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EXCS.L vs. PLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EXCS.L vs. PLD

Last updated Jun 9, 2026

EXCS.L (iShares MSCI EM ex-China UCITS ETF USD (Acc)) is Emerging Markets Equities fund tracking the MSCI EM NR USD, while PLD (Prologis, Inc.) is a stock. Over the past 3 years, EXCS.L returned 23.24%/yr vs 6.87%/yr for PLD. At a 0.14 correlation, their price movements are largely independent.

Performance

EXCS.L vs. PLD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and Prologis, Inc. (PLD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EXCS.L is traded in GBP, while PLD is traded in USD. To make them comparable, the PLD values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, EXCS.L achieves a 33.01% return, which is significantly higher than PLD's 13.84% return.

EXCS.L

1D
0.44%
1M
0.74%
YTD
33.01%
6M
35.91%
1Y
64.27%
3Y*
23.24%
5Y*
—
10Y*
—

PLD

1D
-1.25%
1M
1.23%
YTD
13.84%
6M
14.32%
1Y
37.66%
3Y*
6.87%
5Y*
7.08%
10Y*
14.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXCS.L vs. PLD - Yearly Performance Comparison

2026 (YTD)20252024202320222021
EXCS.L
iShares MSCI EM ex-China UCITS ETF USD (Acc)		33.01%26.23%5.43%11.04%-8.40%-25.31%
PLD
Prologis, Inc.		13.84%16.17%-16.69%15.50%-23.16%11.78%

Correlation

The correlation between EXCS.L and PLD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.08

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

0.13

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2021

0.14

Compare stocks, funds, or ETFs

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iShares MSCI EM ex-China UCITS ETF USD (Acc)

Prologis, Inc.

Often compared with EXCS.L:
EXCS.L vs. EMIM.LEXCS.L vs. EIMI.LEXCS.L vs. XDEM.LEXCS.L vs. QQQEXCS.L vs. EEMEXCS.L vs. ^GSPCEXCS.L vs. VFEG.L
Often compared with PLD:
PLD vs. VNQPLD vs. STAGPLD vs. PSAPLD vs. VOOPLD vs. EXRPLD vs. CUBEPLD vs. ILPT

Return for Risk

EXCS.L vs. PLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EXCS.L
EXCS.L Risk / Return Rank: 9292
Overall Rank
EXCS.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EXCS.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
EXCS.L Omega Ratio Rank: 9393
Omega Ratio Rank
EXCS.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXCS.L Martin Ratio Rank: 9191
Martin Ratio Rank
PLD
PLD Risk / Return Rank: 8585
Overall Rank
PLD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
PLD Omega Ratio Rank: 8181
Omega Ratio Rank
PLD Calmar Ratio Rank: 8888
Calmar Ratio Rank
PLD Martin Ratio Rank: 9191
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.

EXCS.L vs. PLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and Prologis, Inc. (PLD). 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.

EXCS.LPLDDifference
Sharpe ratioReturn per unit of total volatility
3.28
1.84

+1.44

Sortino ratioReturn per unit of downside risk
4.04
2.64

+1.40

Omega ratioGain probability vs. loss probability

1.60

1.32

+0.28

Calmar ratioReturn relative to maximum drawdown

5.44

4.13

+1.31

Martin ratioReturn relative to average drawdown

19.54

12.87

+6.66

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EXCS.L vs. PLD - Sharpe Ratio Comparison

The current EXCS.L Sharpe Ratio is 3.28, which is higher than the PLD Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of EXCS.L and PLD, 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

EXCS.LPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.28

1.84

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.28

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.56

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.27

+0.01

Drawdowns

EXCS.L vs. PLD - Drawdown Comparison

The maximum EXCS.L drawdown since its inception was -35.01%, smaller than the maximum PLD drawdown of -77.91%. Use the drawdown chart below to compare losses from any high point for EXCS.L and PLD.

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Drawdown Indicators

EXCS.LPLDDifference

Max Drawdown

Largest peak-to-trough decline

-35.01%

-77.91%

+42.90%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

-9.17%

-2.59%

Max Drawdown (3Y)

Largest decline over 3 years

-21.79%

-31.40%

+9.61%

Max Drawdown (5Y)

Largest decline over 5 years

—

-44.68%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-44.68%

—

Current Drawdown

Current decline from peak

-6.42%

-12.86%

+6.44%

Average Drawdown

Average peak-to-trough decline

-21.03%

-18.89%

-2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

2.93%

+0.35%

Volatility

EXCS.L vs. PLD - Volatility Comparison

iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) has a higher volatility of 9.64% compared to Prologis, Inc. (PLD) at 5.40%. This indicates that EXCS.L's price experiences larger fluctuations and is considered to be riskier than PLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EXCS.LPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.64%

5.40%

+4.24%

Volatility (6M)

Calculated over the trailing 6-month period

17.19%

13.99%

+3.20%

Volatility (1Y)

Calculated over the trailing 1-year period

19.54%

20.58%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.21%

25.76%

-1.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.21%

26.78%

-2.57%

Dividends

EXCS.L vs. PLD - Dividend Comparison

EXCS.L has not paid dividends to shareholders, while PLD's dividend yield for the trailing twelve months is around 2.87%.

PositionTTM20252024202320222021202020192018201720162015
EXCS.L
iShares MSCI EM ex-China UCITS ETF USD (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%
PLD
Prologis, Inc.		2.87%3.16%3.63%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%

Frequently Asked Questions

EXCS.L and PLD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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