PortfoliosLab logoPortfoliosLab logo
EMRD.L vs. EXCS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMRD.L vs. EXCS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc) (EMRD.L) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EMRD.L is traded in USD, while EXCS.L is traded in GBP. To make them comparable, the EXCS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMRD.L achieves a 18.51% return, which is significantly lower than EXCS.L's 31.24% return.


EMRD.L

1D
-1.32%
1M
-7.35%
6M
12.75%
YTD
18.51%
1Y
35.69%
3Y*
20.23%
5Y*
6.85%
10Y*
8.95%

EXCS.L

1D
-0.63%
1M
-6.99%
6M
24.86%
YTD
31.24%
1Y
53.10%
3Y*
24.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMRD.L vs. EXCS.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMRD.L
State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc)
18.51%34.18%7.65%9.74%-20.67%-2.25%
EXCS.L
iShares MSCI EM ex-China UCITS ETF USD (Acc)
31.24%35.75%3.67%16.90%-18.20%-24.55%

Correlation

The correlation between EMRD.L and EXCS.L is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2021

0.84

The correlation between EMRD.L and EXCS.L has been stable across timeframes, ranging from 0.84 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

EMRD.L vs. EXCS.L — Risk / Return Rank

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

EMRD.L
EMRD.L Risk / Return Rank: 6161
Overall Rank
EMRD.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EMRD.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
EMRD.L Omega Ratio Rank: 6060
Omega Ratio Rank
EMRD.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
EMRD.L Martin Ratio Rank: 6161
Martin Ratio Rank

EXCS.L
EXCS.L Risk / Return Rank: 8585
Overall Rank
EXCS.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
EXCS.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EXCS.L Omega Ratio Rank: 8686
Omega Ratio Rank
EXCS.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
EXCS.L Martin Ratio Rank: 8383
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.

EMRD.L vs. EXCS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc) (EMRD.L) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMRD.LEXCS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.30

1.39

-0.09

Calmar ratioReturn relative to maximum drawdown

2.84

3.77

-0.93

Martin ratioReturn relative to average drawdown

8.72

12.33

-3.61

EMRD.L vs. EXCS.L - Sharpe Ratio Comparison

The current EMRD.L Sharpe Ratio is 1.60, which is comparable to the EXCS.L Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of EMRD.L and EXCS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EMRD.L vs. EXCS.L - Drawdown Comparison

The maximum EMRD.L drawdown since its inception was -39.82%, smaller than the maximum EXCS.L drawdown of -44.14%. Use the drawdown chart below to compare losses from any high point for EMRD.L and EXCS.L.


Loading charts...

Drawdown Indicators


EMRD.LEXCS.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.82%

-44.14%

+4.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-14.02%

+1.59%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-19.69%

+2.98%

Max Drawdown (5Y)

Largest decline over 5 years

-35.03%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

Current Drawdown

Current decline from peak

-9.35%

-10.26%

+0.91%

Average Drawdown

Average peak-to-trough decline

-14.50%

-23.96%

+9.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

4.29%

-0.24%

Volatility

EMRD.L vs. EXCS.L - Volatility Comparison

The current volatility for State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc) (EMRD.L) is 9.23%, while iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) has a volatility of 10.64%. This indicates that EMRD.L experiences smaller price fluctuations and is considered to be less risky than EXCS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EMRD.LEXCS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

10.64%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

19.85%

22.02%

-2.17%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

24.03%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

26.06%

-6.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

26.06%

-6.41%

EMRD.L vs. EXCS.L - Expense Ratio Comparison

Both EMRD.L and EXCS.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

EMRD.L vs. EXCS.L - Dividend Comparison

Neither EMRD.L nor EXCS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, EMRD.L and EXCS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EMRD.L and EXCS.L have the same expense ratio: 0.18% per year.

EMRD.L tracks MSCI Emerging Markets Index, while EXCS.L tracks MSCI EM NR USD. They also come from different issuers: State Street and iShares.

Portfolio Optimizer

Find the right allocation for EMRD.L and EXCS.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer