EMV.L vs. CEA1.L
Compare and contrast key facts about iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.L) and iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.L).
EMV.L and CEA1.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMV.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Nov 30, 2012. CEA1.L is a passively managed fund by iShares that tracks the performance of the MSCI AC Asia Ex Japan NR USD. It was launched on Aug 6, 2010. Both EMV.L and CEA1.L 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
EMV.L vs. CEA1.L - Performance Comparison
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EMV.L vs. CEA1.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMV.L iShares Edge MSCI EM Minimum Volatility UCITS ETF | 2.37% | 5.04% | 10.84% | 1.45% | -4.20% | 5.93% | 4.08% | 3.48% | -0.20% | 15.47% |
CEA1.L iShares MSCI EM Asia UCITS ETF (Acc) | 4.98% | 25.23% | 13.67% | 0.79% | -11.96% | -4.22% | 23.90% | 13.81% | -10.88% | 29.65% |
Returns By Period
In the year-to-date period, EMV.L achieves a 2.37% return, which is significantly lower than CEA1.L's 4.98% return. Over the past 10 years, EMV.L has underperformed CEA1.L with an annualized return of 5.66%, while CEA1.L has yielded a comparatively higher 9.59% annualized return.
EMV.L
- 1D
- 1.78%
- 1M
- -3.11%
- YTD
- 2.37%
- 6M
- 4.31%
- 1Y
- 10.02%
- 3Y*
- 6.53%
- 5Y*
- 3.78%
- 10Y*
- 5.66%
CEA1.L
- 1D
- 3.68%
- 1M
- -6.30%
- YTD
- 4.98%
- 6M
- 8.65%
- 1Y
- 30.46%
- 3Y*
- 13.68%
- 5Y*
- 4.32%
- 10Y*
- 9.59%
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EMV.L vs. CEA1.L - Expense Ratio Comparison
EMV.L has a 0.40% expense ratio, which is higher than CEA1.L's 0.20% expense ratio.
Return for Risk
EMV.L vs. CEA1.L — Risk / Return Rank
EMV.L
CEA1.L
EMV.L vs. CEA1.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.L) and iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.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.
| EMV.L | CEA1.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | 1.68 | -0.79 |
Sortino ratioReturn per unit of downside risk | 1.23 | 2.20 | -0.97 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.32 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.64 | -1.38 |
Martin ratioReturn relative to average drawdown | 4.24 | 9.11 | -4.88 |
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
| EMV.L | CEA1.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | 1.68 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.25 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.52 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.44 | -0.10 |
Correlation
The correlation between EMV.L and CEA1.L is 0.89, 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
EMV.L vs. CEA1.L - Dividend Comparison
Neither EMV.L nor CEA1.L has paid dividends to shareholders.
Drawdowns
EMV.L vs. CEA1.L - Drawdown Comparison
The maximum EMV.L drawdown since its inception was -28.68%, smaller than the maximum CEA1.L drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for EMV.L and CEA1.L.
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Drawdown Indicators
| EMV.L | CEA1.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.68% | -33.94% | +5.26% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -11.68% | +3.75% |
Max Drawdown (5Y)Largest decline over 5 years | -11.19% | -28.87% | +17.68% |
Max Drawdown (10Y)Largest decline over 10 years | -22.59% | -33.94% | +11.35% |
Current DrawdownCurrent decline from peak | -5.60% | -8.43% | +2.83% |
Average DrawdownAverage peak-to-trough decline | -5.97% | -11.21% | +5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.37% | 3.39% | -1.02% |
Volatility
EMV.L vs. CEA1.L - Volatility Comparison
The current volatility for iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.L) is 4.60%, while iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.L) has a volatility of 7.60%. This indicates that EMV.L experiences smaller price fluctuations and is considered to be less risky than CEA1.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMV.L | CEA1.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.60% | 7.60% | -3.00% |
Volatility (6M)Calculated over the trailing 6-month period | 8.56% | 13.45% | -4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.30% | 18.10% | -6.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.73% | 17.35% | -6.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.20% | 18.28% | -5.08% |