Amundi MSCI Emerging Ex China ESG Leaders Select UCITS ETF DR USD Acc GBP

10-Year Study

EMXG.LSE · · GB · ETF

Executive Summary: Amundi MSCI Emerging Ex China ESG Leaders Select UCITS ETF DR USD Acc GBP has compounded at 6.0% annually over the last 10 years, with a maximum drawdown of 13.6% and an annualized volatility of 12.7%.

1Y CAGR
+30.1%
3Y CAGR
+12.8%
5Y CAGR
+6.0%
10Y CAGR
+6.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
13.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.28
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
12.9%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +18.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20264.66.8-10.28.5————————8.7%
20252.4-4.1-1.51.63.04.12.7-1.55.25.7-2.12.118.3%
2024-2.83.01.5-0.5-1.24.80.7-0.20.8-1.8-0.0-1.22.8%
20233.4-3.2-1.2-0.40.50.53.7-3.5-0.4-3.25.45.26.4%
2022-0.3-4.34.1-3.4-1.2-7.13.33.7-5.00.15.1-4.6-10.0%
2021———————————1.91.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 21.8% of variance. Idiosyncratic stock-specific factors contribute 14.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-11-0110000
2021-12-0110189.420513540059
2022-01-0110155.745755577382
2022-02-019715.167672232355
2022-03-0110112.249193208925
2022-04-019768.486039006593
2022-05-019650.624386137224
2022-06-018968.710537393012
2022-07-019261.961554651325
2022-08-019607.127823768766
2022-09-019127.262522800618
2022-10-019140.592114494177
2022-11-019609.93405359899
2022-12-019167.952855338852
2023-01-019480.847481408728
2023-02-019181.984004489968
2023-03-019072.541041111268
2023-04-019031.850708573033
2023-05-019076.750385856601
2023-06-019125.859407885506
2023-07-019461.905430054721
2023-08-019131.471867545952
2023-09-019097.797109583275
2023-10-018803.14297740985
2023-11-019277.395818717554
2023-12-019757.261119685701
2024-01-019480.847481408728
2024-02-019768.486039006593
2024-03-019914.409990178196
2024-04-019861.091623403958
2024-05-019740.423740704364
2024-06-0110211.870352181844
2024-07-0110287.638557597867
2024-08-0110266.591833871194
2024-09-0110346.569384032551
2024-10-0110157.148870492494
2024-11-0110155.745755577382
2024-12-0110029.465413217342
2025-01-0110267.994948786305
2025-02-019842.851129507508
2025-03-019692.71783359057
2025-04-019848.463589167954
2025-05-0110143.117721341378
2025-06-0110561.245966044618
2025-07-0110847.481408727375
2025-08-0110684.720078574435
2025-09-0111236.144240213272
2025-10-0111873.158411673916
2025-11-0111619.194612038726
2025-12-0111868.949066928582
2026-01-0112413.357653991861
2026-02-0113253.823488143678
2026-03-0111898.414480145924
2026-04-0112907.254104111127
Annual Return Matrix
YearAnnual Return
2022-0.10024786560176258
20230.064279155188246
20240.02789761288467063
20250.1834079462786793
20260.0874807896914529
Total Factor Risk
0.12667047682397392
VTI.US Exposure
-0.022078282811132267
VEA.US Exposure
0.11795974125373537
VWO.US Exposure
0.19640890870058753
QQQ.US Exposure
0.008544939381293961
VTV.US Exposure
-0.0880808990157738
IJR.US Exposure
0.06379645897973402
QUAL.US Exposure
0.111904583104076
SHV.US Exposure
0.21830151628610875
TLT.US Exposure
0.08568112254247985
LQD.US Exposure
-0.045420080174091146
HYG.US Exposure
0.06932023481469636
GLD.US Exposure
0.006819369137991511
USO.US Exposure
0.024391577397384685
VNQ.US Exposure
0.08530530547000961
BTC-USD.CC Exposure
-0.005946132873339456
CPER.US Exposure
0.011228562133465753
VIX.INDX Exposure
-0.010619357184615937
UUP.US Exposure
0.01617556660973833
TIP.US Exposure
0.008648786729135792
Idiosyncratic Exposure
0.14765807951851526
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.8%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Amundi MSCI Emerging Ex China ESG Leaders Select UCITS ETF DR USD Acc GBP a high-risk investment?

Amundi MSCI Emerging Ex China ESG Leaders Select UCITS ETF DR USD Acc GBP (EMXG.LSE) has an annualized volatility of 12.7% and experienced a maximum drawdown of 13.6% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of EMXG.LSE?

Over the past 10 years, EMXG.LSE has generated a Compound Annual Growth Rate (CAGR) of 6.0%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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