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SEDY.L vs. EMV.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SEDY.L vs. EMV.L

Last updated Jun 5, 2026

SEDY.L (iShares Emerging Markets Dividend UCITS ETF) and EMV.L (iShares Edge MSCI EM Minimum Volatility UCITS ETF) are both Emerging Markets Equities funds from iShares tracking the MSCI EM NR USD. Both are passively managed. Over the past 10 years, SEDY.L returned 8.20%/yr vs 7.24%/yr for EMV.L. Their correlation of 0.81 suggests significant overlap in exposure. SEDY.L charges 0.65%/yr vs 0.40%/yr for EMV.L.

Performance

SEDY.L vs. EMV.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Emerging Markets Dividend UCITS ETF (SEDY.L) and iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SEDY.L achieves a 10.72% return, which is significantly lower than EMV.L's 17.59% return. Over the past 10 years, SEDY.L has outperformed EMV.L with an annualized return of 8.20%, while EMV.L has yielded a comparatively lower 7.24% annualized return.

SEDY.L

1D
-0.38%
1M
-1.17%
YTD
10.72%
6M
10.19%
1Y
29.05%
3Y*
17.66%
5Y*
5.46%
10Y*
8.20%

EMV.L

1D
-1.01%
1M
5.53%
YTD
17.59%
6M
17.45%
1Y
26.13%
3Y*
11.29%
5Y*
6.63%
10Y*
7.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SEDY.L vs. EMV.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SEDY.L
iShares Emerging Markets Dividend UCITS ETF		10.72%18.69%8.71%13.01%-22.64%12.64%-5.85%10.44%0.26%14.72%
EMV.L
iShares Edge MSCI EM Minimum Volatility UCITS ETF		17.59%5.04%10.84%1.45%-4.20%5.93%4.08%3.48%-0.20%15.47%

Correlation

The correlation between SEDY.L and EMV.L is 0.67, 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

0.67

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

0.69

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

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2012

0.81

The correlation between SEDY.L and EMV.L shifts across timeframes, from 0.67 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.

SEDY.L vs. EMV.L - Sectors Allocation Comparison

Sectors
SEDY.L
EMV.L

Financial Services

28.6%
18.9%

Energy

18.2%
3.6%

Industrials

17.3%
6.2%

Basic Materials

8.7%
2.9%

Technology

8.3%
32.4%

Utilities

7.2%
4.7%

Consumer Cyclical

4.2%
6.7%

Real Estate

3.8%
0.6%

Consumer Defensive

2.2%
6.9%

Communication Services

1.6%
11.0%

Healthcare

-

6.1%

Financial Services

SEDY.L
28.6%
EMV.L
18.9%

Energy

SEDY.L
18.2%
EMV.L
3.6%

Industrials

SEDY.L
17.3%
EMV.L
6.2%

Basic Materials

SEDY.L
8.7%
EMV.L
2.9%

Technology

SEDY.L
8.3%
EMV.L
32.4%

Utilities

SEDY.L
7.2%
EMV.L
4.7%

Consumer Cyclical

SEDY.L
4.2%
EMV.L
6.7%

Real Estate

SEDY.L
3.8%
EMV.L
0.6%

Consumer Defensive

SEDY.L
2.2%
EMV.L
6.9%

Communication Services

SEDY.L
1.6%
EMV.L
11.0%

Healthcare

SEDY.L

-

EMV.L
6.1%

Compare stocks, funds, or ETFs

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iShares Emerging Markets Dividend UCITS ETF

iShares Edge MSCI EM Minimum Volatility UCITS ETF

Often compared with SEDY.L:
SEDY.L vs. SEML.LSEDY.L vs. SCHDSEDY.L vs. IIND.LSEDY.L vs. CUKX.LSEDY.L vs. VHYG.LSEDY.L vs. IEMGSEDY.L vs. IDAP.L
Often compared with EMV.L:
EMV.L vs. CEA1.LEMV.L vs. EMIM.LEMV.L vs. NDIA.LEMV.L vs. XDEQ.LEMV.L vs. FEMQ.LEMV.L vs. ZEM.TOEMV.L vs. MXFP.L

