SOF.BR vs. EMXC.DE
SOF.BR (Sofina Société Anonyme) is a stock, while EMXC.DE (Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc) is Emerging Markets Equities fund tracking the MSCI EM NR USD. Over the past 5 years, SOF.BR returned -8.43%/yr vs 13.45%/yr for EMXC.DE. At a 0.40 correlation, their price movements are largely independent.
Performance
SOF.BR vs. EMXC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, SOF.BR achieves a -11.22% return, which is significantly lower than EMXC.DE's 39.32% return.
SOF.BR
- 1D
- 2.26%
- 1M
- 0.78%
- YTD
- -11.22%
- 6M
- -7.94%
- 1Y
- -13.53%
- 3Y*
- 3.50%
- 5Y*
- -8.43%
- 10Y*
- 8.03%
EMXC.DE
- 1D
- 3.50%
- 1M
- 6.96%
- YTD
- 39.32%
- 6M
- 44.08%
- 1Y
- 66.94%
- 3Y*
- 23.90%
- 5Y*
- 13.45%
- 10Y*
- —
SOF.BR vs. EMXC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SOF.BR Sofina Société Anonyme | -11.22% | 14.69% | -1.65% | 11.37% | -51.86% | 57.47% | 45.71% | 12.90% |
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc | 39.32% | 19.92% | 9.13% | 14.31% | -13.59% | 17.56% | 2.25% | -4.50% |
Correlation
The correlation between SOF.BR and EMXC.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jun 20, 2019 | 0.40 |
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Return for Risk
SOF.BR vs. EMXC.DE — Risk / Return Rank
SOF.BR
EMXC.DE
SOF.BR vs. EMXC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sofina Société Anonyme (SOF.BR) and Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE). 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.
| SOF.BR | EMXC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.81 | ||
| Sortino ratioReturn per unit of downside risk | -4.85 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.56 | -0.66 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 5.41 | -6.02 |
| Martin ratioReturn relative to average drawdown | -1.08 | 19.68 | -20.77 |
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Drawdowns
SOF.BR vs. EMXC.DE - Drawdown Comparison
The maximum SOF.BR drawdown since its inception was -59.53%, which is greater than EMXC.DE's maximum drawdown of -40.89%. Use the drawdown chart below to compare losses from any high point for SOF.BR and EMXC.DE.
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Drawdown Indicators
| SOF.BR | EMXC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.53% | -40.89% | -18.64% |
Max Drawdown (1Y)Largest decline over 1 year | -26.62% | -11.87% | -14.75% |
Max Drawdown (3Y)Largest decline over 3 years | -26.62% | -20.47% | -6.15% |
Max Drawdown (5Y)Largest decline over 5 years | -59.53% | -20.47% | -39.06% |
Max Drawdown (10Y)Largest decline over 10 years | -59.53% | — | — |
Current DrawdownCurrent decline from peak | -46.64% | -3.16% | -43.48% |
Average DrawdownAverage peak-to-trough decline | -19.13% | -7.75% | -11.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.02% | 3.27% | +11.75% |
Volatility
SOF.BR vs. EMXC.DE - Volatility Comparison
The current volatility for Sofina Société Anonyme (SOF.BR) is 6.23%, while Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc (EMXC.DE) has a volatility of 8.60%. This indicates that SOF.BR experiences smaller price fluctuations and is considered to be less risky than EMXC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOF.BR | EMXC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 8.60% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 16.85% | 18.13% | -1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.40% | 20.61% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 16.02% | +12.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.81% | 18.88% | +5.93% |
Dividends
SOF.BR vs. EMXC.DE - Dividend Comparison
SOF.BR's dividend yield for the trailing twelve months is around 1.18%, while EMXC.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMXC.DE Lyxor MSCI Emerging Markets Ex China UCITS ETF - 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% |
SOF.BR Sofina Société Anonyme | 1.18% | 1.41% | 1.53% | 1.44% | 1.52% | 0.70% | 1.05% | 1.45% | 1.61% | 1.95% | 1.96% | 2.21% |
Frequently Asked Questions
SOF.BR and EMXC.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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