EMSM.DE vs. FVEM.DE
Compare and contrast key facts about SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.DE) and Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE).
EMSM.DE and FVEM.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMSM.DE is a passively managed fund by Invesco that tracks the performance of the MSCI EM NR USD. It was launched on Apr 26, 2010. FVEM.DE is a passively managed fund by Franklin Templeton that tracks the performance of the MSCI Emerging Markets Climate Paris Aligned. It was launched on Mar 9, 2023. Both EMSM.DE and FVEM.DE 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
EMSM.DE vs. FVEM.DE - Performance Comparison
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EMSM.DE vs. FVEM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
EMSM.DE SPDR MSCI Emerging Markets Small Cap UCITS ETF | 2.87% | 18.76% | 13.62% | 4.52% |
FVEM.DE Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation | 5.87% | 17.23% | 13.32% | 0.60% |
Returns By Period
In the year-to-date period, EMSM.DE achieves a 2.87% return, which is significantly lower than FVEM.DE's 5.87% return.
EMSM.DE
- 1D
- -0.23%
- 1M
- -8.28%
- YTD
- 2.87%
- 6M
- 6.65%
- 1Y
- 21.38%
- 3Y*
- 12.70%
- 5Y*
- 3.67%
- 10Y*
- 7.42%
FVEM.DE
- 1D
- 3.08%
- 1M
- -4.48%
- YTD
- 5.87%
- 6M
- 9.07%
- 1Y
- 24.27%
- 3Y*
- 11.85%
- 5Y*
- —
- 10Y*
- —
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EMSM.DE vs. FVEM.DE - Expense Ratio Comparison
EMSM.DE has a 0.55% expense ratio, which is higher than FVEM.DE's 0.18% expense ratio.
Return for Risk
EMSM.DE vs. FVEM.DE — Risk / Return Rank
EMSM.DE
FVEM.DE
EMSM.DE vs. FVEM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.DE) and Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE). 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.
| EMSM.DE | FVEM.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.34 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.69 | 1.85 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 2.35 | -0.78 |
Martin ratioReturn relative to average drawdown | 6.18 | 8.40 | -2.22 |
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
| EMSM.DE | FVEM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.34 | -0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.78 | -0.44 |
Correlation
The correlation between EMSM.DE and FVEM.DE is 0.93, 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
EMSM.DE vs. FVEM.DE - Dividend Comparison
Neither EMSM.DE nor FVEM.DE has paid dividends to shareholders.
Drawdowns
EMSM.DE vs. FVEM.DE - Drawdown Comparison
The maximum EMSM.DE drawdown since its inception was -36.49%, which is greater than FVEM.DE's maximum drawdown of -18.76%. Use the drawdown chart below to compare losses from any high point for EMSM.DE and FVEM.DE.
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Drawdown Indicators
| EMSM.DE | FVEM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.49% | -18.76% | -17.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.64% | -12.45% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -23.87% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -31.69% | — | — |
Current DrawdownCurrent decline from peak | -10.29% | -6.90% | -3.39% |
Average DrawdownAverage peak-to-trough decline | -10.16% | -3.57% | -6.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.46% | 2.96% | +0.50% |
Volatility
EMSM.DE vs. FVEM.DE - Volatility Comparison
SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.DE) and Franklin MSCI Emerging Markets Paris Aligned Climate UCITS ETF USD Capitalisation (FVEM.DE) have volatilities of 7.96% and 7.63%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMSM.DE | FVEM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 7.63% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 12.65% | 13.05% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.13% | 18.10% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.19% | 15.39% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.16% | 15.39% | +2.77% |