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AVEM vs. EIMI.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVEMEIMI.L
YTD Return2.78%2.48%
1Y Return14.16%10.25%
3Y Return (Ann)-1.00%-3.71%
Sharpe Ratio1.020.69
Daily Std Dev14.32%14.77%
Max Drawdown-36.05%-38.73%
Current Drawdown-10.54%-18.95%

Correlation

0.80
-1.001.00

The correlation between AVEM and EIMI.L is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AVEM vs. EIMI.L - Performance Comparison

In the year-to-date period, AVEM achieves a 2.78% return, which is significantly higher than EIMI.L's 2.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
29.71%
18.42%
AVEM
EIMI.L

Compare stocks, funds, or ETFs


Avantis Emerging Markets Equity ETF

iShares Core MSCI EM IMI UCITS ETF

AVEM vs. EIMI.L - Expense Ratio Comparison

AVEM has a 0.33% expense ratio, which is higher than EIMI.L's 0.18% expense ratio.

AVEM
Avantis Emerging Markets Equity ETF
0.50%1.00%1.50%2.00%0.33%
0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

AVEM vs. EIMI.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity ETF (AVEM) 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AVEM
Avantis Emerging Markets Equity ETF
0.97
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.68

AVEM vs. EIMI.L - Sharpe Ratio Comparison

The current AVEM Sharpe Ratio is 0.97, which is higher than the EIMI.L Sharpe Ratio of 0.68. The chart below compares the 12-month rolling Sharpe Ratio of AVEM and EIMI.L.


Rolling 12-month Sharpe Ratio0.000.501.00OctoberNovemberDecember2024FebruaryMarch
0.97
0.68
AVEM
EIMI.L

Dividends

AVEM vs. EIMI.L - Dividend Comparison

AVEM's dividend yield for the trailing twelve months is around 2.97%, while EIMI.L has not paid dividends to shareholders.


TTM20232022202120202019
AVEM
Avantis Emerging Markets Equity ETF
2.97%3.06%2.77%2.61%1.60%0.34%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AVEM vs. EIMI.L - Drawdown Comparison

The maximum AVEM drawdown since its inception was -36.05%, smaller than the maximum EIMI.L drawdown of -38.73%. The drawdown chart below compares losses from any high point along the way for AVEM and EIMI.L


-30.00%-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2024FebruaryMarch
-10.54%
-18.95%
AVEM
EIMI.L

Volatility

AVEM vs. EIMI.L - Volatility Comparison

Avantis Emerging Markets Equity ETF (AVEM) has a higher volatility of 3.23% compared to iShares Core MSCI EM IMI UCITS ETF (EIMI.L) at 2.94%. This indicates that AVEM's price experiences larger fluctuations and is considered to be riskier than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%3.50%4.00%4.50%5.00%5.50%OctoberNovemberDecember2024FebruaryMarch
3.23%
2.94%
AVEM
EIMI.L