EMXC.DE vs. SBIM.DE
EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc) and SBIM.DE (Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF) are both Emerging Markets Equities funds from Amundi - EMXC.DE tracks the MSCI EM NR USD while SBIM.DE tracks the MSCI Emerging Markets ESG Broad CTB Select. Both are passively managed. Over the past 5 years, EMXC.DE returned 13.66%/yr vs 7.90%/yr for SBIM.DE. Their correlation of 0.84 suggests significant overlap in exposure. EMXC.DE charges 0.15%/yr vs 0.20%/yr for SBIM.DE.
Performance
EMXC.DE vs. SBIM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMXC.DE achieves a 40.23% return, which is significantly higher than SBIM.DE's 26.80% return.
EMXC.DE
- 1D
- -1.80%
- 1M
- 8.39%
- YTD
- 40.23%
- 6M
- 44.14%
- 1Y
- 69.02%
- 3Y*
- 25.05%
- 5Y*
- 13.66%
- 10Y*
- —
SBIM.DE
- 1D
- -1.30%
- 1M
- 6.55%
- YTD
- 26.80%
- 6M
- 28.62%
- 1Y
- 48.70%
- 3Y*
- 20.34%
- 5Y*
- 7.90%
- 10Y*
- —
EMXC.DE vs. SBIM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 40.23% | 19.92% | 9.13% | 14.33% | -13.60% | 17.56% | 21.35% |
SBIM.DE Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF | 26.80% | 19.60% | 13.97% | 4.26% | -15.54% | 5.21% | 16.37% |
Correlation
The correlation between EMXC.DE and SBIM.DE is 0.94, 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 | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020 | 0.84 |
The correlation between EMXC.DE and SBIM.DE has been stable across timeframes, ranging from 0.84 to 0.94 - a consistent structural relationship.
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Return for Risk
EMXC.DE vs. SBIM.DE — Risk / Return Rank
EMXC.DE
SBIM.DE
EMXC.DE vs. SBIM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) and Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.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.
| EMXC.DE | SBIM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +0.83 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.48 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 5.78 | 4.37 | +1.42 |
| Martin ratioReturn relative to average drawdown | 21.97 | 15.92 | +6.05 |
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
| EMXC.DE | SBIM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.46 | 2.68 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.47 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.69 | 0.00 |
Drawdowns
EMXC.DE vs. SBIM.DE - Drawdown Comparison
The maximum EMXC.DE drawdown since its inception was -38.77%, which is greater than SBIM.DE's maximum drawdown of -26.22%. Use the drawdown chart below to compare losses from any high point for EMXC.DE and SBIM.DE.
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Drawdown Indicators
| EMXC.DE | SBIM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.77% | -26.22% | -12.55% |
Max Drawdown (1Y)Largest decline over 1 year | -11.87% | -11.10% | -0.77% |
Max Drawdown (3Y)Largest decline over 3 years | -20.48% | -19.55% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -20.48% | -24.52% | +4.04% |
Current DrawdownCurrent decline from peak | -2.53% | -2.43% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -10.36% | +3.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 3.05% | +0.08% |
Volatility
EMXC.DE vs. SBIM.DE - Volatility Comparison
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) has a higher volatility of 8.44% compared to Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF (SBIM.DE) at 7.34%. This indicates that EMXC.DE's price experiences larger fluctuations and is considered to be riskier than SBIM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMXC.DE | SBIM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.44% | 7.34% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 17.23% | 15.35% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 18.09% | +1.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.83% | 16.67% | -0.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.50% | 16.63% | +1.87% |
EMXC.DE vs. SBIM.DE - Expense Ratio Comparison
EMXC.DE has a 0.15% expense ratio, which is lower than SBIM.DE's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EMXC.DE vs. SBIM.DE - Dividend Comparison
Neither EMXC.DE nor SBIM.DE has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.94, EMXC.DE and SBIM.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, EMXC.DE is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMXC.DE is cheaper with a 0.15% expense ratio, compared with 0.20% for SBIM.DE.
EMXC.DE tracks MSCI EM NR USD, while SBIM.DE tracks MSCI Emerging Markets ESG Broad CTB Select. Their fees differ too: 0.15% for EMXC.DE and 0.20% for SBIM.DE.
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