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EMXC.DE vs. UIMI.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMXC.DE vs. UIMI.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) and UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE). The values are adjusted to include any dividend payments, if applicable.

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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 UIMI.DE's 27.62% 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*

UIMI.DE

1D
-1.51%
1M
5.91%
YTD
27.62%
6M
29.93%
1Y
50.04%
3Y*
21.00%
5Y*
8.50%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMXC.DE vs. UIMI.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc
40.23%19.92%9.13%14.33%-13.60%17.56%2.27%6.14%
UIMI.DE
UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis
27.62%20.10%13.22%5.76%-14.07%4.14%6.29%8.27%

Correlation

The correlation between EMXC.DE and UIMI.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

0.86

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

0.86

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2019

0.87

The correlation between EMXC.DE and UIMI.DE has been stable across timeframes, ranging from 0.86 to 0.94 - a consistent structural relationship.

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Return for Risk

EMXC.DE vs. UIMI.DE — Risk / Return Rank

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

EMXC.DE
EMXC.DE Risk / Return Rank: 9292
Overall Rank
EMXC.DE Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
EMXC.DE Sortino Ratio Rank: 9292
Sortino Ratio Rank
EMXC.DE Omega Ratio Rank: 9292
Omega Ratio Rank
EMXC.DE Calmar Ratio Rank: 9191
Calmar Ratio Rank
EMXC.DE Martin Ratio Rank: 9191
Martin Ratio Rank

UIMI.DE
UIMI.DE Risk / Return Rank: 8686
Overall Rank
UIMI.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
UIMI.DE Sortino Ratio Rank: 8585
Sortino Ratio Rank
UIMI.DE Omega Ratio Rank: 8585
Omega Ratio Rank
UIMI.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
UIMI.DE Martin Ratio Rank: 8686
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.

EMXC.DE vs. UIMI.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 UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.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.DEUIMI.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.70

Omega ratioGain probability vs. loss probability

1.62

1.50

+0.12

Calmar ratioReturn relative to maximum drawdown

5.78

4.85

+0.93

Martin ratioReturn relative to average drawdown

21.97

17.64

+4.33

EMXC.DE vs. UIMI.DE - Sharpe Ratio Comparison

The current EMXC.DE Sharpe Ratio is 3.46, which is comparable to the UIMI.DE Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of EMXC.DE and UIMI.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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Sharpe Ratios by Period


EMXC.DEUIMI.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.46

2.81

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.50

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.33

+0.37

Drawdowns

EMXC.DE vs. UIMI.DE - Drawdown Comparison

The maximum EMXC.DE drawdown since its inception was -38.77%, which is greater than UIMI.DE's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for EMXC.DE and UIMI.DE.


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Drawdown Indicators


EMXC.DEUIMI.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.77%

-36.26%

-2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.87%

-10.26%

-1.61%

Max Drawdown (3Y)

Largest decline over 3 years

-20.48%

-19.74%

-0.74%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

-23.93%

+3.45%

Max Drawdown (10Y)

Largest decline over 10 years

-32.05%

Current Drawdown

Current decline from peak

-2.53%

-2.57%

+0.04%

Average Drawdown

Average peak-to-trough decline

-6.73%

-11.15%

+4.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

2.83%

+0.30%

Volatility

EMXC.DE vs. UIMI.DE - Volatility Comparison

Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) has a higher volatility of 8.44% compared to UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis (UIMI.DE) at 7.28%. This indicates that EMXC.DE's price experiences larger fluctuations and is considered to be riskier than UIMI.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.DEUIMI.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

7.28%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

17.23%

14.92%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

17.74%

+2.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

16.72%

-0.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.50%

18.27%

+0.23%

EMXC.DE vs. UIMI.DE - Expense Ratio Comparison

EMXC.DE has a 0.15% expense ratio, which is lower than UIMI.DE's 0.18% 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. UIMI.DE - Dividend Comparison

EMXC.DE has not paid dividends to shareholders, while UIMI.DE's dividend yield for the trailing twelve months is around 1.69%.


PositionTTM20252024202320222021202020192018201720162015
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - 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%
UIMI.DE
UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis
1.69%2.31%2.10%2.63%2.91%1.68%1.82%2.17%2.03%1.67%2.54%2.72%

Frequently Asked Questions


With a correlation of 0.94, EMXC.DE and UIMI.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 0.18% for UIMI.DE.

EMXC.DE tracks MSCI EM NR USD, while UIMI.DE tracks MSCI Emerging Markets. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.15% for EMXC.DE and 0.18% for UIMI.DE.

Portfolio Optimizer

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