AMEM.DE vs. EIMI.L
AMEM.DE (Amundi MSCI Emerging Markets UCITS ETF EUR) and EIMI.L (iShares Core MSCI EM IMI UCITS ETF) are both Emerging Markets Equities funds - AMEM.DE tracks the MSCI Emerging Markets while EIMI.L tracks the MSCI Emerging Markets Investable Market Index. Both are passively managed. Over the past 10 years, AMEM.DE returned 9.86%/yr vs 10.02%/yr for EIMI.L. Their correlation of 0.93 suggests significant overlap in exposure. AMEM.DE charges 0.20%/yr vs 0.18%/yr for EIMI.L.
Performance
AMEM.DE vs. EIMI.L - Performance Comparison
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Different Trading Currencies
AMEM.DE is traded in EUR, while EIMI.L is traded in USD. To make them comparable, the EIMI.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, AMEM.DE achieves a 27.34% return, which is significantly higher than EIMI.L's 25.66% return. Both investments have delivered pretty close results over the past 10 years, with AMEM.DE having a 9.86% annualized return and EIMI.L not far ahead at 10.02%.
AMEM.DE
- 1D
- -1.57%
- 1M
- 5.93%
- YTD
- 27.34%
- 6M
- 29.35%
- 1Y
- 49.79%
- 3Y*
- 20.85%
- 5Y*
- 8.42%
- 10Y*
- 9.86%
EIMI.L
- 1D
- -1.44%
- 1M
- 5.21%
- YTD
- 25.66%
- 6M
- 27.55%
- 1Y
- 46.90%
- 3Y*
- 20.02%
- 5Y*
- 8.61%
- 10Y*
- 10.02%
AMEM.DE vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMEM.DE Amundi MSCI Emerging Markets UCITS ETF EUR | 27.34% | 19.31% | 13.70% | 5.24% | -13.78% | 3.95% | 6.30% | 21.51% | -11.20% | 20.75% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 25.66% | 16.48% | 14.45% | 7.70% | -14.70% | 6.78% | 9.01% | 19.00% | -10.14% | 20.12% |
Correlation
The correlation between AMEM.DE and EIMI.L is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2014 | 0.93 |
The correlation between AMEM.DE and EIMI.L has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.
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Return for Risk
AMEM.DE vs. EIMI.L — Risk / Return Rank
AMEM.DE
EIMI.L
AMEM.DE vs. EIMI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and iShares Core MSCI EM IMI UCITS ETF (EIMI.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.
| AMEM.DE | EIMI.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.46 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.65 | 4.35 | +0.30 |
| Martin ratioReturn relative to average drawdown | 16.89 | 15.66 | +1.22 |
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
| AMEM.DE | EIMI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.80 | 2.52 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.51 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.54 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.43 | -0.09 |
Drawdowns
AMEM.DE vs. EIMI.L - Drawdown Comparison
The maximum AMEM.DE drawdown since its inception was -35.87%, roughly equal to the maximum EIMI.L drawdown of -34.87%. Use the drawdown chart below to compare losses from any high point for AMEM.DE and EIMI.L.
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Drawdown Indicators
| AMEM.DE | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.87% | -34.87% | -1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -10.65% | -10.72% | +0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -19.22% | -18.31% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -23.53% | -22.33% | -1.20% |
Max Drawdown (10Y)Largest decline over 10 years | -31.93% | -32.18% | +0.25% |
Current DrawdownCurrent decline from peak | -2.62% | -2.50% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -10.29% | -9.29% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.99% | -0.05% |
Volatility
AMEM.DE vs. EIMI.L - Volatility Comparison
Amundi MSCI Emerging Markets UCITS ETF EUR (AMEM.DE) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L) have volatilities of 7.41% and 7.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMEM.DE | EIMI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.41% | 7.61% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.02% | 15.80% | -0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.74% | 18.51% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.70% | 16.92% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 18.48% | -0.20% |
AMEM.DE vs. EIMI.L - Expense Ratio Comparison
AMEM.DE has a 0.20% expense ratio, which is higher than EIMI.L's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
AMEM.DE vs. EIMI.L - Dividend Comparison
Neither AMEM.DE nor EIMI.L has paid dividends to shareholders.
Frequently Asked Questions
With a correlation of 0.93, AMEM.DE and EIMI.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.20% for AMEM.DE.
AMEM.DE tracks MSCI Emerging Markets, while EIMI.L tracks MSCI Emerging Markets Investable Market Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.20% for AMEM.DE and 0.18% for EIMI.L.
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