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MXFP.L vs. UC79.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MXFP.L vs. UC79.L

Last updated Jun 5, 2026

MXFP.L (Invesco MSCI Emerging Markets UCITS ETF) and UC79.L (UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis) are both Emerging Markets Equities funds tracking the MSCI EM NR USD, from Invesco and UBS respectively. Both are passively managed. Over the past 10 years, MXFP.L returned 10.75%/yr vs 10.59%/yr for UC79.L. Their correlation of 0.93 suggests significant overlap in exposure. MXFP.L charges 0.19%/yr vs 0.27%/yr for UC79.L.

Performance

MXFP.L vs. UC79.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 UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MXFP.L achieves a 26.12% return, which is significantly lower than UC79.L's 33.24% return. Both investments have delivered pretty close results over the past 10 years, with MXFP.L having a 10.75% annualized return and UC79.L not far behind at 10.59%.

MXFP.L

1D
-1.62%
1M
6.48%
YTD
26.12%
6M
28.40%
1Y
54.01%
3Y*
20.66%
5Y*
8.33%
10Y*
10.75%

UC79.L

1D
-1.64%
1M
8.63%
YTD
33.24%
6M
35.28%
1Y
64.62%
3Y*
24.35%
5Y*
10.24%
10Y*
10.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXFP.L vs. UC79.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MXFP.L
Invesco MSCI Emerging Markets UCITS ETF		26.12%24.86%8.78%2.95%-10.46%-1.96%14.06%12.84%-9.61%24.99%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		33.24%26.95%10.88%1.14%-11.74%0.32%13.27%6.70%-5.60%20.39%

Correlation

The correlation between MXFP.L and UC79.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.94

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2015

0.93

The correlation between MXFP.L and UC79.L has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

MXFP.L vs. UC79.L - Sectors Allocation Comparison

Sectors
MXFP.L
UC79.L

Technology

36.9%
38.0%

Financial Services

19.5%
22.6%

Consumer Cyclical

9.6%
11.0%

Industrials

7.5%
8.3%

Communication Services

6.9%
8.0%

Basic Materials

6.6%
3.3%

Energy

4.1%
0.2%

Consumer Defensive

3.0%
2.8%

Healthcare

2.9%
3.6%

Utilities

2.1%
1.0%

Real Estate

1.0%
1.3%

Technology

MXFP.L
36.9%
UC79.L
38.0%

Financial Services

MXFP.L
19.5%
UC79.L
22.6%

Consumer Cyclical

MXFP.L
9.6%
UC79.L
11.0%

Industrials

MXFP.L
7.5%
UC79.L
8.3%

Communication Services

MXFP.L
6.9%
UC79.L
8.0%

Basic Materials

MXFP.L
6.6%
UC79.L
3.3%

Energy

MXFP.L
4.1%
UC79.L
0.2%

Consumer Defensive

MXFP.L
3.0%
UC79.L
2.8%

Healthcare

MXFP.L
2.9%
UC79.L
3.6%

Utilities

MXFP.L
2.1%
UC79.L
1.0%

Real Estate

MXFP.L
1.0%
UC79.L
1.3%

Compare stocks, funds, or ETFs

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

Invesco MSCI Emerging Markets UCITS ETF

UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis

Often compared with MXFP.L:
MXFP.L vs. EIMI.LMXFP.L vs. QEMMMXFP.L vs. EMIM.LMXFP.L vs. P500.DEMXFP.L vs. FEM.LMXFP.L vs. EMV.LMXFP.L vs. E127.L
Often compared with UC79.L:
UC79.L vs. HMEF.LUC79.L vs. EMV.LUC79.L vs. COPPUC79.L vs. V3AB.LUC79.L vs. HDEM.LUC79.L vs. EUFM.LUC79.L vs. 5ESG.L

Return for Risk

MXFP.L vs. UC79.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: 8989
Overall Rank
MXFP.L Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MXFP.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
MXFP.L Omega Ratio Rank: 9191
Omega Ratio Rank
MXFP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
MXFP.L Martin Ratio Rank: 8686
Martin Ratio Rank
UC79.L
UC79.L Risk / Return Rank: 5252
Overall Rank
UC79.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
UC79.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
UC79.L Omega Ratio Rank: 9090
Omega Ratio Rank
UC79.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
UC79.L Martin Ratio Rank: 3131
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. UC79.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 UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.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.LUC79.LDifference
Sharpe ratioReturn per unit of total volatility
3.18
1.44

+1.74

Sortino ratioReturn per unit of downside risk
4.08
2.27

+1.81

Omega ratioGain probability vs. loss probability

1.59

1.57

+0.02

Calmar ratioReturn relative to maximum drawdown

5.03

2.48

+2.55

Martin ratioReturn relative to average drawdown

17.75

4.47

+13.29

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MXFP.L vs. UC79.L - Sharpe Ratio Comparison

The current MXFP.L Sharpe Ratio is 3.18, which is higher than the UC79.L Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of MXFP.L and UC79.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

MXFP.LUC79.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.18

1.44

+1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.41

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.42

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.15

+0.46

Drawdowns

MXFP.L vs. UC79.L - Drawdown Comparison

The maximum MXFP.L drawdown since its inception was -27.23%, smaller than the maximum UC79.L drawdown of -53.04%. Use the drawdown chart below to compare losses from any high point for MXFP.L and UC79.L.

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Drawdown Indicators

MXFP.LUC79.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.23%

-53.04%

+25.81%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-25.91%

+15.23%

Max Drawdown (3Y)

Largest decline over 3 years

-15.38%

-25.91%

+10.53%

Max Drawdown (5Y)

Largest decline over 5 years

-23.92%

-25.91%

+1.99%

Max Drawdown (10Y)

Largest decline over 10 years

-27.23%

-39.46%

+12.23%

Current Drawdown

Current decline from peak

-2.51%

-2.45%

-0.06%

Average Drawdown

Average peak-to-trough decline

-8.99%

-21.80%

+12.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

14.42%

-11.39%

Volatility

MXFP.L vs. UC79.L - Volatility Comparison

The current volatility for Invesco MSCI Emerging Markets UCITS ETF (MXFP.L) is 7.48%, while UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis (UC79.L) has a volatility of 8.44%. This indicates that MXFP.L experiences smaller price fluctuations and is considered to be less risky than UC79.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.LUC79.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.48%

8.44%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

15.21%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

44.59%

-27.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.21%

24.99%

-8.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

25.01%

-7.02%

MXFP.L vs. UC79.L - Expense Ratio Comparison

MXFP.L has a 0.19% expense ratio, which is lower than UC79.L's 0.27% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

MXFP.L vs. UC79.L - Dividend Comparison

MXFP.L has not paid dividends to shareholders, while UC79.L's dividend yield for the trailing twelve months is around 1.59%.

PositionTTM20252024202320222021202020192018201720162015
MXFP.L
Invesco MSCI Emerging Markets UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UC79.L
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		1.59%2.14%1.79%2.38%2.06%1.35%1.81%2.11%2.11%1.97%2.15%1.60%

Frequently Asked Questions

With a correlation of 0.93, MXFP.L and UC79.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, MXFP.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MXFP.L is cheaper with a 0.19% expense ratio, compared with 0.27% for UC79.L.

Both ETFs track MSCI EM NR USD. They also come from different issuers: Invesco and UBS. Their fees differ too: 0.19% for MXFP.L and 0.27% for UC79.L.

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