MXFS.L vs. PRAM.L
Compare and contrast key facts about Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) and Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L).
MXFS.L and PRAM.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. PRAM.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Sep 14, 2021. Both MXFS.L and PRAM.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. PRAM.L - Performance Comparison
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MXFS.L vs. PRAM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MXFS.L Invesco MSCI Emerging Markets UCITS ETF Acc | 5.04% | 33.98% | 7.21% | 7.99% | -19.20% | 1.43% |
PRAM.L Amundi Prime Emerging Markets UCITS ETF DR (C) | 4.55% | 32.60% | 7.14% | 9.82% | -16.79% | 0.00% |
Returns By Period
In the year-to-date period, MXFS.L achieves a 5.04% return, which is significantly higher than PRAM.L's 4.55% 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%
PRAM.L
- 1D
- 3.76%
- 1M
- -6.19%
- YTD
- 4.55%
- 6M
- 8.38%
- 1Y
- 34.17%
- 3Y*
- 16.56%
- 5Y*
- —
- 10Y*
- —
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MXFS.L vs. PRAM.L - Expense Ratio Comparison
MXFS.L has a 0.19% expense ratio, which is higher than PRAM.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MXFS.L vs. PRAM.L — Risk / Return Rank
MXFS.L
PRAM.L
MXFS.L vs. PRAM.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 Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.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 | PRAM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 1.83 | -0.02 |
Sortino ratioReturn per unit of downside risk | 2.37 | 2.39 | -0.02 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.73 | +0.01 |
Martin ratioReturn relative to average drawdown | 10.15 | 10.08 | +0.07 |
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 | PRAM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.83 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | — | — |
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 | 0.50 | -0.24 |
Correlation
The correlation between MXFS.L and PRAM.L is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MXFS.L vs. PRAM.L - Dividend Comparison
Neither MXFS.L nor PRAM.L has paid dividends to shareholders.
Drawdowns
MXFS.L vs. PRAM.L - Drawdown Comparison
The maximum MXFS.L drawdown since its inception was -39.81%, which is greater than PRAM.L's maximum drawdown of -28.74%. Use the drawdown chart below to compare losses from any high point for MXFS.L and PRAM.L.
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Drawdown Indicators
| MXFS.L | PRAM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.81% | -28.74% | -11.07% |
Max Drawdown (1Y)Largest decline over 1 year | -12.76% | -12.53% | -0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -37.38% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.78% | — | — |
Current DrawdownCurrent decline from peak | -8.61% | -8.93% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -15.47% | -8.96% | -6.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 3.40% | +0.05% |
Volatility
MXFS.L vs. PRAM.L - Volatility Comparison
Invesco MSCI Emerging Markets UCITS ETF Acc (MXFS.L) has a higher volatility of 8.64% compared to Amundi Prime Emerging Markets UCITS ETF DR (C) (PRAM.L) at 8.19%. This indicates that MXFS.L's price experiences larger fluctuations and is considered to be riskier than PRAM.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 | PRAM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 8.19% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 14.16% | 13.83% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.28% | 18.63% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.06% | 20.96% | -1.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.42% | 20.96% | -0.54% |