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

Performance

HEMC.L vs. SEGM.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 MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with HEMC.L having a 26.32% return and SEGM.L slightly lower at 25.23%.


HEMC.L

1D
-1.65%
1M
6.49%
YTD
26.32%
6M
28.17%
1Y
54.26%
3Y*
20.54%
5Y*
10Y*

SEGM.L

1D
-1.41%
1M
6.84%
YTD
25.23%
6M
27.25%
1Y
51.31%
3Y*
20.39%
5Y*
8.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEMC.L vs. SEGM.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%
SEGM.L
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
25.23%23.91%9.13%4.45%-2.48%

Correlation

The correlation between HEMC.L and SEGM.L is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.99

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

0.99

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

0.99

The correlation between HEMC.L and SEGM.L has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.

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Return for Risk

HEMC.L vs. SEGM.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

SEGM.L
SEGM.L Risk / Return Rank: 8787
Overall Rank
SEGM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
SEGM.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
SEGM.L Omega Ratio Rank: 9090
Omega Ratio Rank
SEGM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SEGM.L Martin Ratio Rank: 8282
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. SEGM.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 iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.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.LSEGM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.59

1.58

+0.01

Calmar ratioReturn relative to maximum drawdown

4.98

4.45

+0.53

Martin ratioReturn relative to average drawdown

17.55

15.98

+1.56

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

The current HEMC.L Sharpe Ratio is 3.19, which is comparable to the SEGM.L Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of HEMC.L and SEGM.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.LSEGM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.19

3.07

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.57

+0.38

Drawdowns

HEMC.L vs. SEGM.L - Drawdown Comparison

The maximum HEMC.L drawdown since its inception was -15.14%, smaller than the maximum SEGM.L drawdown of -25.92%. Use the drawdown chart below to compare losses from any high point for HEMC.L and SEGM.L.


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Drawdown Indicators


HEMC.LSEGM.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.14%

-25.92%

+10.78%

Max Drawdown (1Y)

Largest decline over 1 year

-10.83%

-11.47%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-15.14%

-15.50%

+0.36%

Max Drawdown (5Y)

Largest decline over 5 years

-23.30%

Current Drawdown

Current decline from peak

-2.51%

-2.15%

-0.36%

Average Drawdown

Average peak-to-trough decline

-4.25%

-9.77%

+5.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

3.20%

-0.12%

Volatility

HEMC.L vs. SEGM.L - Volatility Comparison

HSBC MSCI Emerging Markets UCITS ETF USD (Acc) (HEMC.L) and iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (SEGM.L) have volatilities of 7.44% and 7.24%, 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.LSEGM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.44%

7.24%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

14.24%

+0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.93%

16.66%

+0.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

15.84%

-0.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.44%

17.83%

-2.39%

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

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


Dividends

HEMC.L vs. SEGM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.99, HEMC.L and SEGM.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, HEMC.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEMC.L is cheaper with a 0.15% expense ratio, compared with 0.18% for SEGM.L.

Both ETFs track MSCI EM NR USD. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.15% for HEMC.L and 0.18% for SEGM.L.

Portfolio Optimizer

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