PortfoliosLab logoPortfoliosLab logo
HMXJ.L vs. EMIM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HMXJ.L vs. EMIM.L - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, HMXJ.L achieves a 9.42% return, which is significantly lower than EMIM.L's 25.92% return. Over the past 10 years, HMXJ.L has underperformed EMIM.L with an annualized return of 8.77%, while EMIM.L has yielded a comparatively higher 11.46% annualized return.


HMXJ.L

1D
-0.70%
1M
0.87%
YTD
9.42%
6M
10.64%
1Y
18.71%
3Y*
10.87%
5Y*
6.17%
10Y*
8.77%

EMIM.L

1D
-1.05%
1M
9.44%
YTD
25.92%
6M
28.17%
1Y
54.25%
3Y*
20.67%
5Y*
9.05%
10Y*
11.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HMXJ.L vs. EMIM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HMXJ.L
HSBC MSCI Pacific ex Japan UCITS ETF
9.42%12.37%6.43%0.38%5.35%5.41%3.21%13.89%-5.45%14.45%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
25.92%23.35%9.18%4.93%-10.17%0.74%14.91%12.69%-9.32%24.72%

Correlation

The correlation between HMXJ.L and EMIM.L is 0.62, 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

0.62

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

0.70

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

0.71

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

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2014

0.74

The correlation between HMXJ.L and EMIM.L shifts across timeframes, from 0.62 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

HMXJ.L vs. EMIM.L — Risk / Return Rank

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

HMXJ.L
HMXJ.L Risk / Return Rank: 5151
Overall Rank
HMXJ.L Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
HMXJ.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
HMXJ.L Omega Ratio Rank: 5050
Omega Ratio Rank
HMXJ.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
HMXJ.L Martin Ratio Rank: 4848
Martin Ratio Rank

EMIM.L
EMIM.L Risk / Return Rank: 8888
Overall Rank
EMIM.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 9191
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8484
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.

HMXJ.L vs. EMIM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC MSCI Pacific ex Japan UCITS ETF (HMXJ.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.


HMXJ.LEMIM.LDifference
Sharpe ratioReturn per unit of total volatility

-1.54

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.31

1.61

-0.30

Calmar ratioReturn relative to maximum drawdown

2.62

4.94

-2.33

Martin ratioReturn relative to average drawdown

7.87

17.69

-9.83

HMXJ.L vs. EMIM.L - Sharpe Ratio Comparison

The current HMXJ.L Sharpe Ratio is 1.71, which is lower than the EMIM.L Sharpe Ratio of 3.25. The chart below compares the historical Sharpe Ratios of HMXJ.L and EMIM.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.


Loading charts...

Sharpe Ratios by Period


HMXJ.LEMIM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.71

3.25

-1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

0.57

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.64

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.50

-0.07

Drawdowns

HMXJ.L vs. EMIM.L - Drawdown Comparison

The maximum HMXJ.L drawdown since its inception was -32.30%, roughly equal to the maximum EMIM.L drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for HMXJ.L and EMIM.L.


Loading charts...

Drawdown Indicators


HMXJ.LEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-32.30%

-31.70%

-0.60%

Max Drawdown (1Y)

Largest decline over 1 year

-7.12%

-10.92%

+3.80%

Max Drawdown (3Y)

Largest decline over 3 years

-17.47%

-15.56%

-1.91%

Max Drawdown (5Y)

Largest decline over 5 years

-17.65%

-21.98%

+4.33%

Max Drawdown (10Y)

Largest decline over 10 years

-32.30%

-26.46%

-5.84%

Current Drawdown

Current decline from peak

-2.30%

-1.05%

-1.25%

Average Drawdown

Average peak-to-trough decline

-6.74%

-8.71%

+1.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

3.06%

-0.69%

Volatility

HMXJ.L vs. EMIM.L - Volatility Comparison

The current volatility for HSBC MSCI Pacific ex Japan UCITS ETF (HMXJ.L) is 3.55%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) has a volatility of 7.09%. This indicates that HMXJ.L experiences smaller price fluctuations and is considered to be less risky than EMIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


HMXJ.LEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.55%

7.09%

-3.54%

Volatility (6M)

Calculated over the trailing 6-month period

8.30%

14.06%

-5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

10.89%

16.61%

-5.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.80%

15.81%

-2.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

17.81%

-1.69%

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

HMXJ.L has a 0.40% expense ratio, which is higher than EMIM.L's 0.18% expense ratio.


Dividends

HMXJ.L vs. EMIM.L - Dividend Comparison

HMXJ.L's dividend yield for the trailing twelve months is around 3.01%, while EMIM.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (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%
HMXJ.L
HSBC MSCI Pacific ex Japan UCITS ETF
3.01%3.43%3.80%4.13%3.79%2.71%3.05%3.88%3.80%3.23%3.32%4.03%

Frequently Asked Questions


HMXJ.L and EMIM.L have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EMIM.L is cheaper with a 0.18% expense ratio, compared with 0.40% for HMXJ.L.

HMXJ.L is categorized as Asia Pacific Equities, while EMIM.L is Emerging Markets Equities. HMXJ.L tracks MSCI Pacific Ex Japan NR USD, while EMIM.L tracks MSCI EM NR USD. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.40% for HMXJ.L and 0.18% for EMIM.L.

Portfolio Optimizer

Find the right allocation for HMXJ.L and EMIM.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer