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

Performance

SEMA.L vs. LDME.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM UCITS ETF (Acc) (SEMA.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, SEMA.L achieves a 18.10% return, which is significantly higher than LDME.L's 11.81% return.


SEMA.L

1D
-1.27%
1M
-6.92%
6M
10.77%
YTD
18.10%
1Y
34.95%
3Y*
18.63%
5Y*
7.34%
10Y*
8.66%

LDME.L

1D
-1.07%
1M
-3.32%
6M
6.72%
YTD
11.81%
1Y
22.65%
3Y*
16.06%
5Y*
9.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
18.10%25.09%9.38%3.47%-10.74%-3.42%
LDME.L
L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis
11.81%16.54%11.33%10.64%-2.34%7,358.59%

Correlation

The correlation between SEMA.L and LDME.L is 0.78, 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

0.78

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

0.79

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

0.80

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

0.80

The correlation between SEMA.L and LDME.L has been stable across timeframes, ranging from 0.78 to 0.80 - a consistent structural relationship.

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Return for Risk

SEMA.L vs. LDME.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SEMA.L
SEMA.L Risk / Return Rank: 6868
Overall Rank
SEMA.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SEMA.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
SEMA.L Omega Ratio Rank: 6969
Omega Ratio Rank
SEMA.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
SEMA.L Martin Ratio Rank: 6666
Martin Ratio Rank

LDME.L
LDME.L Risk / Return Rank: 7272
Overall Rank
LDME.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
LDME.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
LDME.L Omega Ratio Rank: 6969
Omega Ratio Rank
LDME.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
LDME.L Martin Ratio Rank: 6666
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.

SEMA.L vs. LDME.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Acc) (SEMA.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.


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

-0.11

Sortino ratioReturn per unit of downside risk

-0.24

Omega ratioGain probability vs. loss probability

1.33

1.33

0.00

Calmar ratioReturn relative to maximum drawdown

3.18

3.50

-0.33

Martin ratioReturn relative to average drawdown

9.33

9.32

+0.01

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

The current SEMA.L Sharpe Ratio is 1.76, which is comparable to the LDME.L Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of SEMA.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

SEMA.L vs. LDME.L - Drawdown Comparison

The maximum SEMA.L drawdown since its inception was -46.27%, 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 SEMA.L and LDME.L.


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Drawdown Indicators


SEMA.LLDME.LDifference

Max Drawdown

Largest peak-to-trough decline

-46.27%

-14.82%

-31.45%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-6.44%

-4.51%

Max Drawdown (3Y)

Largest decline over 3 years

-22.90%

-14.82%

-8.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.90%

-14.82%

-8.08%

Max Drawdown (10Y)

Largest decline over 10 years

-27.06%

Current Drawdown

Current decline from peak

-10.75%

-5.41%

-5.34%

Average Drawdown

Average peak-to-trough decline

-19.54%

-3.24%

-16.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.43%

+1.31%

Volatility

SEMA.L vs. LDME.L - Volatility Comparison

iShares MSCI EM UCITS ETF (Acc) (SEMA.L) has a higher volatility of 8.95% compared to L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis (LDME.L) at 4.00%. This indicates that SEMA.L's price experiences larger fluctuations and is considered to be riskier 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


SEMA.LLDME.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

4.00%

+4.95%

Volatility (6M)

Calculated over the trailing 6-month period

17.71%

9.78%

+7.93%

Volatility (1Y)

Calculated over the trailing 1-year period

19.77%

12.13%

+7.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

12.65%

+8.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.49%

3,216.41%

-3,195.92%

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

SEMA.L has a 0.18% expense ratio, which is lower than LDME.L's 0.45% expense ratio.


Dividends

SEMA.L vs. LDME.L - Dividend Comparison

SEMA.L has not paid dividends to shareholders, while LDME.L's dividend yield for the trailing twelve months is around 2.86%.


PositionTTM20252024202320222021
LDME.L
L&G Emerging Markets Quality Dividends Equal Weight ETF USD Dis
2.86%3.04%3.67%3.56%4.57%1.55%
SEMA.L
iShares MSCI EM UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SEMA.L and LDME.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SEMA.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SEMA.L is cheaper with a 0.18% expense ratio, compared with 0.45% for LDME.L.

SEMA.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: 0.18% for SEMA.L and 0.45% for LDME.L.

Portfolio Optimizer

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