XSSW.L vs. EMVL.L
XSSW.L (Xtrackers MSCI World Communication Services UCITS ETF 1C GBP) and EMVL.L (iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)) are both exchange-traded funds - XSSW.L is a Communications Equities fund tracking the MSCI World Communication Services 20-35 Custom Index, while EMVL.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past year, XSSW.L returned 25.90% vs 87.69% for EMVL.L. At a 0.33 correlation, their price movements are largely independent. XSSW.L charges 0.25%/yr vs 0.40%/yr for EMVL.L.
Performance
XSSW.L vs. EMVL.L - Performance Comparison
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Different Trading Currencies
XSSW.L is traded in GBP, while EMVL.L is traded in USD. To make them comparable, the EMVL.L values have been converted to GBP using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSSW.L achieves a 3.87% return, which is significantly lower than EMVL.L's 44.41% return.
XSSW.L
- 1D
- 1.00%
- 1M
- -0.30%
- YTD
- 3.87%
- 6M
- 2.52%
- 1Y
- 25.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EMVL.L
- 1D
- -2.57%
- 1M
- 11.80%
- YTD
- 44.41%
- 6M
- 47.04%
- 1Y
- 87.69%
- 3Y*
- 34.20%
- 5Y*
- 17.42%
- 10Y*
- —
XSSW.L vs. EMVL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XSSW.L Xtrackers MSCI World Communication Services UCITS ETF 1C GBP | 3.87% | 20.12% | 36.87% | 8.80% |
EMVL.L iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 44.41% | 32.93% | 16.48% | 9.08% |
Correlation
The correlation between XSSW.L and EMVL.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 (All Time) Calculated using the full available price history since Aug 15, 2023 | 0.33 |
The correlation between XSSW.L and EMVL.L shifts across timeframes, from 0.21 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XSSW.L vs. EMVL.L — Risk / Return Rank
XSSW.L
EMVL.L
XSSW.L vs. EMVL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) and iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.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.
| XSSW.L | EMVL.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.29 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.74 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 8.69 | -5.82 |
| Martin ratioReturn relative to average drawdown | 11.02 | 26.52 | -15.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XSSW.L | EMVL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.95 | 4.37 | -2.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.94 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.57 | 0.82 | +0.75 |
Drawdowns
XSSW.L vs. EMVL.L - Drawdown Comparison
The maximum XSSW.L drawdown since its inception was -20.71%, smaller than the maximum EMVL.L drawdown of -25.84%. Use the drawdown chart below to compare losses from any high point for XSSW.L and EMVL.L.
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Drawdown Indicators
| XSSW.L | EMVL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.71% | -25.84% | +5.13% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -9.93% | +0.95% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.76% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.28% | — |
Current DrawdownCurrent decline from peak | -3.17% | -3.86% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -3.07% | -6.14% | +3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.35% | 3.27% | -0.92% |
Volatility
XSSW.L vs. EMVL.L - Volatility Comparison
The current volatility for Xtrackers MSCI World Communication Services UCITS ETF 1C GBP (XSSW.L) is 3.93%, while iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) (EMVL.L) has a volatility of 9.17%. This indicates that XSSW.L experiences smaller price fluctuations and is considered to be less risky than EMVL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XSSW.L | EMVL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 9.17% | -5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.42% | 16.67% | -7.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.23% | 19.75% | -6.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 18.44% | -2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 20.74% | -5.05% |
XSSW.L vs. EMVL.L - Expense Ratio Comparison
XSSW.L has a 0.25% expense ratio, which is lower than EMVL.L's 0.40% expense ratio.
Dividends
XSSW.L vs. EMVL.L - Dividend Comparison
Neither XSSW.L nor EMVL.L has paid dividends to shareholders.
Frequently Asked Questions
XSSW.L and EMVL.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.
On fees, XSSW.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSSW.L is cheaper with a 0.25% expense ratio, compared with 0.40% for EMVL.L.
XSSW.L is categorized as Communications Equities, while EMVL.L is Emerging Markets Equities. XSSW.L tracks MSCI World Communication Services 20-35 Custom Index, while EMVL.L tracks MSCI EM NR USD. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.25% for XSSW.L and 0.40% for EMVL.L.
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