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EMXG.L vs. PRAM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMXG.L vs. PRAM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Emerging ex China ESG Leaders Select UCITS ETF DR (C) (EMXG.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMXG.L is traded in GBp, while PRAM.L is traded in USD. To make them comparable, the PRAM.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMXG.L achieves a 18.18% return, which is significantly lower than PRAM.L's 24.77% return.


EMXG.L

1D
-0.93%
1M
5.63%
YTD
18.18%
6M
20.23%
1Y
37.42%
3Y*
14.56%
5Y*
10Y*

PRAM.L

1D
-1.56%
1M
5.71%
YTD
24.77%
6M
26.35%
1Y
51.29%
3Y*
20.13%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMXG.L vs. PRAM.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EMXG.L
Amundi MSCI Emerging ex China ESG Leaders Select UCITS ETF DR (C)
18.18%18.34%2.79%6.43%-10.02%-0.56%
PRAM.L
Amundi Prime Emerging Markets UCITS ETF DR (C)
24.77%23.16%9.01%3.99%-8.64%0.00%

Correlation

The correlation between EMXG.L and PRAM.L is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.78

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

0.63

Correlation (All Time)
Calculated using the full available price history since Dec 20, 2021

0.54

Over the past year, EMXG.L and PRAM.L have become more correlated (0.78) than their long-term average of 0.54, meaning their price movements have been converging.

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Return for Risk

EMXG.L vs. PRAM.L — Risk / Return Rank

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

EMXG.L
EMXG.L Risk / Return Rank: 6767
Overall Rank
EMXG.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EMXG.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
EMXG.L Omega Ratio Rank: 6868
Omega Ratio Rank
EMXG.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
EMXG.L Martin Ratio Rank: 6161
Martin Ratio Rank

PRAM.L
PRAM.L Risk / Return Rank: 7878
Overall Rank
PRAM.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
PRAM.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
PRAM.L Omega Ratio Rank: 7979
Omega Ratio Rank
PRAM.L Calmar Ratio Rank: 7979
Calmar Ratio Rank
PRAM.L Martin Ratio Rank: 7676
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.

EMXG.L vs. PRAM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging ex China ESG Leaders Select UCITS ETF DR (C) (EMXG.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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.


EMXG.LPRAM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.45

Omega ratioGain probability vs. loss probability

1.40

1.52

-0.12

Calmar ratioReturn relative to maximum drawdown

2.96

4.98

-2.02

Martin ratioReturn relative to average drawdown

10.76

16.58

-5.82

EMXG.L vs. PRAM.L - Sharpe Ratio Comparison

The current EMXG.L Sharpe Ratio is 2.30, which is comparable to the PRAM.L Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of EMXG.L and PRAM.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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Sharpe Ratios by Period


EMXG.LPRAM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

2.84

-0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.82

-0.40

Drawdowns

EMXG.L vs. PRAM.L - Drawdown Comparison

The maximum EMXG.L drawdown since its inception was -16.30%, roughly equal to the maximum PRAM.L drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for EMXG.L and PRAM.L.


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Drawdown Indicators


EMXG.LPRAM.LDifference

Max Drawdown

Largest peak-to-trough decline

-16.30%

-15.77%

-0.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-10.26%

-2.34%

Max Drawdown (3Y)

Largest decline over 3 years

-15.54%

-15.77%

+0.23%

Current Drawdown

Current decline from peak

-2.75%

-2.78%

+0.03%

Average Drawdown

Average peak-to-trough decline

-6.84%

-4.79%

-2.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.08%

+0.39%

Volatility

EMXG.L vs. PRAM.L - Volatility Comparison

The current volatility for Amundi MSCI Emerging ex China ESG Leaders Select UCITS ETF DR (C) (EMXG.L) is 6.11%, while Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L) has a volatility of 7.80%. This indicates that EMXG.L experiences smaller price fluctuations and is considered to be less risky than PRAM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMXG.LPRAM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

7.80%

-1.69%

Volatility (6M)

Calculated over the trailing 6-month period

13.10%

15.43%

-2.33%

Volatility (1Y)

Calculated over the trailing 1-year period

16.16%

18.02%

-1.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.25%

18.89%

-2.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.25%

18.89%

-2.64%

EMXG.L vs. PRAM.L - Expense Ratio Comparison

EMXG.L has a 0.35% expense ratio, which is higher than PRAM.L's 0.10% expense ratio.


Dividends

EMXG.L vs. PRAM.L - Dividend Comparison

Neither EMXG.L nor PRAM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMXG.L and PRAM.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PRAM.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PRAM.L is cheaper with a 0.10% expense ratio, compared with 0.35% for EMXG.L.

Both ETFs track MSCI EM NR USD. Their fees differ too: 0.35% for EMXG.L and 0.10% for PRAM.L.

Portfolio Optimizer

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