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EMVL.L vs. UC79.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EMVL.L vs. UC79.L

Last updated Jul 16, 2026
Documentation

EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) and UC79.L (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds tracking the MSCI EM NR USD, from iShares and UBS respectively. Both are passively managed. Over the past 5 years, EMVL.L returned 15.16%/yr vs 8.63%/yr for UC79.L. Their correlation of 0.84 suggests significant overlap in exposure. EMVL.L charges 0.40%/yr vs 0.27%/yr for UC79.L.

Performance

EMVL.L vs. UC79.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 UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMVL.L is traded in USD, while UC79.L is traded in GBp. To make them comparable, the UC79.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 31.45% return, which is significantly higher than UC79.L's 27.60% return.

EMVL.L

1D
-1.18%
1M
-9.38%
6M
23.78%
YTD
31.45%
1Y
56.66%
3Y*
31.82%
5Y*
15.16%
10Y*
—

UC79.L

1D
0.10%
1M
-6.13%
6M
23.25%
YTD
27.60%
1Y
45.52%
3Y*
23.92%
5Y*
8.63%
10Y*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMVL.L vs. UC79.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		31.45%43.13%14.49%18.37%-16.29%5.29%7.72%17.64%-2.10%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		27.60%36.53%9.03%6.48%-21.17%-0.58%16.73%10.98%-0.61%

Correlation

The correlation between EMVL.L and UC79.L is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.85

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

0.86

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

0.85

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2018

0.84

The correlation between EMVL.L and UC79.L has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

EMVL.L vs. UC79.L - Sectors Allocation Comparison

Sectors
EMVL.L
UC79.L

Technology

49.0%
45.8%

Financial Services

16.6%
19.3%

Basic Materials

9.1%
2.7%

Consumer Cyclical

7.0%
9.9%

Energy

6.9%
0.1%

Industrials

3.7%
6.2%

Real Estate

1.8%
1.2%

Healthcare

1.6%
3.0%

Communication Services

1.6%
8.1%

Utilities

1.5%
1.0%

Consumer Defensive

1.2%
2.6%

Technology

EMVL.L
49.0%
UC79.L
45.8%

Financial Services

EMVL.L
16.6%
UC79.L
19.3%

Basic Materials

EMVL.L
9.1%
UC79.L
2.7%

Consumer Cyclical

EMVL.L
7.0%
UC79.L
9.9%

Energy

EMVL.L
6.9%
UC79.L
0.1%

Industrials

EMVL.L
3.7%
UC79.L
6.2%

Real Estate

EMVL.L
1.8%
UC79.L
1.2%

Healthcare

EMVL.L
1.6%
UC79.L
3.0%

Communication Services

EMVL.L
1.6%
UC79.L
8.1%

Utilities

EMVL.L
1.5%
UC79.L
1.0%

Consumer Defensive

EMVL.L
1.2%
UC79.L
2.6%

Compare stocks, funds, or ETFs

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

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)

UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis

Often compared with EMVL.L:
EMVL.L vs. EIMI.LEMVL.L vs. AVESEMVL.L vs. AVEMEMVL.L vs. DGSE.LEMVL.L vs. HSEF.LEMVL.L vs. VWOEMVL.L vs. IWDA.L
Often compared with UC79.L:
UC79.L vs. HMEF.LUC79.L vs. EMV.LUC79.L vs. COPPUC79.L vs. EUFM.LUC79.L vs. 5ESG.LUC79.L vs. V3AB.LUC79.L vs. HDEM.L

Return for Risk

EMVL.L vs. UC79.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: 8686
Overall Rank
EMVL.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 8686
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EMVL.L Martin Ratio Rank: 8282
Martin Ratio Rank
UC79.L
UC79.L Risk / Return Rank: 8383
Overall Rank
UC79.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
UC79.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
UC79.L Omega Ratio Rank: 8282
Omega Ratio Rank
UC79.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
UC79.L Martin Ratio Rank: 8181
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. UC79.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 UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.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.

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.

EMVL.LUC79.LDifference
Sharpe ratioReturn per unit of total volatility
2.37
2.05

+0.32

Sortino ratioReturn per unit of downside risk
2.90
2.71

+0.19

Omega ratioGain probability vs. loss probability

1.41

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

4.51

3.83

+0.68

Martin ratioReturn relative to average drawdown

12.55

11.74

+0.82

EMVL.L vs. UC79.L - Sharpe Ratio Comparison

The current EMVL.L Sharpe Ratio is 2.37, which is comparable to the UC79.L Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of EMVL.L and UC79.L, 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

EMVL.L vs. UC79.L - Drawdown Comparison

The maximum EMVL.L drawdown since its inception was -34.95%, smaller than the maximum UC79.L drawdown of -58.96%. Use the drawdown chart below to compare losses from any high point for EMVL.L and UC79.L.

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Drawdown Indicators

EMVL.LUC79.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.95%

-58.96%

+24.01%

Max Drawdown (1Y)

Largest decline over 1 year

-12.49%

-11.82%

-0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-16.42%

-17.82%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-31.61%

-35.17%

+3.56%

Max Drawdown (10Y)

Largest decline over 10 years

—

-43.80%

—

Current Drawdown

Current decline from peak

-12.45%

-8.25%

-4.20%

Average Drawdown

Average peak-to-trough decline

-9.51%

-33.86%

+24.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.50%

3.87%

+0.63%

Volatility

EMVL.L vs. UC79.L - Volatility Comparison

iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a higher volatility of 10.34% compared to UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) at 8.99%. This indicates that EMVL.L's price experiences larger fluctuations and is considered to be riskier than UC79.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.LUC79.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.34%

8.99%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

21.31%

19.86%

+1.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.82%

22.13%

+1.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

19.99%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.39%

20.04%

+1.35%

EMVL.L vs. UC79.L - Expense Ratio Comparison

EMVL.L has a 0.40% expense ratio, which is higher than UC79.L's 0.27% expense ratio.

Dividends

EMVL.L vs. UC79.L - Dividend Comparison

EMVL.L has not paid dividends to shareholders, while UC79.L's dividend yield for the trailing twelve months is around 1.67%.

PositionTTM20252024202320222021202020192018201720162015
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		1.67%2.14%1.79%2.38%2.07%1.35%1.80%2.11%2.11%1.97%2.15%1.60%

Frequently Asked Questions

EMVL.L and UC79.L have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, UC79.L is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC79.L is cheaper with a 0.27% expense ratio, compared with 0.40% for EMVL.L.

Both ETFs track MSCI EM NR USD. They also come from different issuers: iShares and UBS. Their fees differ too: 0.40% for EMVL.L and 0.27% for UC79.L.

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