MXFP.L vs. E127.L
Compare and contrast key facts about Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) and Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L).
MXFP.L and E127.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MXFP.L is a passively managed fund by Invesco that tracks the performance of the MSCI EM NR USD. It was launched on Apr 26, 2010. E127.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Mar 24, 2023. Both MXFP.L and E127.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
MXFP.L vs. E127.L - Performance Comparison
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MXFP.L vs. E127.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MXFP.L Invesco MSCI Emerging Markets UCITS ETF | 5.95% | 24.86% | 8.78% | 2.95% | -10.46% | -1.96% | 25.54% |
E127.L Amundi MSCI Emerging Markets II UCITS ETF Dist | 6.19% | 25.81% | 10.12% | 3.48% | -9.65% | -1.28% | 23.50% |
Different Trading Currencies
MXFP.L is traded in GBp, while E127.L is traded in GBP. To make them comparable, the E127.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
The year-to-date returns for both investments are quite close, with MXFP.L having a 5.95% return and E127.L slightly higher at 6.19%.
MXFP.L
- 1D
- 3.30%
- 1M
- -5.28%
- YTD
- 5.95%
- 6M
- 10.44%
- 1Y
- 30.70%
- 3Y*
- 13.64%
- 5Y*
- 4.85%
- 10Y*
- 8.69%
E127.L
- 1D
- 3.29%
- 1M
- -5.21%
- YTD
- 6.19%
- 6M
- 10.87%
- 1Y
- 31.94%
- 3Y*
- 14.68%
- 5Y*
- 5.77%
- 10Y*
- —
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MXFP.L vs. E127.L - Expense Ratio Comparison
MXFP.L has a 0.19% expense ratio, which is higher than E127.L's 0.14% 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
MXFP.L vs. E127.L — Risk / Return Rank
MXFP.L
E127.L
MXFP.L vs. E127.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) and Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.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.
| MXFP.L | E127.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 1.93 | -0.08 |
Sortino ratioReturn per unit of downside risk | 2.37 | 2.47 | -0.09 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.37 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.93 | 3.01 | -0.08 |
Martin ratioReturn relative to average drawdown | 10.22 | 10.76 | -0.54 |
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
| MXFP.L | E127.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 1.93 | -0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.37 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.58 | -0.05 |
Correlation
The correlation between MXFP.L and E127.L is 0.99, 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
MXFP.L vs. E127.L - Dividend Comparison
MXFP.L has not paid dividends to shareholders, while E127.L's dividend yield for the trailing twelve months is around 2.32%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MXFP.L Invesco MSCI Emerging Markets UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
E127.L Amundi MSCI Emerging Markets II UCITS ETF Dist | 2.32% | 2.47% | 4.04% | 4.40% | 2.79% | 2.25% |
Drawdowns
MXFP.L vs. E127.L - Drawdown Comparison
The maximum MXFP.L drawdown since its inception was -27.23%, roughly equal to the maximum E127.L drawdown of -26.68%. Use the drawdown chart below to compare losses from any high point for MXFP.L and E127.L.
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Drawdown Indicators
| MXFP.L | E127.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.23% | -26.68% | -0.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.72% | -10.82% | +0.10% |
Max Drawdown (5Y)Largest decline over 5 years | -23.92% | -22.89% | -1.03% |
Max Drawdown (10Y)Largest decline over 10 years | -27.23% | — | — |
Current DrawdownCurrent decline from peak | -7.29% | -7.32% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -10.59% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.02% | +0.04% |
Volatility
MXFP.L vs. E127.L - Volatility Comparison
Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) and Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) have volatilities of 7.10% and 7.17%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXFP.L | E127.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 7.17% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 12.57% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 16.53% | +0.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 15.81% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 16.12% | +1.70% |