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MXFS.L vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXFS.L vs. IBIT - 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 Bitcoin Trust ETF (IBIT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MXFS.L achieves a 25.90% return, which is significantly higher than IBIT's -27.45% 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%

IBIT

1D
-2.65%
1M
-22.17%
YTD
-27.45%
6M
-31.40%
1Y
-39.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXFS.L vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
MXFS.L
Invesco MSCI Emerging Markets UCITS ETF Acc
25.90%33.98%10.96%
IBIT
iShares Bitcoin Trust ETF
-27.45%-6.41%99.21%

Correlation

The correlation between MXFS.L and IBIT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.26

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Return for Risk

MXFS.L vs. IBIT — 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

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - 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 Bitcoin Trust ETF (IBIT). 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.LIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.56

Sortino ratioReturn per unit of downside risk

+4.79

Omega ratioGain probability vs. loss probability

1.48

0.86

+0.62

Calmar ratioReturn relative to maximum drawdown

4.10

-0.80

+4.90

Martin ratioReturn relative to average drawdown

15.00

-1.39

+16.38

MXFS.L vs. IBIT - Sharpe Ratio Comparison

The current MXFS.L Sharpe Ratio is 2.65, which is higher than the IBIT Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of MXFS.L and IBIT, 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.LIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

-0.91

+3.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

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

0.27

+0.05

Drawdowns

MXFS.L vs. IBIT - Drawdown Comparison

The maximum MXFS.L drawdown since its inception was -39.81%, smaller than the maximum IBIT drawdown of -49.47%. Use the drawdown chart below to compare losses from any high point for MXFS.L and IBIT.


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Drawdown Indicators


MXFS.LIBITDifference

Max Drawdown

Largest peak-to-trough decline

-39.81%

-49.47%

+9.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-49.47%

+36.71%

Max Drawdown (3Y)

Largest decline over 3 years

-16.92%

Max Drawdown (5Y)

Largest decline over 5 years

-37.18%

Max Drawdown (10Y)

Largest decline over 10 years

-39.78%

Current Drawdown

Current decline from peak

-2.80%

-49.47%

+46.67%

Average Drawdown

Average peak-to-trough decline

-15.32%

-16.07%

+0.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

28.61%

-25.12%

Volatility

MXFS.L vs. IBIT - Volatility Comparison

The current volatility for Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) is 8.67%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.14%. This indicates that MXFS.L experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXFS.LIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.67%

9.14%

-0.47%

Volatility (6M)

Calculated over the trailing 6-month period

17.03%

33.89%

-16.86%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

43.76%

-23.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.62%

50.18%

-30.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.62%

50.18%

-29.56%

MXFS.L vs. IBIT - Expense Ratio Comparison

MXFS.L has a 0.19% expense ratio, which is lower than IBIT's 0.25% 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

MXFS.L vs. IBIT - Dividend Comparison

Neither MXFS.L nor IBIT has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


MXFS.L and IBIT have a correlation of 0.34, 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 0.25% for IBIT.

MXFS.L is categorized as Emerging Markets Equities, while IBIT is Cryptocurrency. MXFS.L tracks MSCI Emerging Markets Total Return (Net) Index, while IBIT tracks CME CF Bitcoin Reference Rate - New York Variant. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for MXFS.L and 0.25% for IBIT.

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