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EMRD.L vs. XDEX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMRD.L vs. XDEX.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 Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMRD.L is traded in USD, while XDEX.L is traded in GBp. To make them comparable, the XDEX.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 XDEX.L's 30.59% return. Over the past 10 years, EMRD.L has underperformed XDEX.L with an annualized return of 8.95%, while XDEX.L has yielded a comparatively higher 12.54% 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%

XDEX.L

1D
-1.46%
1M
-7.01%
6M
23.87%
YTD
30.59%
1Y
54.20%
3Y*
21.93%
5Y*
10.86%
10Y*
12.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMRD.L vs. XDEX.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%
XDEX.L
Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C
30.59%37.83%1.15%8.32%-19.84%18.99%16.36%26.83%-10.00%25.00%

Correlation

The correlation between EMRD.L and XDEX.L is 0.91, 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

0.91

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

0.87

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

0.87

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

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2015

0.80

The correlation between EMRD.L and XDEX.L shifts across timeframes, from 0.79 (10 years) to 0.91 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMRD.L vs. XDEX.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

XDEX.L
XDEX.L Risk / Return Rank: 8686
Overall Rank
XDEX.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
XDEX.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
XDEX.L Omega Ratio Rank: 8888
Omega Ratio Rank
XDEX.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
XDEX.L Martin Ratio Rank: 8282
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. XDEX.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 Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.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.LXDEX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.71

Omega ratioGain probability vs. loss probability

1.30

1.41

-0.12

Calmar ratioReturn relative to maximum drawdown

2.84

3.60

-0.76

Martin ratioReturn relative to average drawdown

8.72

12.16

-3.44

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

The current EMRD.L Sharpe Ratio is 1.60, which is comparable to the XDEX.L Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of EMRD.L and XDEX.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.


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Drawdowns

EMRD.L vs. XDEX.L - Drawdown Comparison

The maximum EMRD.L drawdown since its inception was -39.82%, which is greater than XDEX.L's maximum drawdown of -32.75%. Use the drawdown chart below to compare losses from any high point for EMRD.L and XDEX.L.


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Drawdown Indicators


EMRD.LXDEX.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.82%

-32.75%

-7.07%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-14.99%

+2.56%

Max Drawdown (3Y)

Largest decline over 3 years

-16.71%

-19.39%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-35.03%

-30.61%

-4.42%

Max Drawdown (10Y)

Largest decline over 10 years

-39.82%

-32.75%

-7.07%

Current Drawdown

Current decline from peak

-9.35%

-10.66%

+1.31%

Average Drawdown

Average peak-to-trough decline

-14.50%

-6.96%

-7.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

4.44%

-0.39%

Volatility

EMRD.L vs. XDEX.L - Volatility Comparison

The current volatility for State Street SPDR MSCI Emerging Markets UCITS ETF USD (Acc) (EMRD.L) is 9.23%, while Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) has a volatility of 11.15%. This indicates that EMRD.L experiences smaller price fluctuations and is considered to be less risky than XDEX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMRD.LXDEX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.23%

11.15%

-1.92%

Volatility (6M)

Calculated over the trailing 6-month period

19.85%

21.82%

-1.97%

Volatility (1Y)

Calculated over the trailing 1-year period

21.97%

23.62%

-1.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.31%

18.64%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.65%

17.29%

+2.36%

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

Both EMRD.L and XDEX.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. XDEX.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, EMRD.L and XDEX.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 XDEX.L have the same expense ratio: 0.18% per year.

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

Portfolio Optimizer

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

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

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