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EMVL.L vs. HSEF.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMVL.L vs. HSEF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) and HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L). The values are adjusted to include any dividend payments, if applicable.

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EMVL.L vs. HSEF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
12.17%43.13%14.48%18.38%-16.29%5.29%14.49%
HSEF.L
HSBC Emerging Market Sustainable Equity UCITS ETF USD
-0.36%29.97%15.07%3.88%-18.15%0.89%13.98%
Different Trading Currencies

EMVL.L is traded in USD, while HSEF.L is traded in GBP. To make them comparable, the HSEF.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMVL.L achieves a 12.17% return, which is significantly higher than HSEF.L's -0.25% return.


EMVL.L

1D
3.53%
1M
-6.33%
YTD
12.17%
6M
23.32%
1Y
53.79%
3Y*
27.33%
5Y*
11.54%
10Y*

HSEF.L

1D
0.72%
1M
-8.96%
YTD
-0.25%
6M
1.67%
1Y
25.69%
3Y*
14.82%
5Y*
3.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMVL.L vs. HSEF.L - Expense Ratio Comparison

EMVL.L has a 0.40% expense ratio, which is higher than HSEF.L's 0.18% expense ratio.


Return for Risk

EMVL.L vs. HSEF.L — Risk / Return Rank

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

EMVL.L
EMVL.L Risk / Return Rank: 9696
Overall Rank
EMVL.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 9595
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
EMVL.L Martin Ratio Rank: 9696
Martin Ratio Rank

HSEF.L
HSEF.L Risk / Return Rank: 7171
Overall Rank
HSEF.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
HSEF.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
HSEF.L Omega Ratio Rank: 7272
Omega Ratio Rank
HSEF.L Calmar Ratio Rank: 7373
Calmar Ratio Rank
HSEF.L Martin Ratio Rank: 6464
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.

EMVL.L vs. HSEF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) and HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.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.


EMVL.LHSEF.LDifference

Sharpe ratio

Return per unit of total volatility

2.63

1.42

+1.21

Sortino ratio

Return per unit of downside risk

3.18

1.82

+1.36

Omega ratio

Gain probability vs. loss probability

1.47

1.27

+0.20

Calmar ratio

Return relative to maximum drawdown

4.87

1.88

+2.99

Martin ratio

Return relative to average drawdown

17.74

6.96

+10.78

EMVL.L vs. HSEF.L - Sharpe Ratio Comparison

The current EMVL.L Sharpe Ratio is 2.63, which is higher than the HSEF.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of EMVL.L and HSEF.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMVL.LHSEF.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.63

1.42

+1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.22

+0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.39

+0.25

Correlation

The correlation between EMVL.L and HSEF.L is 0.85, 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

EMVL.L vs. HSEF.L - Dividend Comparison

Neither EMVL.L nor HSEF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EMVL.L vs. HSEF.L - Drawdown Comparison

The maximum EMVL.L drawdown since its inception was -34.95%, roughly equal to the maximum HSEF.L drawdown of -36.32%. Use the drawdown chart below to compare losses from any high point for EMVL.L and HSEF.L.


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Drawdown Indicators


EMVL.LHSEF.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-23.33%

-11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.67%

-11.82%

-0.85%

Max Drawdown (5Y)

Largest decline over 5 years

-34.95%

-19.36%

-15.59%

Current Drawdown

Current decline from peak

-8.54%

-8.21%

-0.33%

Average Drawdown

Average peak-to-trough decline

-10.19%

-9.54%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

3.36%

-0.16%

Volatility

EMVL.L vs. HSEF.L - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a higher volatility of 7.90% compared to HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L) at 6.91%. This indicates that EMVL.L's price experiences larger fluctuations and is considered to be riskier than HSEF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMVL.LHSEF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

6.91%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

15.35%

12.02%

+3.33%

Volatility (1Y)

Calculated over the trailing 1-year period

20.25%

18.00%

+2.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.48%

17.79%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.02%

17.76%

+4.26%