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HEMC.L vs. EMIM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HEMC.L and EMIM.L is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

HEMC.L vs. EMIM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2025February
6.51%
5.65%
HEMC.L
EMIM.L

Key characteristics

Sharpe Ratio

HEMC.L:

1.03

EMIM.L:

1.00

Sortino Ratio

HEMC.L:

1.52

EMIM.L:

1.46

Omega Ratio

HEMC.L:

1.19

EMIM.L:

1.18

Calmar Ratio

HEMC.L:

1.81

EMIM.L:

0.87

Martin Ratio

HEMC.L:

4.31

EMIM.L:

4.10

Ulcer Index

HEMC.L:

3.19%

EMIM.L:

3.15%

Daily Std Dev

HEMC.L:

13.37%

EMIM.L:

12.98%

Max Drawdown

HEMC.L:

-14.14%

EMIM.L:

-31.70%

Current Drawdown

HEMC.L:

-3.30%

EMIM.L:

-4.60%

Returns By Period

In the year-to-date period, HEMC.L achieves a 2.11% return, which is significantly higher than EMIM.L's 1.32% return.


HEMC.L

YTD

2.11%

1M

0.76%

6M

9.41%

1Y

14.95%

5Y*

N/A

10Y*

N/A

EMIM.L

YTD

1.32%

1M

0.15%

6M

8.62%

1Y

13.88%

5Y*

3.83%

10Y*

5.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HEMC.L vs. EMIM.L - Expense Ratio Comparison

HEMC.L has a 0.15% expense ratio, which is lower than EMIM.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%.


EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
Expense ratio chart for EMIM.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for HEMC.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

HEMC.L vs. EMIM.L — Risk-Adjusted Performance Rank

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

HEMC.L
The Risk-Adjusted Performance Rank of HEMC.L is 4646
Overall Rank
The Sharpe Ratio Rank of HEMC.L is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of HEMC.L is 4242
Sortino Ratio Rank
The Omega Ratio Rank of HEMC.L is 4242
Omega Ratio Rank
The Calmar Ratio Rank of HEMC.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of HEMC.L is 4444
Martin Ratio Rank

EMIM.L
The Risk-Adjusted Performance Rank of EMIM.L is 4141
Overall Rank
The Sharpe Ratio Rank of EMIM.L is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of EMIM.L is 4040
Sortino Ratio Rank
The Omega Ratio Rank of EMIM.L is 4040
Omega Ratio Rank
The Calmar Ratio Rank of EMIM.L is 3939
Calmar Ratio Rank
The Martin Ratio Rank of EMIM.L is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HEMC.L vs. EMIM.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.


Sharpe ratio
The chart of Sharpe ratio for HEMC.L, currently valued at 0.86, compared to the broader market-1.000.001.002.003.004.005.000.860.82
The chart of Sortino ratio for HEMC.L, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.001.301.24
The chart of Omega ratio for HEMC.L, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.001.161.15
The chart of Calmar ratio for HEMC.L, currently valued at 1.12, compared to the broader market0.005.0010.0015.001.121.02
The chart of Martin ratio for HEMC.L, currently valued at 2.73, compared to the broader market0.0020.0040.0060.0080.00100.002.732.56
HEMC.L
EMIM.L

The current HEMC.L Sharpe Ratio is 1.03, which is comparable to the EMIM.L Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of HEMC.L and EMIM.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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.86
0.82
HEMC.L
EMIM.L

Dividends

HEMC.L vs. EMIM.L - Dividend Comparison

Neither HEMC.L nor EMIM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

HEMC.L vs. EMIM.L - Drawdown Comparison

The maximum HEMC.L drawdown since its inception was -14.14%, smaller than the maximum EMIM.L drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for HEMC.L and EMIM.L. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.98%
-8.49%
HEMC.L
EMIM.L

Volatility

HEMC.L vs. EMIM.L - Volatility Comparison

HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) have volatilities of 4.34% and 4.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
4.34%
4.52%
HEMC.L
EMIM.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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