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

Performance

HPEM.L vs. PRAM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf (HPEM.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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Returns By Period

The year-to-date returns for both investments are quite close, with HPEM.L having a 17.86% return and PRAM.L slightly higher at 18.34%.


HPEM.L

1D
0.66%
1M
-5.69%
6M
12.47%
YTD
17.86%
1Y
35.57%
3Y*
17.62%
5Y*
10Y*

PRAM.L

1D
-0.38%
1M
-6.24%
6M
12.84%
YTD
18.34%
1Y
34.98%
3Y*
19.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
HPEM.L
Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf
17.86%32.60%6.21%6.27%-13.68%
PRAM.L
Amundi Prime Emerging Markets UCITS ETF DR (C)
18.34%32.60%7.09%9.87%-11.26%

Correlation

The correlation between HPEM.L and PRAM.L is 0.98 - 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

0.98

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

0.97

Correlation (All Time)
Calculated using the full available price history since Apr 8, 2022

0.95

The correlation between HPEM.L and PRAM.L has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

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Return for Risk

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

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

HPEM.L
HPEM.L Risk / Return Rank: 6464
Overall Rank
HPEM.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
HPEM.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
HPEM.L Omega Ratio Rank: 6262
Omega Ratio Rank
HPEM.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
HPEM.L Martin Ratio Rank: 6666
Martin Ratio Rank

PRAM.L
PRAM.L Risk / Return Rank: 6161
Overall Rank
PRAM.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
PRAM.L Sortino Ratio Rank: 5656
Sortino Ratio Rank
PRAM.L Omega Ratio Rank: 6060
Omega Ratio Rank
PRAM.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
PRAM.L Martin Ratio Rank: 6161
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.

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

This table presents a comparison of risk-adjusted performance metrics for Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf (HPEM.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


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

+0.03

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.30

1.30

0.00

Calmar ratioReturn relative to maximum drawdown

2.95

2.78

+0.16

Martin ratioReturn relative to average drawdown

9.40

8.74

+0.66

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

The current HPEM.L Sharpe Ratio is 1.65, which is comparable to the PRAM.L Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of HPEM.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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Drawdowns

HPEM.L vs. PRAM.L - Drawdown Comparison

The maximum HPEM.L drawdown since its inception was -22.86%, smaller than the maximum PRAM.L drawdown of -31.21%. Use the drawdown chart below to compare losses from any high point for HPEM.L and PRAM.L.


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Drawdown Indicators


HPEM.LPRAM.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.86%

-31.21%

+8.35%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-12.51%

+0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

-16.74%

-0.08%

Current Drawdown

Current decline from peak

-7.81%

-8.27%

+0.46%

Average Drawdown

Average peak-to-trough decline

-7.21%

-10.59%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.90%

3.99%

-0.09%

Volatility

HPEM.L vs. PRAM.L - Volatility Comparison

Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf (HPEM.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L) have volatilities of 9.19% and 8.85%, 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


HPEM.LPRAM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.19%

8.85%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

19.87%

19.40%

+0.47%

Volatility (1Y)

Calculated over the trailing 1-year period

22.17%

21.48%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.08%

18.63%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.08%

18.63%

+0.45%

Dividends

HPEM.L vs. PRAM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.98, HPEM.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.

HPEM.L tracks Hsbc Etfs PLC - Hsbc Msci Emerging Markets Climate Paris Aligned Ucits Etf, while PRAM.L tracks MSCI EM NR USD. They also come from different issuers: HSBC and Amundi.

Portfolio Optimizer

Find the right allocation for HPEM.L and PRAM.L

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

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