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

Performance

SEDY.L vs. LDME.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 L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.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 8.22% return, which is significantly lower than LDME.L's 11.94% return.


SEDY.L

1D
-1.26%
1M
-3.41%
6M
3.76%
YTD
8.22%
1Y
20.45%
3Y*
17.13%
5Y*
5.15%
10Y*
6.16%

LDME.L

1D
-0.95%
1M
-4.00%
6M
8.40%
YTD
11.94%
1Y
21.67%
3Y*
16.11%
5Y*
9.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
SEDY.L
iShares Emerging Markets Dividend UCITS ETF
8.22%18.70%8.71%13.01%-22.64%6.36%
LDME.L
L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis
11.94%16.54%11.33%10.64%-2.34%7,358.59%

Correlation

The correlation between SEDY.L and LDME.L is 0.71, 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

0.71

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

0.76

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

0.77

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.77

The correlation between SEDY.L and LDME.L has been stable across timeframes, ranging from 0.71 to 0.77 - a consistent structural relationship.

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Return for Risk

SEDY.L vs. LDME.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: 6363
Overall Rank
SEDY.L Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SEDY.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
SEDY.L Omega Ratio Rank: 6060
Omega Ratio Rank
SEDY.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
SEDY.L Martin Ratio Rank: 5858
Martin Ratio Rank

LDME.L
LDME.L Risk / Return Rank: 7373
Overall Rank
LDME.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
LDME.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
LDME.L Omega Ratio Rank: 7171
Omega Ratio Rank
LDME.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
LDME.L Martin Ratio Rank: 6565
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. LDME.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 L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SEDY.LLDME.LDifference
Sharpe ratioReturn per unit of total volatility

-0.16

Sortino ratioReturn per unit of downside risk

-0.16

Omega ratioGain probability vs. loss probability

1.30

1.33

-0.04

Calmar ratioReturn relative to maximum drawdown

2.79

3.53

-0.73

Martin ratioReturn relative to average drawdown

8.17

9.38

-1.21

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

The current SEDY.L Sharpe Ratio is 1.72, which is comparable to the LDME.L Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of SEDY.L and LDME.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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Drawdowns

SEDY.L vs. LDME.L - Drawdown Comparison

The maximum SEDY.L drawdown since its inception was -51.33%, which is greater than LDME.L's maximum drawdown of -14.82%. Use the drawdown chart below to compare losses from any high point for SEDY.L and LDME.L.


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Drawdown Indicators


SEDY.LLDME.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.33%

-14.82%

-36.51%

Max Drawdown (1Y)

Largest decline over 1 year

-7.29%

-6.44%

-0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-11.92%

-14.82%

+2.90%

Max Drawdown (5Y)

Largest decline over 5 years

-29.67%

-14.82%

-14.85%

Max Drawdown (10Y)

Largest decline over 10 years

-30.40%

Current Drawdown

Current decline from peak

-5.47%

-5.29%

-0.18%

Average Drawdown

Average peak-to-trough decline

-17.85%

-3.24%

-14.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

2.42%

+0.08%

Volatility

SEDY.L vs. LDME.L - Volatility Comparison

The current volatility for iShares Emerging Markets Dividend UCITS ETF (SEDY.L) is 3.54%, while L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.L) has a volatility of 3.97%. This indicates that SEDY.L experiences smaller price fluctuations and is considered to be less risky than LDME.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.LLDME.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.54%

3.97%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

9.46%

9.77%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

11.86%

12.12%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

12.65%

+2.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.15%

3,216.41%

-3,200.26%

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

SEDY.L has a 0.65% expense ratio, which is higher than LDME.L's 0.45% expense ratio.


Dividends

SEDY.L vs. LDME.L - Dividend Comparison

SEDY.L's dividend yield for the trailing twelve months is around 5.17%, more than LDME.L's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
LDME.L
L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis
2.85%3.04%3.67%3.56%4.57%1.55%0.00%0.00%0.00%0.00%0.00%0.00%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF
5.17%5.72%7.74%7.99%9.32%6.42%5.11%5.84%5.54%4.07%4.25%6.31%

Frequently Asked Questions


SEDY.L and LDME.L have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LDME.L is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LDME.L is cheaper with a 0.45% expense ratio, compared with 0.65% for SEDY.L.

SEDY.L tracks MSCI EM NR USD, while LDME.L tracks L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis. They also come from different issuers: iShares and L&G. Their fees differ too: 0.65% for SEDY.L and 0.45% for LDME.L.

Portfolio Optimizer

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