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LEML.L vs. UC79.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEML.L vs. UC79.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.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, LEML.L achieves a 25.85% return, which is significantly lower than UC79.L's 33.24% return. Both investments have delivered pretty close results over the past 10 years, with LEML.L having a 10.54% annualized return and UC79.L not far ahead at 10.59%.


LEML.L

1D
-1.66%
1M
6.29%
YTD
25.85%
6M
27.98%
1Y
53.27%
3Y*
20.41%
5Y*
8.13%
10Y*
10.54%

UC79.L

1D
-1.64%
1M
8.63%
YTD
33.24%
6M
35.28%
1Y
64.62%
3Y*
24.35%
5Y*
10.24%
10Y*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LEML.L vs. UC79.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
25.85%24.60%8.72%2.68%-10.69%-1.92%13.57%13.03%-9.98%24.60%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
33.24%26.95%10.88%1.14%-11.74%0.32%13.27%6.70%-5.60%20.39%

Correlation

The correlation between LEML.L and UC79.L is 0.94, 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

0.94

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

0.94

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

0.95

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

0.93

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2014

0.93

The correlation between LEML.L and UC79.L has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

LEML.L vs. UC79.L - Sectors Allocation Comparison


Sectors
LEML.L
UC79.L

Technology

36.9%
38.0%

Financial Services

19.5%
22.6%

Consumer Cyclical

9.6%
11.0%

Industrials

7.5%
8.3%

Communication Services

6.9%
8.0%

Basic Materials

6.6%
3.3%

Energy

4.1%
0.2%

Consumer Defensive

3.0%
2.8%

Healthcare

2.9%
3.6%

Utilities

2.1%
1.0%

Real Estate

1.0%
1.3%

Technology

LEML.L
36.9%
UC79.L
38.0%

Financial Services

LEML.L
19.5%
UC79.L
22.6%

Consumer Cyclical

LEML.L
9.6%
UC79.L
11.0%

Industrials

LEML.L
7.5%
UC79.L
8.3%

Communication Services

LEML.L
6.9%
UC79.L
8.0%

Basic Materials

LEML.L
6.6%
UC79.L
3.3%

Energy

LEML.L
4.1%
UC79.L
0.2%

Consumer Defensive

LEML.L
3.0%
UC79.L
2.8%

Healthcare

LEML.L
2.9%
UC79.L
3.6%

Utilities

LEML.L
2.1%
UC79.L
1.0%

Real Estate

LEML.L
1.0%
UC79.L
1.3%

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Return for Risk

LEML.L vs. UC79.L — Risk / Return Rank

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

LEML.L
LEML.L Risk / Return Rank: 8888
Overall Rank
LEML.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
LEML.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
LEML.L Omega Ratio Rank: 9191
Omega Ratio Rank
LEML.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
LEML.L Martin Ratio Rank: 8484
Martin Ratio Rank

UC79.L
UC79.L Risk / Return Rank: 5252
Overall Rank
UC79.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UC79.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
UC79.L Omega Ratio Rank: 9090
Omega Ratio Rank
UC79.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
UC79.L Martin Ratio Rank: 3131
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.

LEML.L vs. UC79.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) and UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.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.


LEML.LUC79.LDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+1.76

Omega ratioGain probability vs. loss probability

1.58

1.57

+0.01

Calmar ratioReturn relative to maximum drawdown

4.87

2.48

+2.39

Martin ratioReturn relative to average drawdown

16.96

4.47

+12.49

LEML.L vs. UC79.L - Sharpe Ratio Comparison

The current LEML.L Sharpe Ratio is 3.14, which is higher than the UC79.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of LEML.L and UC79.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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Sharpe Ratios by Period


LEML.LUC79.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.14

1.44

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.41

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.42

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.15

+0.27

Drawdowns

LEML.L vs. UC79.L - Drawdown Comparison

The maximum LEML.L drawdown since its inception was -31.91%, smaller than the maximum UC79.L drawdown of -53.04%. Use the drawdown chart below to compare losses from any high point for LEML.L and UC79.L.


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Drawdown Indicators


LEML.LUC79.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.91%

-53.04%

+21.13%

Max Drawdown (1Y)

Largest decline over 1 year

-10.89%

-25.91%

+15.02%

Max Drawdown (3Y)

Largest decline over 3 years

-15.34%

-25.91%

+10.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.14%

-25.91%

+1.77%

Max Drawdown (10Y)

Largest decline over 10 years

-27.59%

-39.46%

+11.87%

Current Drawdown

Current decline from peak

-2.51%

-2.45%

-0.06%

Average Drawdown

Average peak-to-trough decline

-10.48%

-21.80%

+11.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.13%

14.42%

-11.29%

Volatility

LEML.L vs. UC79.L - Volatility Comparison

The current volatility for Lyxor MSCI Emerging Markets UCITS ETF - Acc USD (LEML.L) is 7.42%, while UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) has a volatility of 8.44%. This indicates that LEML.L experiences smaller price fluctuations and is considered to be less risky than UC79.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LEML.LUC79.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

8.44%

-1.02%

Volatility (6M)

Calculated over the trailing 6-month period

14.42%

15.21%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.89%

44.59%

-27.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

24.99%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

25.01%

-7.07%

LEML.L vs. UC79.L - Expense Ratio Comparison

LEML.L has a 0.55% expense ratio, which is higher than UC79.L's 0.27% expense ratio.


Dividends

LEML.L vs. UC79.L - Dividend Comparison

LEML.L has not paid dividends to shareholders, while UC79.L's dividend yield for the trailing twelve months is around 1.59%.


PositionTTM20252024202320222021202020192018201720162015
LEML.L
Lyxor MSCI Emerging Markets UCITS ETF - Acc USD
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis
1.59%2.14%1.79%2.38%2.06%1.35%1.81%2.11%2.11%1.97%2.15%1.60%

Frequently Asked Questions


With a correlation of 0.94, LEML.L and UC79.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, UC79.L is cheaper at 0.27% per year. The better choice depends on whether you care most about return, fees, risk, or income.

UC79.L is cheaper with a 0.27% expense ratio, compared with 0.55% for LEML.L.

Both ETFs track MSCI EM NR USD. They also come from different issuers: Amundi and UBS. Their fees differ too: 0.55% for LEML.L and 0.27% for UC79.L.

Portfolio Optimizer

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