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FXC.AS vs. IEEM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FXC.AS vs. IEEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares China Large Cap UCITS ETF (FXC.AS) and iShares MSCI EM UCITS ETF (Dist) (IEEM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

FXC.AS is traded in EUR, while IEEM.L is traded in GBp. To make them comparable, the IEEM.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, FXC.AS achieves a -5.88% return, which is significantly lower than IEEM.L's 27.02% return. Over the past 10 years, FXC.AS has underperformed IEEM.L with an annualized return of 2.88%, while IEEM.L has yielded a comparatively higher 10.48% annualized return.


FXC.AS

1D
-2.27%
1M
-2.00%
YTD
-5.88%
6M
-7.23%
1Y
0.25%
3Y*
8.84%
5Y*
-2.15%
10Y*
2.88%

IEEM.L

1D
-1.43%
1M
6.42%
YTD
27.02%
6M
29.34%
1Y
51.08%
3Y*
21.47%
5Y*
9.10%
10Y*
10.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FXC.AS vs. IEEM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FXC.AS
iShares China Large Cap UCITS ETF
-5.88%13.80%38.37%-15.83%-16.25%-13.60%0.80%15.49%-7.49%18.82%
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
27.02%20.05%15.18%6.06%-14.54%5.03%9.66%19.81%-10.20%20.11%

Correlation

The correlation between FXC.AS and IEEM.L is 0.65, 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

0.65

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

0.72

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

0.76

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Aug 29, 2007

0.80

The correlation between FXC.AS and IEEM.L shifts across timeframes, from 0.65 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

FXC.AS vs. IEEM.L — Risk / Return Rank

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

FXC.AS
FXC.AS Risk / Return Rank: 99
Overall Rank
FXC.AS Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FXC.AS Sortino Ratio Rank: 99
Sortino Ratio Rank
FXC.AS Omega Ratio Rank: 88
Omega Ratio Rank
FXC.AS Calmar Ratio Rank: 99
Calmar Ratio Rank
FXC.AS Martin Ratio Rank: 99
Martin Ratio Rank

IEEM.L
IEEM.L Risk / Return Rank: 8989
Overall Rank
IEEM.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IEEM.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IEEM.L Omega Ratio Rank: 9191
Omega Ratio Rank
IEEM.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
IEEM.L Martin Ratio Rank: 8585
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.

FXC.AS vs. IEEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares China Large Cap UCITS ETF (FXC.AS) and iShares MSCI EM UCITS ETF (Dist) (IEEM.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.


FXC.ASIEEM.LDifference
Sharpe ratioReturn per unit of total volatility

-2.84

Sortino ratioReturn per unit of downside risk

-3.67

Omega ratioGain probability vs. loss probability

1.02

1.52

-0.50

Calmar ratioReturn relative to maximum drawdown

0.02

4.66

-4.65

Martin ratioReturn relative to average drawdown

0.03

16.95

-16.91

FXC.AS vs. IEEM.L - Sharpe Ratio Comparison

The current FXC.AS Sharpe Ratio is 0.01, which is lower than the IEEM.L Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of FXC.AS and IEEM.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


FXC.ASIEEM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

2.86

-2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.54

-0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.57

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.29

-0.09

Drawdowns

FXC.AS vs. IEEM.L - Drawdown Comparison

The maximum FXC.AS drawdown since its inception was -66.87%, which is greater than IEEM.L's maximum drawdown of -58.71%. Use the drawdown chart below to compare losses from any high point for FXC.AS and IEEM.L.


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Drawdown Indicators


FXC.ASIEEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.87%

-58.71%

-8.16%

Max Drawdown (1Y)

Largest decline over 1 year

-15.26%

-10.91%

-4.35%

Max Drawdown (3Y)

Largest decline over 3 years

-27.79%

-18.06%

-9.73%

Max Drawdown (5Y)

Largest decline over 5 years

-47.50%

-23.45%

-24.05%

Max Drawdown (10Y)

Largest decline over 10 years

-53.92%

-31.73%

-22.19%

Current Drawdown

Current decline from peak

-23.62%

-2.60%

-21.02%

Average Drawdown

Average peak-to-trough decline

-26.62%

-12.54%

-14.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.08%

3.01%

+4.07%

Volatility

FXC.AS vs. IEEM.L - Volatility Comparison

The current volatility for iShares China Large Cap UCITS ETF (FXC.AS) is 7.13%, while iShares MSCI EM UCITS ETF (Dist) (IEEM.L) has a volatility of 7.54%. This indicates that FXC.AS experiences smaller price fluctuations and is considered to be less risky than IEEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FXC.ASIEEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

7.54%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.79%

14.95%

-2.16%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

17.81%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.17%

16.86%

+11.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.06%

18.50%

+6.56%

FXC.AS vs. IEEM.L - Expense Ratio Comparison

FXC.AS has a 0.74% expense ratio, which is higher than IEEM.L's 0.18% expense ratio.


Dividends

FXC.AS vs. IEEM.L - Dividend Comparison

FXC.AS's dividend yield for the trailing twelve months is around 1.91%, less than IEEM.L's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
FXC.AS
iShares China Large Cap UCITS ETF
1.91%1.79%2.26%2.51%2.52%1.79%2.49%2.47%2.99%2.39%2.34%2.63%
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
2.01%2.48%2.86%2.91%3.40%2.74%1.98%2.32%2.51%1.86%2.09%3.38%

Frequently Asked Questions


FXC.AS and IEEM.L have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEEM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEEM.L is cheaper with a 0.18% expense ratio, compared with 0.74% for FXC.AS.

FXC.AS is categorized as China Equities, while IEEM.L is Emerging Markets Equities. FXC.AS tracks MSCI China NR USD, while IEEM.L tracks MSCI EM NR USD. Their fees differ too: 0.74% for FXC.AS and 0.18% for IEEM.L.

Portfolio Optimizer

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