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IEEM.L vs. FXC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEEM.L vs. FXC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM UCITS ETF (Dist) (IEEM.L) and iShares China Large Cap UCITS ETF (FXC.AS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEEM.L is traded in GBp, while FXC.AS is traded in EUR. To make them comparable, the FXC.AS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEEM.L achieves a 25.90% return, which is significantly higher than FXC.AS's -6.93% return. Over the past 10 years, IEEM.L has outperformed FXC.AS with an annualized return of 11.54%, while FXC.AS has yielded a comparatively lower 4.01% annualized return.


IEEM.L

1D
-1.34%
1M
3.99%
YTD
25.90%
6M
26.73%
1Y
54.02%
3Y*
21.65%
5Y*
9.24%
10Y*
11.54%

FXC.AS

1D
-0.31%
1M
-3.55%
YTD
-6.93%
6M
-10.37%
1Y
0.65%
3Y*
9.52%
5Y*
-1.89%
10Y*
4.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEEM.L vs. FXC.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
25.90%26.66%9.88%3.86%-9.90%-1.38%15.96%12.64%-9.08%25.04%
FXC.AS
iShares China Large Cap UCITS ETF
-6.93%20.21%32.44%-17.39%-11.91%-18.48%7.00%9.24%-6.13%24.48%

Correlation

The correlation between IEEM.L and FXC.AS is 0.63, 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

0.63

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

0.72

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

0.77

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

0.80

Correlation (All Time)
Calculated using the full available price history since Jul 4, 2007

0.81

The correlation between IEEM.L and FXC.AS shifts across timeframes, from 0.63 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IEEM.L vs. FXC.AS — Risk / Return Rank

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

IEEM.L
IEEM.L Risk / Return Rank: 8989
Overall Rank
IEEM.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
IEEM.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
IEEM.L Omega Ratio Rank: 9191
Omega Ratio Rank
IEEM.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
IEEM.L Martin Ratio Rank: 8585
Martin Ratio Rank

FXC.AS
FXC.AS Risk / Return Rank: 88
Overall Rank
FXC.AS Sharpe Ratio Rank: 99
Sharpe Ratio Rank
FXC.AS Sortino Ratio Rank: 88
Sortino Ratio Rank
FXC.AS Omega Ratio Rank: 88
Omega Ratio Rank
FXC.AS Calmar Ratio Rank: 99
Calmar Ratio Rank
FXC.AS Martin Ratio Rank: 88
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.

IEEM.L vs. FXC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IEEM.L) and iShares China Large Cap UCITS ETF (FXC.AS). 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.


IEEM.LFXC.ASDifference
Sharpe ratioReturn per unit of total volatility

+3.14

Sortino ratioReturn per unit of downside risk

+3.88

Omega ratioGain probability vs. loss probability

1.60

1.03

+0.57

Calmar ratioReturn relative to maximum drawdown

4.93

0.09

+4.84

Martin ratioReturn relative to average drawdown

17.58

0.20

+17.38

IEEM.L vs. FXC.AS - Sharpe Ratio Comparison

The current IEEM.L Sharpe Ratio is 3.23, which is higher than the FXC.AS Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of IEEM.L and FXC.AS, 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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Sharpe Ratios by Period


IEEM.LFXC.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.23

0.08

+3.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

-0.07

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.16

+0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.13

+0.28

Drawdowns

IEEM.L vs. FXC.AS - Drawdown Comparison

The maximum IEEM.L drawdown since its inception was -53.22%, smaller than the maximum FXC.AS drawdown of -61.39%. Use the drawdown chart below to compare losses from any high point for IEEM.L and FXC.AS.


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Drawdown Indicators


IEEM.LFXC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-53.22%

-61.39%

+8.17%

Max Drawdown (1Y)

Largest decline over 1 year

-11.12%

-15.78%

+4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-15.47%

-27.70%

+12.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

-47.41%

+24.14%

Max Drawdown (10Y)

Largest decline over 10 years

-26.63%

-54.32%

+27.69%

Current Drawdown

Current decline from peak

-2.43%

-23.36%

+20.93%

Average Drawdown

Average peak-to-trough decline

-10.41%

-21.71%

+11.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

7.30%

-4.17%

Volatility

IEEM.L vs. FXC.AS - Volatility Comparison

iShares MSCI EM UCITS ETF (Dist) (IEEM.L) has a higher volatility of 7.42% compared to iShares China Large Cap UCITS ETF (FXC.AS) at 6.62%. This indicates that IEEM.L's price experiences larger fluctuations and is considered to be riskier than FXC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEEM.LFXC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

6.62%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

14.55%

12.66%

+1.89%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

17.60%

-0.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.32%

28.06%

-11.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.11%

25.11%

-7.00%

IEEM.L vs. FXC.AS - Expense Ratio Comparison

IEEM.L has a 0.18% expense ratio, which is lower than FXC.AS's 0.74% expense ratio.


Dividends

IEEM.L vs. FXC.AS - Dividend Comparison

IEEM.L's dividend yield for the trailing twelve months is around 2.01%, less than FXC.AS's 2.24% yield.


PositionTTM20252024202320222021202020192018201720162015
FXC.AS
iShares China Large Cap UCITS ETF
2.24%2.07%2.48%2.68%2.53%2.10%2.93%2.74%3.48%2.83%2.62%2.94%
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
2.01%2.48%2.86%2.91%3.40%2.74%1.98%2.32%2.51%1.86%2.09%3.38%

Frequently Asked Questions


IEEM.L and FXC.AS have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

IEEM.L is cheaper with a 0.18% expense ratio, compared with 0.74% for FXC.AS.

IEEM.L is categorized as Emerging Markets Equities, while FXC.AS is China Equities. IEEM.L tracks MSCI EM NR USD, while FXC.AS tracks MSCI China NR USD. Their fees differ too: 0.18% for IEEM.L and 0.74% for FXC.AS.

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