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PLD vs. EXCS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

PLD vs. EXCS.L

Last updated Jun 9, 2026

PLD (Prologis, Inc.) is a stock, while EXCS.L (iShares MSCI EM ex-China UCITS ETF USD (Acc)) is Emerging Markets Equities fund tracking the MSCI EM NR USD. Over the past 3 years, PLD returned 9.00%/yr vs 25.66%/yr for EXCS.L. At a 0.28 correlation, their price movements are largely independent.

Performance

PLD vs. EXCS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Prologis, Inc. (PLD) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PLD is traded in USD, while EXCS.L is traded in GBP. To make them comparable, the EXCS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, PLD achieves a 12.74% return, which is significantly lower than EXCS.L's 31.84% return.

PLD

1D
-1.22%
1M
-0.91%
YTD
12.74%
6M
14.51%
1Y
35.80%
3Y*
9.00%
5Y*
5.89%
10Y*
14.19%

EXCS.L

1D
0.49%
1M
-1.41%
YTD
31.84%
6M
36.07%
1Y
61.99%
3Y*
25.66%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

PLD vs. EXCS.L - Yearly Performance Comparison

2026 (YTD)20252024202320222021
PLD
Prologis, Inc.		12.74%25.08%-18.12%21.58%-31.33%12.52%
EXCS.L
iShares MSCI EM ex-China UCITS ETF USD (Acc)		31.84%35.75%3.67%16.90%-18.20%-24.55%

Correlation

The correlation between PLD and EXCS.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.21

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

0.25

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2021

0.28

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Prologis, Inc.

iShares MSCI EM ex-China UCITS ETF USD (Acc)

Often compared with PLD:
PLD vs. VNQPLD vs. STAGPLD vs. PSAPLD vs. VOOPLD vs. EXRPLD vs. CUBEPLD vs. ILPT
Often compared with EXCS.L:
EXCS.L vs. EMIM.LEXCS.L vs. EIMI.LEXCS.L vs. XDEM.LEXCS.L vs. QQQEXCS.L vs. EEMEXCS.L vs. ^GSPCEXCS.L vs. VFEG.L

Return for Risk

PLD vs. EXCS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
PLD
PLD Risk / Return Rank: 8585
Overall Rank
PLD Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PLD Sortino Ratio Rank: 8383
Sortino Ratio Rank
PLD Omega Ratio Rank: 8181
Omega Ratio Rank
PLD Calmar Ratio Rank: 8888
Calmar Ratio Rank
PLD Martin Ratio Rank: 9191
Martin Ratio Rank
EXCS.L
EXCS.L Risk / Return Rank: 9292
Overall Rank
EXCS.L Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
EXCS.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
EXCS.L Omega Ratio Rank: 9393
Omega Ratio Rank
EXCS.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
EXCS.L Martin Ratio Rank: 9191
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.

PLD vs. EXCS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Prologis, Inc. (PLD) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.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.

PLDEXCS.LDifference
Sharpe ratioReturn per unit of total volatility
1.70
2.86

-1.16

Sortino ratioReturn per unit of downside risk
2.47
3.60

-1.13

Omega ratioGain probability vs. loss probability

1.30

1.51

-0.21

Calmar ratioReturn relative to maximum drawdown

3.75

4.40

-0.65

Martin ratioReturn relative to average drawdown

12.35

16.49

-4.14

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

PLD vs. EXCS.L - Sharpe Ratio Comparison

The current PLD Sharpe Ratio is 1.70, which is lower than the EXCS.L Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of PLD and EXCS.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

PLDEXCS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.70

2.86

-1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.22

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.26

+0.08

Drawdowns

PLD vs. EXCS.L - Drawdown Comparison

The maximum PLD drawdown since its inception was -84.70%, which is greater than EXCS.L's maximum drawdown of -44.14%. Use the drawdown chart below to compare losses from any high point for PLD and EXCS.L.

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Drawdown Indicators

PLDEXCS.LDifference

Max Drawdown

Largest peak-to-trough decline

-84.70%

-44.14%

-40.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-14.02%

+4.43%

Max Drawdown (3Y)

Largest decline over 3 years

-31.37%

-19.69%

-11.68%

Max Drawdown (5Y)

Largest decline over 5 years

-43.30%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-43.30%

—

—

Current Drawdown

Current decline from peak

-6.67%

-7.31%

+0.64%

Average Drawdown

Average peak-to-trough decline

-17.36%

-24.42%

+7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

3.75%

-0.84%

Volatility

PLD vs. EXCS.L - Volatility Comparison

The current volatility for Prologis, Inc. (PLD) is 5.54%, while iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) has a volatility of 10.52%. This indicates that PLD experiences smaller price fluctuations and is considered to be less risky than EXCS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

PLDEXCS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.54%

10.52%

-4.98%

Volatility (6M)

Calculated over the trailing 6-month period

14.18%

19.09%

-4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

21.22%

21.59%

-0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

25.81%

+1.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.98%

25.81%

+1.17%

Dividends

PLD vs. EXCS.L - Dividend Comparison

PLD's dividend yield for the trailing twelve months is around 2.87%, while EXCS.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EXCS.L
iShares MSCI EM ex-China UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PLD
Prologis, Inc.		2.87%3.16%3.63%2.61%2.80%1.50%2.33%2.38%3.27%2.73%3.18%3.54%

Frequently Asked Questions

PLD and EXCS.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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