%
1Y
30.09%
3Y*
15.14%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist

Amundi Prime Emerging Markets UCITS ETF DR (C)

Often compared with EMHD.L:
EMHD.L vs. WTEI.DEEMHD.L vs. SDIP.LEMHD.L vs. EFVEMHD.L vs. UDVD.LEMHD.L vs. DGRWEMHD.L vs. JEPG.LEMHD.L vs. GLDV.MI
Often compared with PRAM.L:
PRAM.L vs. EIMI.LPRAM.L vs. EMIM.LPRAM.L vs. ACWI.LPRAM.L vs. XMMS.LPRAM.L vs. AEME.LPRAM.L vs. HMEF.LPRAM.L vs. DEM.L

EMHD.L vs. PRAM.L - Expense Ratio Comparison

EMHD.L has a 0.49% expense ratio, which is higher than PRAM.L's 0.10% expense ratio.

EMHD.L
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist
PRAM.L
Amundi Prime Emerging Markets UCITS ETF DR (C)

Return for Risk

EMHD.L vs. PRAM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EMHD.L
EMHD.L Risk / Return Rank: 9393
Overall Rank
EMHD.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMHD.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMHD.L Omega Ratio Rank: 9292
Omega Ratio Rank
EMHD.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
EMHD.L Martin Ratio Rank: 9393
Martin Ratio Rank
PRAM.L
PRAM.L Risk / Return Rank: 8181
Overall Rank
PRAM.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
PRAM.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
PRAM.L Omega Ratio Rank: 7979
Omega Ratio Rank
PRAM.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
PRAM.L Martin Ratio Rank: 7878
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.

EMHD.L vs. PRAM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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.

EMHD.LPRAM.LDifference

Sharpe ratio

Return per unit of total volatility

2.24

1.64

+0.60

Sortino ratio

Return per unit of downside risk

2.94

2.14

+0.80

Omega ratio

Gain probability vs. loss probability

1.41

1.30

+0.10

Calmar ratio

Return relative to maximum drawdown

3.36

2.34

+1.02

Martin ratio

Return relative to average drawdown

13.72

8.45

+5.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EMHD.L vs. PRAM.L - Sharpe Ratio Comparison

The current EMHD.L Sharpe Ratio is 2.24, which is higher than the PRAM.L Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of EMHD.L and PRAM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EMHD.LPRAM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

1.64

+0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.44

0.00

Correlation

The correlation between EMHD.L and PRAM.L is 0.54, 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

EMHD.L vs. PRAM.L - Dividend Comparison

EMHD.L's dividend yield for the trailing twelve months is around 4.92%, while PRAM.L has not paid dividends to shareholders.

TTM2025202420232022202120202019201820172016
EMHD.L
Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist		4.92%5.17%5.78%5.99%9.02%6.08%4.02%5.04%5.51%4.92%2.37%
PRAM.L
Amundi Prime Emerging Markets UCITS ETF DR (C)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EMHD.L vs. PRAM.L - Drawdown Comparison

The maximum EMHD.L drawdown since its inception was -38.32%, which is greater than PRAM.L's maximum drawdown of -28.74%. Use the drawdown chart below to compare losses from any high point for EMHD.L and PRAM.L.

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Drawdown Indicators

EMHD.LPRAM.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.32%

-28.74%

-9.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.77%

-12.53%

+3.76%

Max Drawdown (5Y)

Largest decline over 5 years

-30.43%

—

—

Current Drawdown

Current decline from peak

-4.40%

-12.23%

+7.83%

Average Drawdown

Average peak-to-trough decline

-9.88%

-8.96%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

3.47%

-1.32%

Volatility

EMHD.L vs. PRAM.L - Volatility Comparison

The current volatility for Invesco FTSE Emerging Markets High Dividend Low Volatility UCITS ETF Dist (EMHD.L) is 5.05%, while Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L) has a volatility of 9.17%. This indicates that EMHD.L experiences smaller price fluctuations and is considered to be less risky than PRAM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EMHD.LPRAM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

9.17%

-4.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

13.34%

-4.45%

Volatility (1Y)

Calculated over the trailing 1-year period

13.58%

18.27%

-4.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.99%

20.87%

-5.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

20.87%

-3.97%