PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
HSEF.L vs. EMIM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HSEF.L and EMIM.L is 0.97, 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

HSEF.L vs. EMIM.L - Performance Comparison

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

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.88%
1.69%
HSEF.L
EMIM.L

Key characteristics

Sharpe Ratio

HSEF.L:

1.40

EMIM.L:

0.99

Sortino Ratio

HSEF.L:

2.04

EMIM.L:

1.44

Omega Ratio

HSEF.L:

1.26

EMIM.L:

1.18

Calmar Ratio

HSEF.L:

1.18

EMIM.L:

0.92

Martin Ratio

HSEF.L:

6.55

EMIM.L:

3.91

Ulcer Index

HSEF.L:

2.98%

EMIM.L:

3.18%

Daily Std Dev

HSEF.L:

13.88%

EMIM.L:

12.55%

Max Drawdown

HSEF.L:

-23.33%

EMIM.L:

-31.70%

Current Drawdown

HSEF.L:

-0.59%

EMIM.L:

-1.83%

Returns By Period

The year-to-date returns for both stocks are quite close, with HSEF.L having a 4.29% return and EMIM.L slightly lower at 4.26%.


HSEF.L

YTD

4.29%

1M

0.60%

6M

11.20%

1Y

20.09%

5Y*

N/A

10Y*

N/A

EMIM.L

YTD

4.26%

1M

1.14%

6M

5.79%

1Y

12.88%

5Y*

4.64%

10Y*

6.10%

*Annualized

Compare stocks, funds, or ETFs

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


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

Both HSEF.L and EMIM.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


HSEF.L
HSBC Emerging Market Sustainable Equity UCITS ETF USD
Expense ratio chart for HSEF.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 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%

Risk-Adjusted Performance

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

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

HSEF.L
The Risk-Adjusted Performance Rank of HSEF.L is 5555
Overall Rank
The Sharpe Ratio Rank of HSEF.L is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of HSEF.L is 5858
Sortino Ratio Rank
The Omega Ratio Rank of HSEF.L is 5757
Omega Ratio Rank
The Calmar Ratio Rank of HSEF.L is 4545
Calmar Ratio Rank
The Martin Ratio Rank of HSEF.L is 5959
Martin Ratio Rank

EMIM.L
The Risk-Adjusted Performance Rank of EMIM.L is 3737
Overall Rank
The Sharpe Ratio Rank of EMIM.L is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of EMIM.L is 3636
Sortino Ratio Rank
The Omega Ratio Rank of EMIM.L is 3737
Omega Ratio Rank
The Calmar Ratio Rank of EMIM.L is 3838
Calmar Ratio Rank
The Martin Ratio Rank of EMIM.L is 4040
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.

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

This table presents a comparison of risk-adjusted performance metrics for HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.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 HSEF.L, currently valued at 1.22, compared to the broader market0.002.004.001.220.83
The chart of Sortino ratio for HSEF.L, currently valued at 1.83, compared to the broader market0.005.0010.001.831.24
The chart of Omega ratio for HSEF.L, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.221.15
The chart of Calmar ratio for HSEF.L, currently valued at 0.79, compared to the broader market0.005.0010.0015.000.790.55
The chart of Martin ratio for HSEF.L, currently valued at 3.99, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.992.42
HSEF.L
EMIM.L

The current HSEF.L Sharpe Ratio is 1.40, which is higher than the EMIM.L Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of HSEF.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
1.22
0.83
HSEF.L
EMIM.L

Dividends

HSEF.L vs. EMIM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

HSEF.L vs. EMIM.L - Drawdown Comparison

The maximum HSEF.L drawdown since its inception was -23.33%, smaller than the maximum EMIM.L drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for HSEF.L and EMIM.L. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%SeptemberOctoberNovemberDecember2025February
-8.91%
-11.14%
HSEF.L
EMIM.L

Volatility

HSEF.L vs. EMIM.L - Volatility Comparison

HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L) has a higher volatility of 3.78% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) at 3.39%. This indicates that HSEF.L's price experiences larger fluctuations and is considered to be riskier than EMIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
3.78%
3.39%
HSEF.L
EMIM.L
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab