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EMSM.DE vs. IBC3.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMSM.DE vs. IBC3.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 iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMSM.DE achieves a 27.59% return, which is significantly higher than IBC3.DE's 25.91% return.


EMSM.DE

1D
-1.74%
1M
6.15%
YTD
27.59%
6M
29.59%
1Y
49.96%
3Y*
20.54%
5Y*
8.20%
10Y*
9.68%

IBC3.DE

1D
-1.44%
1M
5.28%
YTD
25.91%
6M
27.63%
1Y
47.26%
3Y*
20.30%
5Y*
8.85%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMSM.DE vs. IBC3.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
EMSM.DE
SPDR MSCI Emerging Markets Small Cap UCITS ETF
27.59%18.76%13.62%5.12%-14.15%4.29%6.29%21.03%-9.50%
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
25.91%17.59%14.06%7.48%-13.80%7.38%7.44%21.30%-9.19%

Correlation

The correlation between EMSM.DE and IBC3.DE is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2018

0.99

The correlation between EMSM.DE and IBC3.DE has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

EMSM.DE vs. IBC3.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: 8585
Overall Rank
EMSM.DE Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EMSM.DE Sortino Ratio Rank: 8484
Sortino Ratio Rank
EMSM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
EMSM.DE Calmar Ratio Rank: 8686
Calmar Ratio Rank
EMSM.DE Martin Ratio Rank: 8585
Martin Ratio Rank

IBC3.DE
IBC3.DE Risk / Return Rank: 8383
Overall Rank
IBC3.DE Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IBC3.DE Sortino Ratio Rank: 8383
Sortino Ratio Rank
IBC3.DE Omega Ratio Rank: 8383
Omega Ratio Rank
IBC3.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
IBC3.DE 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.

EMSM.DE vs. IBC3.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 iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.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.DEIBC3.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.06

Omega ratioGain probability vs. loss probability

1.50

1.49

+0.01

Calmar ratioReturn relative to maximum drawdown

4.83

4.51

+0.32

Martin ratioReturn relative to average drawdown

17.39

16.28

+1.10

EMSM.DE vs. IBC3.DE - Sharpe Ratio Comparison

The current EMSM.DE Sharpe Ratio is 2.80, which is comparable to the IBC3.DE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of EMSM.DE and IBC3.DE, 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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Sharpe Ratios by Period


EMSM.DEIBC3.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.80

2.71

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.54

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.47

-0.06

Drawdowns

EMSM.DE vs. IBC3.DE - Drawdown Comparison

The maximum EMSM.DE drawdown since its inception was -36.49%, which is greater than IBC3.DE's maximum drawdown of -31.89%. Use the drawdown chart below to compare losses from any high point for EMSM.DE and IBC3.DE.


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Drawdown Indicators


EMSM.DEIBC3.DEDifference

Max Drawdown

Largest peak-to-trough decline

-36.49%

-31.89%

-4.60%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-10.42%

+0.13%

Max Drawdown (3Y)

Largest decline over 3 years

-19.25%

-19.08%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-23.87%

-21.95%

-1.92%

Max Drawdown (10Y)

Largest decline over 10 years

-31.69%

Current Drawdown

Current decline from peak

-2.68%

-2.52%

-0.16%

Average Drawdown

Average peak-to-trough decline

-10.06%

-7.84%

-2.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.86%

2.89%

-0.03%

Volatility

EMSM.DE vs. IBC3.DE - Volatility Comparison

SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.DE) and iShares Core MSCI Emerging Markets IMI UCITS ETF (IBC3.DE) have volatilities of 7.40% and 7.06%, 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.DEIBC3.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.40%

7.06%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.93%

14.60%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

17.75%

17.37%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.73%

16.23%

+0.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

18.42%

-0.09%

EMSM.DE vs. IBC3.DE - Expense Ratio Comparison

EMSM.DE has a 0.55% expense ratio, which is higher than IBC3.DE's 0.18% expense ratio.


Dividends

EMSM.DE vs. IBC3.DE - Dividend Comparison

EMSM.DE has not paid dividends to shareholders, while IBC3.DE's dividend yield for the trailing twelve months is around 1.88%.


PositionTTM20252024202320222021202020192018
EMSM.DE
SPDR MSCI Emerging Markets Small Cap UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBC3.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF
1.88%2.26%2.44%2.69%3.36%2.18%2.09%2.56%2.08%

Frequently Asked Questions


With a correlation of 0.99, EMSM.DE and IBC3.DE 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.

On fees, IBC3.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBC3.DE is cheaper with a 0.18% expense ratio, compared with 0.55% for EMSM.DE.

EMSM.DE tracks MSCI EM NR USD, while IBC3.DE tracks MSCI Emerging Markets Investable Market (IMI). They also come from different issuers: Invesco and iShares. Their fees differ too: 0.55% for EMSM.DE and 0.18% for IBC3.DE.

Portfolio Optimizer

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