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MXFP.L vs. E127.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXFP.L vs. E127.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) and Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L). The values are adjusted to include any dividend payments, if applicable.

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MXFP.L vs. E127.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

MXFP.L
MXFP.L Risk / Return Rank: 8585
Overall Rank
MXFP.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
MXFP.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
MXFP.L Omega Ratio Rank: 8484
Omega Ratio Rank
MXFP.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
MXFP.L Martin Ratio Rank: 8282
Martin Ratio Rank

E127.L
E127.L Risk / Return Rank: 8787
Overall Rank
E127.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
E127.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
E127.L Omega Ratio Rank: 8787
Omega Ratio Rank
E127.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
E127.L Martin Ratio Rank: 8484
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.

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.LE127.LDifference

Sharpe ratio

Return per unit of total volatility

1.84

1.93

-0.08

Sortino ratio

Return per unit of downside risk

2.37

2.47

-0.09

Omega ratio

Gain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratio

Return relative to maximum drawdown

2.93

3.01

-0.08

Martin ratio

Return relative to average drawdown

10.22

10.76

-0.54

MXFP.L vs. E127.L - Sharpe Ratio Comparison

The current MXFP.L Sharpe Ratio is 1.84, which is comparable to the E127.L Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of MXFP.L and E127.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXFP.LE127.LDifference

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%.


TTM20252024202320222021
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.LE127.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-7.29%

-7.32%

+0.03%

Average Drawdown

Average peak-to-trough decline

-9.11%

-10.59%

+1.48%

Ulcer Index

Depth 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.LE127.LDifference

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%