IEMA.L vs. EMXC.L
Compare and contrast key facts about iShares MSCI EM UCITS ETF USD (Acc) (IEMA.L) and Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.L).
IEMA.L and EMXC.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEMA.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Index. It was launched on Sep 25, 2009. EMXC.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Jun 20, 2019. Both IEMA.L and EMXC.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.
Performance
IEMA.L vs. EMXC.L - Performance Comparison
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IEMA.L vs. EMXC.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
IEMA.L iShares MSCI EM UCITS ETF USD (Acc) | 4.92% | 34.41% | 7.61% | 9.43% | -20.23% | -2.83% | 19.01% | 6.71% |
EMXC.L Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 7.67% | 53.41% | -3.24% | 22.38% | -23.27% | 0.54% | 23.15% | 4.63% |
Different Trading Currencies
IEMA.L is traded in USD, while EMXC.L is traded in EUR. To make them comparable, the EMXC.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, IEMA.L achieves a 4.92% return, which is significantly lower than EMXC.L's 7.67% return.
IEMA.L
- 1D
- 4.28%
- 1M
- -5.77%
- YTD
- 4.92%
- 6M
- 9.12%
- 1Y
- 35.15%
- 3Y*
- 16.85%
- 5Y*
- 4.37%
- 10Y*
- 8.22%
EMXC.L
- 1D
- 5.17%
- 1M
- -7.49%
- YTD
- 7.67%
- 6M
- 17.45%
- 1Y
- 59.04%
- 3Y*
- 23.37%
- 5Y*
- 8.44%
- 10Y*
- —
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IEMA.L vs. EMXC.L - Expense Ratio Comparison
IEMA.L has a 0.18% expense ratio, which is higher than EMXC.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
IEMA.L vs. EMXC.L — Risk / Return Rank
IEMA.L
EMXC.L
IEMA.L vs. EMXC.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF USD (Acc) (IEMA.L) and Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.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.
| IEMA.L | EMXC.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.83 | 2.50 | -0.67 |
Sortino ratioReturn per unit of downside risk | 2.40 | 3.13 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.44 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.77 | 3.47 | -0.69 |
Martin ratioReturn relative to average drawdown | 10.15 | 13.83 | -3.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEMA.L | EMXC.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.83 | 2.50 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.40 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.45 | -0.21 |
Correlation
The correlation between IEMA.L and EMXC.L is 0.86, 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.
Dividends
IEMA.L vs. EMXC.L - Dividend Comparison
Neither IEMA.L nor EMXC.L has paid dividends to shareholders.
Drawdowns
IEMA.L vs. EMXC.L - Drawdown Comparison
The maximum IEMA.L drawdown since its inception was -39.66%, smaller than the maximum EMXC.L drawdown of -42.58%. Use the drawdown chart below to compare losses from any high point for IEMA.L and EMXC.L.
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Drawdown Indicators
| IEMA.L | EMXC.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.66% | -40.52% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -14.14% | +1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -37.08% | -28.58% | -8.50% |
Max Drawdown (10Y)Largest decline over 10 years | -39.66% | — | — |
Current DrawdownCurrent decline from peak | -8.93% | -9.78% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -15.43% | -9.08% | -6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 3.54% | -0.05% |
Volatility
IEMA.L vs. EMXC.L - Volatility Comparison
The current volatility for iShares MSCI EM UCITS ETF USD (Acc) (IEMA.L) is 8.70%, while Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.L) has a volatility of 10.76%. This indicates that IEMA.L experiences smaller price fluctuations and is considered to be less risky than EMXC.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IEMA.L | EMXC.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.70% | 10.76% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 17.26% | -3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.13% | 23.50% | -4.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.17% | 21.04% | -2.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.33% | 23.27% | -3.94% |