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

Performance

EMRD.L vs. ISDE.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 Islamic UCITS ETF USD (Dist) (ISDE.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EMRD.L achieves a 18.51% return, which is significantly lower than ISDE.L's 43.83% return. Over the past 10 years, EMRD.L has underperformed ISDE.L with an annualized return of 8.95%, while ISDE.L has yielded a comparatively higher 11.20% annualized 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%

ISDE.L

1D
-1.28%
1M
-11.07%
6M
34.89%
YTD
43.83%
1Y
74.17%
3Y*
25.27%
5Y*
10.84%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EMRD.L
State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc)
18.51%34.18%7.65%9.74%-20.67%-2.26%17.96%17.38%-14.07%36.47%
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)
43.83%39.00%-3.54%14.04%-22.75%2.66%22.18%19.37%-17.23%41.70%

Correlation

The correlation between EMRD.L and ISDE.L is 0.88, 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

0.88

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

0.84

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

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since May 16, 2011

0.80

The correlation between EMRD.L and ISDE.L has been stable across timeframes, ranging from 0.80 to 0.90 - 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. ISDE.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

ISDE.L
ISDE.L Risk / Return Rank: 8888
Overall Rank
ISDE.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISDE.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
ISDE.L Omega Ratio Rank: 8888
Omega Ratio Rank
ISDE.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISDE.L Martin Ratio Rank: 8888
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. ISDE.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 Islamic UCITS ETF USD (Dist) (ISDE.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.LISDE.LDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-0.75

Omega ratioGain probability vs. loss probability

1.30

1.44

-0.14

Calmar ratioReturn relative to maximum drawdown

2.84

4.75

-1.91

Martin ratioReturn relative to average drawdown

8.72

15.21

-6.49

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

The current EMRD.L Sharpe Ratio is 1.60, which is lower than the ISDE.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of EMRD.L and ISDE.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. ISDE.L - Drawdown Comparison

The maximum EMRD.L drawdown since its inception was -39.82%, smaller than the maximum ISDE.L drawdown of -65.53%. Use the drawdown chart below to compare losses from any high point for EMRD.L and ISDE.L.


Loading charts...

Drawdown Indicators


EMRD.LISDE.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.82%

-65.53%

+25.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-15.54%

+3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-21.83%

+5.12%

Max Drawdown (5Y)

Largest decline over 5 years

-35.03%

-32.16%

-2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

-36.64%

-3.18%

Current Drawdown

Current decline from peak

-9.35%

-15.25%

+5.90%

Average Drawdown

Average peak-to-trough decline

-14.50%

-22.77%

+8.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

4.86%

-0.81%

Volatility

EMRD.L vs. ISDE.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 Islamic UCITS ETF USD (Dist) (ISDE.L) has a volatility of 14.62%. This indicates that EMRD.L experiences smaller price fluctuations and is considered to be less risky than ISDE.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EMRD.LISDE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

14.62%

-5.39%

Volatility (6M)

Calculated over the trailing 6-month period

19.85%

27.67%

-7.82%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

29.71%

-7.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

20.58%

-1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

20.34%

-0.69%

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

EMRD.L has a 0.18% expense ratio, which is lower than ISDE.L's 0.85% expense ratio.


Dividends

EMRD.L vs. ISDE.L - Dividend Comparison

EMRD.L has not paid dividends to shareholders, while ISDE.L's dividend yield for the trailing twelve months is around 1.20%.


PositionTTM20252024202320222021202020192018201720162015
EMRD.L
State Street SPDR 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%
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)
1.20%1.06%2.51%2.77%2.10%1.79%0.98%1.55%1.64%1.02%1.07%2.32%

Frequently Asked Questions


EMRD.L and ISDE.L have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMRD.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMRD.L is cheaper with a 0.18% expense ratio, compared with 0.85% for ISDE.L.

EMRD.L tracks MSCI Emerging Markets Index, while ISDE.L tracks MSCI Emerging Markets Islamic Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.18% for EMRD.L and 0.85% for ISDE.L.

Portfolio Optimizer

Find the right allocation for EMRD.L and ISDE.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