PortfoliosLab logoPortfoliosLab logo
EMSM.DE vs. FWIA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMSM.DE vs. FWIA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.DE) and Invesco FTSE All-World UCITS ETF Acc (FWIA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EMSM.DE vs. FWIA.DE - Yearly Performance Comparison


2026 (YTD)202520242023
EMSM.DE
SPDR MSCI Emerging Markets Small Cap UCITS ETF
2.87%18.76%13.62%2.99%
FWIA.DE
Invesco FTSE All-World UCITS ETF Acc
-0.49%9.02%24.70%7.73%

Returns By Period

In the year-to-date period, EMSM.DE achieves a 2.87% return, which is significantly higher than FWIA.DE's -0.49% 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%

FWIA.DE

1D
2.18%
1M
-3.47%
YTD
-0.49%
6M
3.08%
1Y
13.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


EMSM.DE vs. FWIA.DE - Expense Ratio Comparison

EMSM.DE has a 0.55% expense ratio, which is higher than FWIA.DE's 0.15% expense ratio.


Return for Risk

EMSM.DE vs. FWIA.DE — Risk / Return Rank

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

EMSM.DE
EMSM.DE Risk / Return Rank: 6161
Overall Rank
EMSM.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
EMSM.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
EMSM.DE Omega Ratio Rank: 6161
Omega Ratio Rank
EMSM.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
EMSM.DE Martin Ratio Rank: 5757
Martin Ratio Rank

FWIA.DE
FWIA.DE Risk / Return Rank: 5151
Overall Rank
FWIA.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
FWIA.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
FWIA.DE Omega Ratio Rank: 4545
Omega Ratio Rank
FWIA.DE Calmar Ratio Rank: 5959
Calmar Ratio Rank
FWIA.DE Martin Ratio Rank: 6767
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.

EMSM.DE vs. FWIA.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 Invesco FTSE All-World UCITS ETF Acc (FWIA.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.DEFWIA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.84

+0.40

Sortino ratio

Return per unit of downside risk

1.69

1.21

+0.48

Omega ratio

Gain probability vs. loss probability

1.24

1.18

+0.05

Calmar ratio

Return relative to maximum drawdown

1.57

1.58

-0.01

Martin ratio

Return relative to average drawdown

6.18

7.10

-0.92

EMSM.DE vs. FWIA.DE - Sharpe Ratio Comparison

The current EMSM.DE Sharpe Ratio is 1.24, which is higher than the FWIA.DE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of EMSM.DE and FWIA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EMSM.DEFWIA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.84

+0.40

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

1.10

-0.76

Correlation

The correlation between EMSM.DE and FWIA.DE is 0.70, 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

EMSM.DE vs. FWIA.DE - Dividend Comparison

Neither EMSM.DE nor FWIA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EMSM.DE vs. FWIA.DE - Drawdown Comparison

The maximum EMSM.DE drawdown since its inception was -36.49%, which is greater than FWIA.DE's maximum drawdown of -20.96%. Use the drawdown chart below to compare losses from any high point for EMSM.DE and FWIA.DE.


Loading graphics...

Drawdown Indicators


EMSM.DEFWIA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.49%

-20.96%

-15.53%

Max Drawdown (1Y)

Largest decline over 1 year

-13.64%

-13.06%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

Max Drawdown (10Y)

Largest decline over 10 years

-31.69%

Current Drawdown

Current decline from peak

-10.29%

-4.01%

-6.28%

Average Drawdown

Average peak-to-trough decline

-10.16%

-2.55%

-7.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

1.93%

+1.53%

Volatility

EMSM.DE vs. FWIA.DE - Volatility Comparison

SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.DE) has a higher volatility of 7.96% compared to Invesco FTSE All-World UCITS ETF Acc (FWIA.DE) at 4.55%. This indicates that EMSM.DE's price experiences larger fluctuations and is considered to be riskier than FWIA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EMSM.DEFWIA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

4.55%

+3.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.65%

8.55%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

18.13%

16.07%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.19%

13.26%

+2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.16%

13.26%

+4.90%