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EMXC.L vs. XEMD.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMXC.L vs. XEMD.L - 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.L) and Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L). The values are adjusted to include any dividend payments, if applicable.

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EMXC.L vs. XEMD.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMXC.L
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc
9.06%35.24%3.14%18.63%-18.80%0.36%
XEMD.L
Xtrackers MSCI Emerging Markets UCITS ETF 1D
5.44%33.32%7.21%10.03%-20.21%-3.35%

Returns By Period

In the year-to-date period, EMXC.L achieves a 9.06% return, which is significantly higher than XEMD.L's 5.44% return.


EMXC.L

1D
4.79%
1M
-6.73%
YTD
9.06%
6M
18.83%
1Y
48.03%
3Y*
20.64%
5Y*
8.78%
10Y*

XEMD.L

1D
4.24%
1M
-5.82%
YTD
5.44%
6M
8.75%
1Y
34.45%
3Y*
16.43%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMXC.L vs. XEMD.L - Expense Ratio Comparison

EMXC.L has a 0.15% expense ratio, which is lower than XEMD.L'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%.


Return for Risk

EMXC.L vs. XEMD.L — Risk / Return Rank

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

EMXC.L
EMXC.L Risk / Return Rank: 9393
Overall Rank
EMXC.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EMXC.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
EMXC.L Omega Ratio Rank: 9393
Omega Ratio Rank
EMXC.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EMXC.L Martin Ratio Rank: 9191
Martin Ratio Rank

XEMD.L
XEMD.L Risk / Return Rank: 8181
Overall Rank
XEMD.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
XEMD.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
XEMD.L Omega Ratio Rank: 8484
Omega Ratio Rank
XEMD.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
XEMD.L Martin Ratio Rank: 7474
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.L vs. XEMD.L - 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 Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.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.


EMXC.LXEMD.LDifference

Sharpe ratio

Return per unit of total volatility

2.38

1.84

+0.54

Sortino ratio

Return per unit of downside risk

3.02

2.38

+0.64

Omega ratio

Gain probability vs. loss probability

1.44

1.35

+0.09

Calmar ratio

Return relative to maximum drawdown

3.37

2.33

+1.04

Martin ratio

Return relative to average drawdown

13.44

8.70

+4.74

EMXC.L vs. XEMD.L - Sharpe Ratio Comparison

The current EMXC.L Sharpe Ratio is 2.38, which is comparable to the XEMD.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of EMXC.L and XEMD.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


EMXC.LXEMD.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

1.84

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.40

+0.10

Correlation

The correlation between EMXC.L and XEMD.L is 0.64, 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. XEMD.L - Dividend Comparison

EMXC.L has not paid dividends to shareholders, while XEMD.L's dividend yield for the trailing twelve months is around 1.63%.


TTM2025202420232022
EMXC.L
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc
0.00%0.00%0.00%0.00%0.00%
XEMD.L
Xtrackers MSCI Emerging Markets UCITS ETF 1D
1.63%1.63%2.88%2.15%2.52%

Drawdowns

EMXC.L vs. XEMD.L - Drawdown Comparison

The maximum EMXC.L drawdown since its inception was -40.52%, which is greater than XEMD.L's maximum drawdown of -31.57%. Use the drawdown chart below to compare losses from any high point for EMXC.L and XEMD.L.


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Drawdown Indicators


EMXC.LXEMD.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.52%

-31.57%

-8.95%

Max Drawdown (1Y)

Largest decline over 1 year

-14.14%

-13.23%

-0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-28.58%

Current Drawdown

Current decline from peak

-9.78%

-9.13%

-0.65%

Average Drawdown

Average peak-to-trough decline

-9.08%

-9.69%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.54%

3.84%

-0.30%

Volatility

EMXC.L vs. XEMD.L - Volatility Comparison

Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.L) has a higher volatility of 9.83% compared to Xtrackers MSCI Emerging Markets UCITS ETF 1D (XEMD.L) at 8.77%. This indicates that EMXC.L's price experiences larger fluctuations and is considered to be riskier than XEMD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMXC.LXEMD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.83%

8.77%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.61%

14.12%

+1.49%

Volatility (1Y)

Calculated over the trailing 1-year period

20.10%

19.65%

+0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.83%

21.64%

-4.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.94%

21.64%

-1.70%