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MXFP.L vs. EIMI.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MXFP.L and EIMI.L is 0.94, 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.


-0.50.00.51.00.9

Performance

MXFP.L vs. EIMI.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 iShares Core MSCI EM IMI UCITS ETF (EIMI.L). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
3.61%
2.07%
MXFP.L
EIMI.L

Key characteristics

Sharpe Ratio

MXFP.L:

1.03

EIMI.L:

0.84

Sortino Ratio

MXFP.L:

1.51

EIMI.L:

1.26

Omega Ratio

MXFP.L:

1.19

EIMI.L:

1.15

Calmar Ratio

MXFP.L:

0.74

EIMI.L:

0.56

Martin Ratio

MXFP.L:

4.05

EIMI.L:

2.47

Ulcer Index

MXFP.L:

3.30%

EIMI.L:

4.88%

Daily Std Dev

MXFP.L:

13.00%

EIMI.L:

14.32%

Max Drawdown

MXFP.L:

-27.23%

EIMI.L:

-38.73%

Current Drawdown

MXFP.L:

-5.68%

EIMI.L:

-10.52%

Returns By Period

In the year-to-date period, MXFP.L achieves a 5.79% return, which is significantly higher than EIMI.L's 5.39% return.


MXFP.L

YTD

5.79%

1M

2.98%

6M

8.49%

1Y

14.07%

5Y*

3.77%

10Y*

N/A

EIMI.L

YTD

5.39%

1M

5.05%

6M

3.51%

1Y

12.83%

5Y*

4.16%

10Y*

4.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MXFP.L vs. EIMI.L - Expense Ratio Comparison

MXFP.L has a 0.19% expense ratio, which is higher than EIMI.L's 0.18% 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%.


MXFP.L
Invesco MSCI Emerging Markets UCITS ETF
Expense ratio chart for MXFP.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for EIMI.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

MXFP.L vs. EIMI.L — Risk-Adjusted Performance Rank

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

MXFP.L
The Risk-Adjusted Performance Rank of MXFP.L is 4040
Overall Rank
The Sharpe Ratio Rank of MXFP.L is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of MXFP.L is 4141
Sortino Ratio Rank
The Omega Ratio Rank of MXFP.L is 4040
Omega Ratio Rank
The Calmar Ratio Rank of MXFP.L is 3434
Calmar Ratio Rank
The Martin Ratio Rank of MXFP.L is 4343
Martin Ratio Rank

EIMI.L
The Risk-Adjusted Performance Rank of EIMI.L is 3030
Overall Rank
The Sharpe Ratio Rank of EIMI.L is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of EIMI.L is 3131
Sortino Ratio Rank
The Omega Ratio Rank of EIMI.L is 3232
Omega Ratio Rank
The Calmar Ratio Rank of EIMI.L is 2727
Calmar Ratio Rank
The Martin Ratio Rank of EIMI.L is 2828
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MXFP.L vs. EIMI.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.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.


Sharpe ratio
The chart of Sharpe ratio for MXFP.L, currently valued at 0.90, compared to the broader market0.002.004.000.900.84
The chart of Sortino ratio for MXFP.L, currently valued at 1.36, compared to the broader market-2.000.002.004.006.008.0010.0012.001.361.26
The chart of Omega ratio for MXFP.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.15
The chart of Calmar ratio for MXFP.L, currently valued at 0.52, compared to the broader market0.005.0010.0015.000.520.56
The chart of Martin ratio for MXFP.L, currently valued at 2.67, compared to the broader market0.0020.0040.0060.0080.00100.002.672.47
MXFP.L
EIMI.L

The current MXFP.L Sharpe Ratio is 1.03, which is comparable to the EIMI.L Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of MXFP.L and EIMI.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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2025February
0.90
0.84
MXFP.L
EIMI.L

Dividends

MXFP.L vs. EIMI.L - Dividend Comparison

Neither MXFP.L nor EIMI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MXFP.L vs. EIMI.L - Drawdown Comparison

The maximum MXFP.L drawdown since its inception was -27.23%, smaller than the maximum EIMI.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for MXFP.L and EIMI.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%SeptemberOctoberNovemberDecember2025February
-14.07%
-10.52%
MXFP.L
EIMI.L

Volatility

MXFP.L vs. EIMI.L - Volatility Comparison

Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L) have volatilities of 3.60% and 3.73%, 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.


3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
3.60%
3.73%
MXFP.L
EIMI.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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