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MEMA vs. XCNY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEMA vs. XCNY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Man Active Emerging Markets Alternative ETF (MEMA) and SPDR S&P Emerging Markets ex-China ETF (XCNY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MEMA achieves a 26.01% return, which is significantly higher than XCNY's 19.50% return.


MEMA

1D
-1.65%
1M
5.93%
YTD
26.01%
6M
1Y
3Y*
5Y*
10Y*

XCNY

1D
-1.25%
1M
5.37%
YTD
19.50%
6M
22.65%
1Y
38.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MEMA vs. XCNY - Yearly Performance Comparison


Correlation

The correlation between MEMA and XCNY is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 18, 2025

0.89

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Return for Risk

MEMA vs. XCNY — Risk / Return Rank

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

MEMA

XCNY
XCNY Risk / Return Rank: 6969
Overall Rank
XCNY Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
XCNY Sortino Ratio Rank: 7070
Sortino Ratio Rank
XCNY Omega Ratio Rank: 7171
Omega Ratio Rank
XCNY Calmar Ratio Rank: 6565
Calmar Ratio Rank
XCNY Martin Ratio Rank: 6868
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.

MEMA vs. XCNY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Man Active Emerging Markets Alternative ETF (MEMA) and SPDR S&P Emerging Markets ex-China ETF (XCNY). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

MEMA vs. XCNY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MEMAXCNYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.30

Sharpe Ratio (All Time)

Calculated using the full available price history

3.03

1.18

+1.85

Drawdowns

MEMA vs. XCNY - Drawdown Comparison

The maximum MEMA drawdown since its inception was -13.12%, smaller than the maximum XCNY drawdown of -19.70%. Use the drawdown chart below to compare losses from any high point for MEMA and XCNY.


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Drawdown Indicators


MEMAXCNYDifference

Max Drawdown

Largest peak-to-trough decline

-13.12%

-19.70%

+6.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.86%

Current Drawdown

Current decline from peak

-1.65%

-1.25%

-0.40%

Average Drawdown

Average peak-to-trough decline

-2.70%

-4.14%

+1.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

Volatility

MEMA vs. XCNY - Volatility Comparison


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Volatility by Period


MEMAXCNYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.63%

Volatility (6M)

Calculated over the trailing 6-month period

14.46%

Volatility (1Y)

Calculated over the trailing 1-year period

25.81%

16.62%

+9.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.81%

17.75%

+8.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.81%

17.75%

+8.06%

MEMA vs. XCNY - Expense Ratio Comparison

MEMA has a 0.85% expense ratio, which is higher than XCNY's 0.15% expense ratio.


Dividends

MEMA vs. XCNY - Dividend Comparison

MEMA has not paid dividends to shareholders, while XCNY's dividend yield for the trailing twelve months is around 2.25%.


PositionTTM20252024
MEMA
Man Active Emerging Markets Alternative ETF
0.00%0.00%0.00%
XCNY
SPDR S&P Emerging Markets ex-China ETF
2.25%2.68%1.07%

Frequently Asked Questions


MEMA and XCNY have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XCNY is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XCNY is cheaper with a 0.15% expense ratio, compared with 0.85% for MEMA.

XCNY has the higher dividend yield at 2.25%, compared with 0.00% for MEMA.

They also come from different issuers: Man Group and State Street. Their fees differ too: 0.85% for MEMA and 0.15% for XCNY.

Portfolio Optimizer

Find the right allocation for MEMA and XCNY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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