MXFP.L vs. EMV.L
Compare and contrast key facts about Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) and iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.L).
MXFP.L and EMV.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. EMV.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Nov 30, 2012. Both MXFP.L and EMV.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. EMV.L - Performance Comparison
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MXFP.L vs. EMV.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXFP.L Invesco MSCI Emerging Markets UCITS ETF | 5.95% | 24.86% | 8.78% | 2.95% | -10.46% | -1.96% | 14.06% | 12.84% | -9.61% | 24.99% |
EMV.L iShares Edge MSCI EM Minimum Volatility UCITS ETF | 2.37% | 5.04% | 10.84% | 1.45% | -4.20% | 5.93% | 4.08% | 3.48% | -0.20% | 15.47% |
Returns By Period
In the year-to-date period, MXFP.L achieves a 5.95% return, which is significantly higher than EMV.L's 2.37% return. Over the past 10 years, MXFP.L has outperformed EMV.L with an annualized return of 8.69%, while EMV.L has yielded a comparatively lower 5.66% annualized return.
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%
EMV.L
- 1D
- 1.78%
- 1M
- -3.11%
- YTD
- 2.37%
- 6M
- 4.31%
- 1Y
- 10.02%
- 3Y*
- 6.53%
- 5Y*
- 3.78%
- 10Y*
- 5.66%
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MXFP.L vs. EMV.L - Expense Ratio Comparison
MXFP.L has a 0.19% expense ratio, which is lower than EMV.L's 0.40% expense ratio.
Return for Risk
MXFP.L vs. EMV.L — Risk / Return Rank
MXFP.L
EMV.L
MXFP.L vs. EMV.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 iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.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 | EMV.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.88 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.37 | 1.23 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.17 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.93 | 1.27 | +1.66 |
Martin ratioReturn relative to average drawdown | 10.22 | 4.24 | +5.98 |
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 | EMV.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.84 | 0.88 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.35 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.43 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.33 | +0.19 |
Correlation
The correlation between MXFP.L and EMV.L is 0.90, 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. EMV.L - Dividend Comparison
Neither MXFP.L nor EMV.L has paid dividends to shareholders.
Drawdowns
MXFP.L vs. EMV.L - Drawdown Comparison
The maximum MXFP.L drawdown since its inception was -27.23%, smaller than the maximum EMV.L drawdown of -28.68%. Use the drawdown chart below to compare losses from any high point for MXFP.L and EMV.L.
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Drawdown Indicators
| MXFP.L | EMV.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.23% | -28.68% | +1.45% |
Max Drawdown (1Y)Largest decline over 1 year | -10.72% | -7.93% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -23.92% | -11.19% | -12.73% |
Max Drawdown (10Y)Largest decline over 10 years | -27.23% | -22.59% | -4.64% |
Current DrawdownCurrent decline from peak | -7.29% | -5.60% | -1.69% |
Average DrawdownAverage peak-to-trough decline | -9.11% | -5.97% | -3.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 2.37% | +0.69% |
Volatility
MXFP.L vs. EMV.L - Volatility Comparison
Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) has a higher volatility of 7.10% compared to iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.L) at 4.60%. This indicates that MXFP.L's price experiences larger fluctuations and is considered to be riskier than EMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXFP.L | EMV.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 4.60% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 12.58% | 8.56% | +4.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 11.30% | +5.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.82% | 10.73% | +5.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.82% | 13.20% | +4.62% |