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

Performance

HEMC.L vs. PRAM.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 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

HEMC.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, HEMC.L achieves a 26.32% return, which is significantly higher than PRAM.L's 24.77% return.


HEMC.L

1D
-1.65%
1M
6.49%
YTD
26.32%
6M
28.17%
1Y
54.26%
3Y*
20.54%
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)

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


2026 (YTD)2025202420232022
HEMC.L
HSBC MSCI Emerging Markets UCITS ETF USD (Acc)
26.32%24.74%8.89%2.36%-2.34%
PRAM.L
Amundi Prime Emerging Markets UCITS ETF DR (C)
24.77%23.16%9.01%3.99%-1.58%

Correlation

The correlation between HEMC.L and PRAM.L is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.95

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jun 30, 2022

0.72

Over the past year, HEMC.L and PRAM.L have become more correlated (0.95) than their long-term average of 0.72, meaning their price movements have been converging.

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Return for Risk

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

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

HEMC.L
HEMC.L Risk / Return Rank: 8989
Overall Rank
HEMC.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
HEMC.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
HEMC.L Omega Ratio Rank: 9191
Omega Ratio Rank
HEMC.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
HEMC.L Martin Ratio Rank: 8585
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.

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

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


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

+0.36

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.59

1.52

+0.07

Calmar ratioReturn relative to maximum drawdown

4.98

4.98

+0.01

Martin ratioReturn relative to average drawdown

17.55

16.58

+0.96

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

The current HEMC.L Sharpe Ratio is 3.19, which is comparable to the PRAM.L Sharpe Ratio of 2.84. The chart below compares the historical Sharpe Ratios of HEMC.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


HEMC.LPRAM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

2.84

+0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.82

+0.13

Drawdowns

HEMC.L vs. PRAM.L - Drawdown Comparison

The maximum HEMC.L drawdown since its inception was -15.14%, roughly equal to the maximum PRAM.L drawdown of -15.77%. Use the drawdown chart below to compare losses from any high point for HEMC.L and PRAM.L.


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Drawdown Indicators


HEMC.LPRAM.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.14%

-15.77%

+0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-10.83%

-10.26%

-0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-15.14%

-15.77%

+0.63%

Current Drawdown

Current decline from peak

-2.51%

-2.78%

+0.27%

Average Drawdown

Average peak-to-trough decline

-4.25%

-4.79%

+0.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.08%

0.00%

Volatility

HEMC.L vs. PRAM.L - Volatility Comparison

HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L) have volatilities of 7.44% and 7.80%, 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.


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Volatility by Period


HEMC.LPRAM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

7.80%

-0.36%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

15.43%

-0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

18.02%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

18.89%

-3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

18.89%

-3.45%

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

HEMC.L has a 0.15% expense ratio, which is higher than PRAM.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

HEMC.L vs. PRAM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.95, HEMC.L and PRAM.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.15% for HEMC.L.

Both ETFs track MSCI EM NR USD. They also come from different issuers: HSBC and Amundi. Their fees differ too: 0.15% for HEMC.L and 0.10% for PRAM.L.

Portfolio Optimizer

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