HSEF.L vs. EMVL.L
Compare and contrast key facts about HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L).
HSEF.L and EMVL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HSEF.L is a passively managed fund by HSBC that tracks the performance of the MSCI EM NR USD. It was launched on Aug 27, 2020. EMVL.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Dec 6, 2018. Both HSEF.L and EMVL.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HSEF.L or EMVL.L.
Correlation
The correlation between HSEF.L and EMVL.L is 0.87, 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.
Performance
HSEF.L vs. EMVL.L - Performance Comparison
Key characteristics
HSEF.L:
1.37
EMVL.L:
1.06
HSEF.L:
2.00
EMVL.L:
1.53
HSEF.L:
1.25
EMVL.L:
1.19
HSEF.L:
1.15
EMVL.L:
1.58
HSEF.L:
6.38
EMVL.L:
3.45
HSEF.L:
2.98%
EMVL.L:
4.95%
HSEF.L:
13.91%
EMVL.L:
16.12%
HSEF.L:
-23.33%
EMVL.L:
-34.95%
HSEF.L:
-1.05%
EMVL.L:
-4.24%
Returns By Period
In the year-to-date period, HSEF.L achieves a 3.80% return, which is significantly lower than EMVL.L's 4.17% return.
HSEF.L
3.80%
0.77%
10.00%
19.03%
N/A
N/A
EMVL.L
4.17%
3.59%
4.43%
17.06%
7.03%
N/A
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. EMVL.L - Expense Ratio Comparison
HSEF.L has a 0.18% expense ratio, which is lower than EMVL.L's 0.40% expense ratio.
Risk-Adjusted Performance
HSEF.L vs. EMVL.L — Risk-Adjusted Performance Rank
HSEF.L
EMVL.L
HSEF.L vs. EMVL.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 Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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.
Dividends
HSEF.L vs. EMVL.L - Dividend Comparison
Neither HSEF.L nor EMVL.L has paid dividends to shareholders.
Drawdowns
HSEF.L vs. EMVL.L - Drawdown Comparison
The maximum HSEF.L drawdown since its inception was -23.33%, smaller than the maximum EMVL.L drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for HSEF.L and EMVL.L. For additional features, visit the drawdowns tool.
Volatility
HSEF.L vs. EMVL.L - Volatility Comparison
HSBC Emerging Market Sustainable Equity UCITS ETF USD (HSEF.L) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) have volatilities of 4.23% and 4.43%, 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.