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iShares Core MSCI EM IMI UCITS ETF (EIMI.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BKM4GZ66
IssueriShares
Inception DateMay 30, 2014
RegionEmerging Markets (Broad)
CategoryEmerging Markets Equities
Index TrackedMSCI Emerging Markets Investable Market Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The iShares Core MSCI EM IMI UCITS ETF features an expense ratio of 0.18%, falling within the medium range.


Expense ratio chart for EIMI.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Core MSCI EM IMI UCITS ETF

Popular comparisons: EIMI.L vs. SWRD.L, EIMI.L vs. IWD, EIMI.L vs. VWO, EIMI.L vs. AVEM, EIMI.L vs. IEFA, EIMI.L vs. VOX, EIMI.L vs. SPY, EIMI.L vs. CSPX.L, EIMI.L vs. QLD, EIMI.L vs. VUAA.L

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Core MSCI EM IMI UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
11.61%
18.82%
EIMI.L (iShares Core MSCI EM IMI UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares Core MSCI EM IMI UCITS ETF had a return of -0.22% year-to-date (YTD) and 7.67% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-0.22%5.05%
1 month-2.13%-4.27%
6 months11.61%18.82%
1 year7.67%21.22%
5 years (annualized)1.96%11.38%
10 years (annualized)N/A10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.30%3.09%2.81%
2023-2.65%-4.35%8.85%3.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EIMI.L is 37, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of EIMI.L is 3737
iShares Core MSCI EM IMI UCITS ETF(EIMI.L)
The Sharpe Ratio Rank of EIMI.L is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of EIMI.L is 3838Sortino Ratio Rank
The Omega Ratio Rank of EIMI.L is 3636Omega Ratio Rank
The Calmar Ratio Rank of EIMI.L is 3535Calmar Ratio Rank
The Martin Ratio Rank of EIMI.L is 3838Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EIMI.L
Sharpe ratio
The chart of Sharpe ratio for EIMI.L, currently valued at 0.51, compared to the broader market-1.000.001.002.003.004.000.51
Sortino ratio
The chart of Sortino ratio for EIMI.L, currently valued at 0.85, compared to the broader market-2.000.002.004.006.008.000.85
Omega ratio
The chart of Omega ratio for EIMI.L, currently valued at 1.10, compared to the broader market1.001.502.001.10
Calmar ratio
The chart of Calmar ratio for EIMI.L, currently valued at 0.26, compared to the broader market0.002.004.006.008.0010.000.26
Martin ratio
The chart of Martin ratio for EIMI.L, currently valued at 1.56, compared to the broader market0.0010.0020.0030.0040.0050.0060.001.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-2.000.002.004.006.008.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market1.001.502.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.21

Sharpe Ratio

The current iShares Core MSCI EM IMI UCITS ETF Sharpe ratio is 0.51. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.51
1.81
EIMI.L (iShares Core MSCI EM IMI UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


iShares Core MSCI EM IMI UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-21.09%
-4.64%
EIMI.L (iShares Core MSCI EM IMI UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Core MSCI EM IMI UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Core MSCI EM IMI UCITS ETF was 38.73%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.

The current iShares Core MSCI EM IMI UCITS ETF drawdown is 21.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.73%Jan 29, 2018545Mar 23, 2020165Nov 16, 2020710
-37.68%Feb 16, 2021424Oct 24, 2022
-35.24%Sep 5, 2014348Jan 20, 2016375Jul 14, 2017723
-5.16%Nov 27, 20178Dec 6, 201714Dec 28, 201722
-4.75%Jan 22, 20216Jan 29, 20216Feb 8, 202112

Volatility

Volatility Chart

The current iShares Core MSCI EM IMI UCITS ETF volatility is 4.07%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
4.07%
3.30%
EIMI.L (iShares Core MSCI EM IMI UCITS ETF)
Benchmark (^GSPC)