Return for Risk

SEDY.L vs. EMV.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SEDY.L
SEDY.L Risk / Return Rank: 8181
Overall Rank
SEDY.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SEDY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SEDY.L Omega Ratio Rank: 7777
Omega Ratio Rank
SEDY.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
SEDY.L Martin Ratio Rank: 8181
Martin Ratio Rank
EMV.L
EMV.L Risk / Return Rank: 6969
Overall Rank
EMV.L Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
EMV.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
EMV.L Omega Ratio Rank: 7474
Omega Ratio Rank
EMV.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
EMV.L Martin Ratio Rank: 6262
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.

SEDY.L vs. EMV.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend UCITS ETF (SEDY.L) and iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.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.

SEDY.LEMV.LDifference
Sharpe ratioReturn per unit of total volatility
2.53
2.29

+0.24

Sortino ratioReturn per unit of downside risk
3.51
3.17

+0.34

Omega ratioGain probability vs. loss probability

1.45

1.43

+0.01

Calmar ratioReturn relative to maximum drawdown

5.95

3.28

+2.67

Martin ratioReturn relative to average drawdown

15.57

11.15

+4.43

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

SEDY.L vs. EMV.L - Sharpe Ratio Comparison

The current SEDY.L Sharpe Ratio is 2.53, which is comparable to the EMV.L Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of SEDY.L and EMV.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

SEDY.LEMV.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.53

2.29

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.61

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.54

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.41

-0.11

Drawdowns

SEDY.L vs. EMV.L - Drawdown Comparison

The maximum SEDY.L drawdown since its inception was -43.56%, which is greater than EMV.L's maximum drawdown of -28.68%. Use the drawdown chart below to compare losses from any high point for SEDY.L and EMV.L.

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Drawdown Indicators

SEDY.LEMV.LDifference

Max Drawdown

Largest peak-to-trough decline

-43.56%

-28.68%

-14.88%

Max Drawdown (1Y)

Largest decline over 1 year

-4.86%

-7.93%

+3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-11.92%

-11.19%

-0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-29.66%

-11.19%

-18.47%

Max Drawdown (10Y)

Largest decline over 10 years

-30.39%

-22.59%

-7.80%

Current Drawdown

Current decline from peak

-3.28%

-1.54%

-1.74%

Average Drawdown

Average peak-to-trough decline

-12.16%

-5.90%

-6.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.34%

-0.48%

Volatility

SEDY.L vs. EMV.L - Volatility Comparison

The current volatility for iShares Emerging Markets Dividend UCITS ETF (SEDY.L) is 4.19%, while iShares Edge MSCI EM Minimum Volatility UCITS ETF (EMV.L) has a volatility of 4.60%. This indicates that SEDY.L experiences smaller price fluctuations and is considered to be less risky than EMV.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SEDY.LEMV.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.19%

4.60%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

9.07%

9.74%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

11.43%

11.37%

+0.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.75%

10.94%

+3.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

13.28%

+2.94%

SEDY.L vs. EMV.L - Expense Ratio Comparison

SEDY.L has a 0.65% expense ratio, which is higher than EMV.L's 0.40% expense ratio.

Dividends

SEDY.L vs. EMV.L - Dividend Comparison

SEDY.L's dividend yield for the trailing twelve months is around 5.28%, while EMV.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
EMV.L
iShares Edge MSCI EM Minimum Volatility UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF		5.28%5.72%7.74%7.98%9.33%6.41%5.11%5.84%5.54%4.08%4.25%6.31%

Frequently Asked Questions

SEDY.L and EMV.L have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EMV.L is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EMV.L is cheaper with a 0.40% expense ratio, compared with 0.65% for SEDY.L.

Both ETFs track MSCI EM NR USD. Their fees differ too: 0.65% for SEDY.L and 0.40% for EMV.L.

Portfolio Optimizer

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