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EMSM.L vs. EXSE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMSM.L vs. EXSE.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.L) and iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMSM.L is traded in GBP, while EXSE.DE is traded in EUR. To make them comparable, the EXSE.DE values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMSM.L achieves a 12.68% return, which is significantly higher than EXSE.DE's 4.90% return. Over the past 10 years, EMSM.L has outperformed EXSE.DE with an annualized return of 9.30%, while EXSE.DE has yielded a comparatively lower 8.41% annualized return.


EMSM.L

1D
-1.20%
1M
-2.82%
YTD
12.68%
6M
13.46%
1Y
24.97%
3Y*
13.72%
5Y*
7.50%
10Y*
9.30%

EXSE.DE

1D
-0.53%
1M
-1.90%
YTD
4.90%
6M
6.33%
1Y
16.33%
3Y*
12.34%
5Y*
3.09%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMSM.L vs. EXSE.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMSM.L
SPDR MSCI Emerging Markets Small Cap UCITS ETF
12.68%12.15%4.60%15.48%-7.03%17.67%16.12%5.70%-13.10%22.98%
EXSE.DE
iShares STOXX Europe Small 200 UCITS ETF (DE)
4.90%24.76%-1.67%9.86%-19.85%13.43%10.17%23.77%-12.68%22.40%

Correlation

The correlation between EMSM.L and EXSE.DE is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.48

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

0.47

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

0.49

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

0.53

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

0.56

The correlation between EMSM.L and EXSE.DE has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.

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Return for Risk

EMSM.L vs. EXSE.DE — Risk / Return Rank

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

EMSM.L
EMSM.L Risk / Return Rank: 5252
Overall Rank
EMSM.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EMSM.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
EMSM.L Omega Ratio Rank: 5151
Omega Ratio Rank
EMSM.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
EMSM.L Martin Ratio Rank: 5454
Martin Ratio Rank

EXSE.DE
EXSE.DE Risk / Return Rank: 3333
Overall Rank
EXSE.DE Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
EXSE.DE Sortino Ratio Rank: 3333
Sortino Ratio Rank
EXSE.DE Omega Ratio Rank: 3232
Omega Ratio Rank
EXSE.DE Calmar Ratio Rank: 3131
Calmar Ratio Rank
EXSE.DE Martin Ratio Rank: 3737
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.L vs. EXSE.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.L) and iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.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.

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.


EMSM.LEXSE.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.30

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

1.28

1.22

+0.06

Calmar ratioReturn relative to maximum drawdown

2.64

1.50

+1.14

Martin ratioReturn relative to average drawdown

8.10

5.47

+2.64

EMSM.L vs. EXSE.DE - Sharpe Ratio Comparison

The current EMSM.L Sharpe Ratio is 1.50, which is comparable to the EXSE.DE Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of EMSM.L and EXSE.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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Drawdowns

EMSM.L vs. EXSE.DE - Drawdown Comparison

The maximum EMSM.L drawdown since its inception was -53.76%, which is greater than EXSE.DE's maximum drawdown of -49.08%. Use the drawdown chart below to compare losses from any high point for EMSM.L and EXSE.DE.


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Drawdown Indicators


EMSM.LEXSE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-49.08%

-4.68%

Max Drawdown (1Y)

Largest decline over 1 year

-9.43%

-10.86%

+1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-27.11%

-13.81%

-13.30%

Max Drawdown (5Y)

Largest decline over 5 years

-27.11%

-33.77%

+6.66%

Max Drawdown (10Y)

Largest decline over 10 years

-37.81%

-33.77%

-4.04%

Current Drawdown

Current decline from peak

-5.45%

-2.95%

-2.50%

Average Drawdown

Average peak-to-trough decline

-23.93%

-10.04%

-13.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.98%

+0.09%

Volatility

EMSM.L vs. EXSE.DE - Volatility Comparison

SPDR MSCI Emerging Markets Small Cap UCITS ETF (EMSM.L) has a higher volatility of 7.13% compared to iShares STOXX Europe Small 200 UCITS ETF (DE) (EXSE.DE) at 4.10%. This indicates that EMSM.L's price experiences larger fluctuations and is considered to be riskier than EXSE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMSM.LEXSE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

4.10%

+3.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.52%

11.36%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.54%

13.52%

+3.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.69%

16.85%

+2.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

16.78%

+2.30%

EMSM.L vs. EXSE.DE - Expense Ratio Comparison

EMSM.L has a 0.55% expense ratio, which is higher than EXSE.DE's 0.20% expense ratio.


Dividends

EMSM.L vs. EXSE.DE - Dividend Comparison

EMSM.L has not paid dividends to shareholders, while EXSE.DE's dividend yield for the trailing twelve months is around 3.08%.


PositionTTM20252024202320222021202020192018201720162015
EMSM.L
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%0.00%0.00%0.00%
EXSE.DE
iShares STOXX Europe Small 200 UCITS ETF (DE)
3.08%2.91%2.25%2.00%2.26%1.24%1.09%1.85%2.18%3.01%2.47%2.50%

Frequently Asked Questions


EMSM.L and EXSE.DE have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXSE.DE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXSE.DE is cheaper with a 0.20% expense ratio, compared with 0.55% for EMSM.L.

EMSM.L is categorized as Emerging Markets Equities, while EXSE.DE is Europe Equities. EMSM.L tracks MSCI Emerging Markets SMID NR USD, while EXSE.DE tracks STOXX® Europe Small 200. They also come from different issuers: State Street and iShares. Their fees differ too: 0.55% for EMSM.L and 0.20% for EXSE.DE.

Portfolio Optimizer

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