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MEDX vs. EMES.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEDX vs. EMES.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Horizon Kinetics Medical ETF (MEDX) and iShares J.P. Morgan ESG USD EM Bond UCITS ETF (EMES.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, MEDX achieves a 3.90% return, which is significantly higher than EMES.L's 1.50% return.


MEDX

1D
3.04%
1M
5.53%
YTD
3.90%
6M
3.58%
1Y
32.14%
3Y*
6.55%
5Y*
10Y*

EMES.L

1D
0.06%
1M
1.02%
YTD
1.50%
6M
2.10%
1Y
10.68%
3Y*
9.03%
5Y*
1.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEDX vs. EMES.L - Yearly Performance Comparison


2026 (YTD)202520242023
MEDX
Horizon Kinetics Medical ETF
3.90%28.62%-4.68%-6.22%
EMES.L
iShares J.P. Morgan ESG USD EM Bond UCITS ETF
1.50%13.10%5.45%6.22%

Correlation

The correlation between MEDX and EMES.L is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.23

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

0.26

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2023

0.25

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Return for Risk

MEDX vs. EMES.L — Risk / Return Rank

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

MEDX
MEDX Risk / Return Rank: 5555
Overall Rank
MEDX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
MEDX Sortino Ratio Rank: 5959
Sortino Ratio Rank
MEDX Omega Ratio Rank: 5050
Omega Ratio Rank
MEDX Calmar Ratio Rank: 6363
Calmar Ratio Rank
MEDX Martin Ratio Rank: 5151
Martin Ratio Rank

EMES.L
EMES.L Risk / Return Rank: 5959
Overall Rank
EMES.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EMES.L Sortino Ratio Rank: 6464
Sortino Ratio Rank
EMES.L Omega Ratio Rank: 6565
Omega Ratio Rank
EMES.L Calmar Ratio Rank: 4949
Calmar Ratio Rank
EMES.L Martin Ratio Rank: 5757
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.

MEDX vs. EMES.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Horizon Kinetics Medical ETF (MEDX) and iShares J.P. Morgan ESG USD EM Bond UCITS ETF (EMES.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.


MEDXEMES.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.31

1.39

-0.08

Calmar ratioReturn relative to maximum drawdown

3.06

2.38

+0.69

Martin ratioReturn relative to average drawdown

8.51

9.84

-1.33

MEDX vs. EMES.L - Sharpe Ratio Comparison

The current MEDX Sharpe Ratio is 1.78, which is comparable to the EMES.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of MEDX and EMES.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


MEDXEMES.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

1.95

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.35

-0.02

Drawdowns

MEDX vs. EMES.L - Drawdown Comparison

The maximum MEDX drawdown since its inception was -23.10%, smaller than the maximum EMES.L drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for MEDX and EMES.L.


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Drawdown Indicators


MEDXEMES.LDifference

Max Drawdown

Largest peak-to-trough decline

-23.10%

-28.84%

+5.74%

Max Drawdown (1Y)

Largest decline over 1 year

-10.54%

-4.48%

-6.06%

Max Drawdown (3Y)

Largest decline over 3 years

-23.10%

-7.22%

-15.88%

Max Drawdown (5Y)

Largest decline over 5 years

-28.84%

Current Drawdown

Current decline from peak

-2.68%

-0.35%

-2.33%

Average Drawdown

Average peak-to-trough decline

-6.72%

-7.85%

+1.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

1.08%

+2.71%

Volatility

MEDX vs. EMES.L - Volatility Comparison

Horizon Kinetics Medical ETF (MEDX) has a higher volatility of 5.68% compared to iShares J.P. Morgan ESG USD EM Bond UCITS ETF (EMES.L) at 2.26%. This indicates that MEDX's price experiences larger fluctuations and is considered to be riskier than EMES.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEDXEMES.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.68%

2.26%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.41%

4.55%

+8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

18.12%

5.47%

+12.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.04%

8.28%

+8.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.04%

9.24%

+7.80%

MEDX vs. EMES.L - Expense Ratio Comparison

MEDX has a 0.85% expense ratio, which is higher than EMES.L's 0.45% expense ratio.


Dividends

MEDX vs. EMES.L - Dividend Comparison

MEDX's dividend yield for the trailing twelve months is around 1.19%, less than EMES.L's 5.78% yield.


PositionTTM20252024202320222021202020192018
EMES.L
iShares J.P. Morgan ESG USD EM Bond UCITS ETF
5.78%5.78%5.45%5.41%5.03%3.48%3.49%4.60%0.50%
MEDX
Horizon Kinetics Medical ETF
1.19%1.23%1.92%4.94%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MEDX and EMES.L have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMES.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMES.L is cheaper with a 0.45% expense ratio, compared with 0.85% for MEDX.

MEDX is categorized as Health & Biotech Equities, while EMES.L is Emerging Markets Bonds. They also come from different issuers: Horizon and iShares. Their fees differ too: 0.85% for MEDX and 0.45% for EMES.L.

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