EMXC.L vs. FRDM
Compare and contrast key facts about Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.L) and Freedom 100 Emerging Markets ETF (FRDM).
EMXC.L and FRDM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMXC.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Jun 20, 2019. FRDM is a passively managed fund by Freedom Funds that tracks the performance of the Life + Liberty Freedom 100 Emerging Markets Index. It was launched on May 22, 2019. Both EMXC.L and FRDM 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
EMXC.L vs. FRDM - Performance Comparison
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EMXC.L vs. FRDM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMXC.L Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 4.08% | 35.24% | 3.14% | 18.63% | -18.80% | 8.46% | 13.13% | 4.89% |
FRDM Freedom 100 Emerging Markets ETF | 8.74% | 42.13% | 8.42% | 19.09% | -9.15% | 14.07% | 7.27% | 6.08% |
Different Trading Currencies
EMXC.L is traded in EUR, while FRDM is traded in USD. To make them comparable, the FRDM values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EMXC.L achieves a 4.08% return, which is significantly lower than FRDM's 8.74% return.
EMXC.L
- 1D
- 0.28%
- 1M
- -13.24%
- YTD
- 4.08%
- 6M
- 14.63%
- 1Y
- 42.96%
- 3Y*
- 18.77%
- 5Y*
- 7.76%
- 10Y*
- —
FRDM
- 1D
- 3.58%
- 1M
- -10.67%
- YTD
- 8.74%
- 6M
- 26.52%
- 1Y
- 49.46%
- 3Y*
- 23.64%
- 5Y*
- 13.41%
- 10Y*
- —
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EMXC.L vs. FRDM - Expense Ratio Comparison
EMXC.L has a 0.15% expense ratio, which is lower than FRDM's 0.49% expense ratio.
Return for Risk
EMXC.L vs. FRDM — Risk / Return Rank
EMXC.L
FRDM
EMXC.L vs. FRDM - 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.L) and Freedom 100 Emerging Markets ETF (FRDM). 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.L | FRDM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 2.14 | +0.04 |
Sortino ratioReturn per unit of downside risk | 2.76 | 2.70 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.40 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.92 | 3.44 | -0.52 |
Martin ratioReturn relative to average drawdown | 11.54 | 12.62 | -1.07 |
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.L | FRDM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.14 | +0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.75 | -0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.68 | -0.21 |
Correlation
The correlation between EMXC.L and FRDM is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EMXC.L vs. FRDM - Dividend Comparison
EMXC.L has not paid dividends to shareholders, while FRDM's dividend yield for the trailing twelve months is around 2.04%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
EMXC.L 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% |
FRDM Freedom 100 Emerging Markets ETF | 2.04% | 2.26% | 2.53% | 2.66% | 2.72% | 2.17% | 1.11% | 1.07% |
Drawdowns
EMXC.L vs. FRDM - Drawdown Comparison
The maximum EMXC.L drawdown since its inception was -40.52%, roughly equal to the maximum FRDM drawdown of -38.82%. Use the drawdown chart below to compare losses from any high point for EMXC.L and FRDM.
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Drawdown Indicators
| EMXC.L | FRDM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.52% | -40.49% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -14.14% | -16.87% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -28.58% | -29.25% | +0.67% |
Current DrawdownCurrent decline from peak | -13.90% | -13.13% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -9.08% | -7.21% | -1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.57% | 4.04% | -0.47% |
Volatility
EMXC.L vs. FRDM - Volatility Comparison
The current volatility for Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.L) is 10.29%, while Freedom 100 Emerging Markets ETF (FRDM) has a volatility of 11.91%. This indicates that EMXC.L experiences smaller price fluctuations and is considered to be less risky than FRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMXC.L | FRDM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.29% | 11.91% | -1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 14.92% | 17.24% | -2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.59% | 23.21% | -3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 17.88% | -1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.86% | 21.09% | -1.23% |