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HSEM.L vs. EMVL.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HSEM.L vs. EMVL.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in HSBC Emerging Market Screened Equity UCITS ETF (HSEM.L) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HSEM.L achieves a 12.47% return, which is significantly lower than EMVL.L's 31.45% return.


HSEM.L

1D
-0.78%
1M
-2.74%
6M
7.42%
YTD
12.47%
1Y
26.78%
3Y*
18.14%
5Y*
6.62%
10Y*

EMVL.L

1D
-1.18%
1M
-9.38%
6M
23.78%
YTD
31.45%
1Y
56.66%
3Y*
31.82%
5Y*
15.16%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSEM.L vs. EMVL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HSEM.L
HSBC Emerging Market Screened Equity UCITS ETF
12.47%29.57%15.18%4.33%-18.08%0.52%14.23%
EMVL.L
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
31.45%43.13%14.49%18.37%-16.29%5.29%14.25%

Correlation

The correlation between HSEM.L and EMVL.L is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.81

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

0.86

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

0.89

Correlation (All Time)
Calculated using the full available price history since Aug 27, 2020

0.89

The correlation between HSEM.L and EMVL.L has been stable across timeframes, ranging from 0.81 to 0.89 - a consistent structural relationship.

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Return for Risk

HSEM.L vs. EMVL.L — Risk / Return Rank

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

HSEM.L
HSEM.L Risk / Return Rank: 5353
Overall Rank
HSEM.L Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
HSEM.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
HSEM.L Omega Ratio Rank: 5050
Omega Ratio Rank
HSEM.L Calmar Ratio Rank: 5858
Calmar Ratio Rank
HSEM.L Martin Ratio Rank: 5353
Martin Ratio Rank

EMVL.L
EMVL.L Risk / Return Rank: 8686
Overall Rank
EMVL.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMVL.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
EMVL.L Omega Ratio Rank: 8686
Omega Ratio Rank
EMVL.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EMVL.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.

HSEM.L vs. EMVL.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Emerging Market Screened Equity UCITS ETF (HSEM.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.

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.


HSEM.LEMVL.LDifference
Sharpe ratioReturn per unit of total volatility

-0.92

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.26

1.41

-0.15

Calmar ratioReturn relative to maximum drawdown

2.35

4.51

-2.17

Martin ratioReturn relative to average drawdown

7.31

12.55

-5.24

HSEM.L vs. EMVL.L - Sharpe Ratio Comparison

The current HSEM.L Sharpe Ratio is 1.45, which is lower than the EMVL.L Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of HSEM.L and EMVL.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

HSEM.L vs. EMVL.L - Drawdown Comparison

The maximum HSEM.L drawdown since its inception was -36.19%, roughly equal to the maximum EMVL.L drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for HSEM.L and EMVL.L.


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Drawdown Indicators


HSEM.LEMVL.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.19%

-34.95%

-1.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.15%

-12.49%

+1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-17.38%

-16.42%

-0.96%

Max Drawdown (5Y)

Largest decline over 5 years

-31.50%

-31.61%

+0.11%

Current Drawdown

Current decline from peak

-4.12%

-12.45%

+8.33%

Average Drawdown

Average peak-to-trough decline

-14.08%

-9.51%

-4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

4.50%

-0.92%

Volatility

HSEM.L vs. EMVL.L - Volatility Comparison

The current volatility for HSBC Emerging Market Screened Equity UCITS ETF (HSEM.L) is 6.31%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a volatility of 10.34%. This indicates that HSEM.L experiences smaller price fluctuations and is considered to be less risky than EMVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HSEM.LEMVL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

10.34%

-4.03%

Volatility (6M)

Calculated over the trailing 6-month period

15.44%

21.31%

-5.87%

Volatility (1Y)

Calculated over the trailing 1-year period

18.02%

23.82%

-5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.33%

20.71%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.07%

21.39%

-3.32%

HSEM.L vs. EMVL.L - Expense Ratio Comparison

HSEM.L has a 0.18% expense ratio, which is lower than EMVL.L's 0.40% expense ratio.


Dividends

HSEM.L vs. EMVL.L - Dividend Comparison

Neither HSEM.L nor EMVL.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


HSEM.L and EMVL.L have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

HSEM.L is cheaper with a 0.18% expense ratio, compared with 0.40% for EMVL.L.

HSEM.L tracks HSBC Emerging Market Screened Equity UCITS ETF, while EMVL.L tracks MSCI EM NR USD. They also come from different issuers: HSBC and iShares. Their fees differ too: 0.18% for HSEM.L and 0.40% for EMVL.L.

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