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MXFS.L vs. 2B76.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXFS.L vs. 2B76.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) and iShares Automation & Robotics UCITS ETF (2B76.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MXFS.L is traded in USD, while 2B76.DE is traded in EUR. To make them comparable, the 2B76.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MXFS.L achieves a 25.90% return, which is significantly lower than 2B76.DE's 28.27% return.


MXFS.L

1D
-1.64%
1M
5.43%
YTD
25.90%
6M
29.15%
1Y
52.52%
3Y*
23.85%
5Y*
7.19%
10Y*
10.25%

2B76.DE

1D
-0.42%
1M
7.79%
YTD
28.27%
6M
26.84%
1Y
46.32%
3Y*
21.91%
5Y*
10.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXFS.L vs. 2B76.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXFS.L
Invesco MSCI Emerging Markets UCITS ETF Acc
25.90%33.98%7.21%7.99%-19.20%-3.47%18.07%19.21%-15.38%35.57%
2B76.DE
iShares Automation & Robotics UCITS ETF
28.27%18.05%5.70%39.23%-34.83%21.84%38.46%38.97%-19.47%47.51%

Correlation

The correlation between MXFS.L and 2B76.DE is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.66

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

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2016

0.64

The correlation between MXFS.L and 2B76.DE has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

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Return for Risk

MXFS.L vs. 2B76.DE — Risk / Return Rank

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

MXFS.L
MXFS.L Risk / Return Rank: 8080
Overall Rank
MXFS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MXFS.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
MXFS.L Omega Ratio Rank: 8181
Omega Ratio Rank
MXFS.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
MXFS.L Martin Ratio Rank: 7878
Martin Ratio Rank

2B76.DE
2B76.DE Risk / Return Rank: 4141
Overall Rank
2B76.DE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
2B76.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
2B76.DE Omega Ratio Rank: 5353
Omega Ratio Rank
2B76.DE Calmar Ratio Rank: 4040
Calmar Ratio Rank
2B76.DE Martin Ratio Rank: 2929
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.

MXFS.L vs. 2B76.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) and iShares Automation & Robotics UCITS ETF (2B76.DE). 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.


MXFS.L2B76.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.48

1.33

+0.14

Calmar ratioReturn relative to maximum drawdown

4.10

1.97

+2.13

Martin ratioReturn relative to average drawdown

15.00

4.28

+10.72

MXFS.L vs. 2B76.DE - Sharpe Ratio Comparison

The current MXFS.L Sharpe Ratio is 2.65, which is higher than the 2B76.DE Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of MXFS.L and 2B76.DE, 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


MXFS.L2B76.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

1.47

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

0.42

-0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.69

-0.37

Drawdowns

MXFS.L vs. 2B76.DE - Drawdown Comparison

The maximum MXFS.L drawdown since its inception was -39.81%, smaller than the maximum 2B76.DE drawdown of -44.51%. Use the drawdown chart below to compare losses from any high point for MXFS.L and 2B76.DE.


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Drawdown Indicators


MXFS.L2B76.DEDifference

Max Drawdown

Largest peak-to-trough decline

-39.81%

-44.51%

+4.70%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-23.44%

+10.68%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

-25.92%

+9.00%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

-44.51%

+7.33%

Max Drawdown (10Y)

Largest decline over 10 years

-39.78%

Current Drawdown

Current decline from peak

-2.80%

-0.42%

-2.38%

Average Drawdown

Average peak-to-trough decline

-15.32%

-11.44%

-3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

10.80%

-7.31%

Volatility

MXFS.L vs. 2B76.DE - Volatility Comparison

Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) has a higher volatility of 8.67% compared to iShares Automation & Robotics UCITS ETF (2B76.DE) at 7.78%. This indicates that MXFS.L's price experiences larger fluctuations and is considered to be riskier than 2B76.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXFS.L2B76.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

7.78%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

17.03%

17.97%

-0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

31.39%

-11.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

25.33%

-5.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

23.42%

-2.80%

MXFS.L vs. 2B76.DE - Expense Ratio Comparison

MXFS.L has a 0.19% expense ratio, which is lower than 2B76.DE's 0.40% expense ratio.


Dividends

MXFS.L vs. 2B76.DE - Dividend Comparison

Neither MXFS.L nor 2B76.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MXFS.L and 2B76.DE have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

MXFS.L is cheaper with a 0.19% expense ratio, compared with 0.40% for 2B76.DE.

MXFS.L is categorized as Emerging Markets Equities, while 2B76.DE is Robotics. MXFS.L tracks MSCI Emerging Markets Total Return (Net) Index, while 2B76.DE tracks iSTOXX® FactSet Automation & Robotics. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for MXFS.L and 0.40% for 2B76.DE.

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