MXFS.L vs. DEMS.L
Compare and contrast key facts about Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L).
MXFS.L and DEMS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MXFS.L is a passively managed fund by Invesco that tracks the performance of the MSCI Emerging Markets Total Return (Net) Index. It was launched on Apr 26, 2010. DEMS.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI EM NR USD. It was launched on Nov 2, 2016. Both MXFS.L and DEMS.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
MXFS.L vs. DEMS.L - Performance Comparison
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MXFS.L vs. DEMS.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXFS.L Invesco MSCI Emerging Markets UCITS ETF Acc | 5.04% | 33.98% | 7.21% | 7.99% | -19.20% | -3.47% | 18.07% | 19.21% | -15.38% | 35.57% |
DEMS.L WisdomTree Emerging Markets Equity Income UCITS ETF Acc | 5.60% | 20.99% | 5.29% | 20.69% | -13.00% | 14.36% | -6.89% | 19.30% | -8.13% | 26.22% |
Different Trading Currencies
MXFS.L is traded in USD, while DEMS.L is traded in GBp. To make them comparable, the DEMS.L 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 5.04% return, which is significantly lower than DEMS.L's 5.60% return.
MXFS.L
- 1D
- 4.36%
- 1M
- -5.43%
- YTD
- 5.04%
- 6M
- 9.21%
- 1Y
- 34.91%
- 3Y*
- 16.54%
- 5Y*
- 4.10%
- 10Y*
- 8.03%
DEMS.L
- 1D
- 1.78%
- 1M
- -2.57%
- YTD
- 5.60%
- 6M
- 8.53%
- 1Y
- 21.68%
- 3Y*
- 15.61%
- 5Y*
- 8.29%
- 10Y*
- —
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MXFS.L vs. DEMS.L - Expense Ratio Comparison
MXFS.L has a 0.19% expense ratio, which is lower than DEMS.L's 0.46% expense ratio.
Return for Risk
MXFS.L vs. DEMS.L — Risk / Return Rank
MXFS.L
DEMS.L
MXFS.L vs. DEMS.L - 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 WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.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.
| MXFS.L | DEMS.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 1.44 | +0.36 |
Sortino ratioReturn per unit of downside risk | 2.37 | 1.92 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.28 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.09 | +0.66 |
Martin ratioReturn relative to average drawdown | 10.15 | 8.49 | +1.66 |
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
| MXFS.L | DEMS.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.44 | +0.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.55 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.49 | -0.23 |
Correlation
The correlation between MXFS.L and DEMS.L is 0.76, 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
MXFS.L vs. DEMS.L - Dividend Comparison
Neither MXFS.L nor DEMS.L has paid dividends to shareholders.
Drawdowns
MXFS.L vs. DEMS.L - Drawdown Comparison
The maximum MXFS.L drawdown since its inception was -39.81%, which is greater than DEMS.L's maximum drawdown of -37.83%. Use the drawdown chart below to compare losses from any high point for MXFS.L and DEMS.L.
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Drawdown Indicators
| MXFS.L | DEMS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.81% | -29.57% | -10.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -10.56% | -2.20% |
Max Drawdown (5Y)Largest decline over 5 years | -37.38% | -14.79% | -22.59% |
Max Drawdown (10Y)Largest decline over 10 years | -39.78% | — | — |
Current DrawdownCurrent decline from peak | -8.61% | -3.12% | -5.49% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -5.09% | -10.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 2.03% | +1.42% |
Volatility
MXFS.L vs. DEMS.L - Volatility Comparison
Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) has a higher volatility of 8.64% compared to WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L) at 5.11%. This indicates that MXFS.L's price experiences larger fluctuations and is considered to be riskier than DEMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXFS.L | DEMS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 5.11% | +3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 14.16% | 9.44% | +4.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.28% | 14.97% | +4.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 15.06% | +4.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.42% | 16.92% | +3.50% |