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AYEM.DE vs. ESGM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AYEM.DE vs. ESGM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) and Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc (ESGM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AYEM.DE achieves a 28.03% return, which is significantly lower than ESGM.DE's 30.13% return.


AYEM.DE

1D
0.53%
1M
2.28%
YTD
28.03%
6M
29.61%
1Y
45.67%
3Y*
21.17%
5Y*
8.22%
10Y*

ESGM.DE

1D
0.00%
1M
2.38%
YTD
30.13%
6M
31.78%
1Y
48.83%
3Y*
21.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYEM.DE vs. ESGM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
28.03%17.41%14.03%6.81%-14.62%-3.83%
ESGM.DE
Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc
30.13%18.22%12.10%5.50%-14.87%-18.34%

Correlation

The correlation between AYEM.DE and ESGM.DE is 0.94, 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

0.94

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 7, 2021

0.95

The correlation between AYEM.DE and ESGM.DE has been stable across timeframes, ranging from 0.94 to 0.95 - a consistent structural relationship.

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Return for Risk

AYEM.DE vs. ESGM.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AYEM.DE
AYEM.DE Risk / Return Rank: 8484
Overall Rank
AYEM.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AYEM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
AYEM.DE Omega Ratio Rank: 8484
Omega Ratio Rank
AYEM.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
AYEM.DE Martin Ratio Rank: 8282
Martin Ratio Rank

ESGM.DE
ESGM.DE Risk / Return Rank: 6363
Overall Rank
ESGM.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
ESGM.DE Sortino Ratio Rank: 5858
Sortino Ratio Rank
ESGM.DE Omega Ratio Rank: 8282
Omega Ratio Rank
ESGM.DE Calmar Ratio Rank: 7070
Calmar Ratio Rank
ESGM.DE Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AYEM.DE vs. ESGM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) and Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc (ESGM.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AYEM.DEESGM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.74

Omega ratioGain probability vs. loss probability

1.44

1.43

+0.01

Calmar ratioReturn relative to maximum drawdown

4.13

3.09

+1.04

Martin ratioReturn relative to average drawdown

14.44

7.04

+7.41

AYEM.DE vs. ESGM.DE - Sharpe Ratio Comparison

The current AYEM.DE Sharpe Ratio is 2.39, which is higher than the ESGM.DE Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of AYEM.DE and ESGM.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AYEM.DE vs. ESGM.DE - Drawdown Comparison

The maximum AYEM.DE drawdown since its inception was -31.12%, smaller than the maximum ESGM.DE drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for AYEM.DE and ESGM.DE.


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Drawdown Indicators


AYEM.DEESGM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.12%

-34.24%

+3.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-15.80%

+4.79%

Max Drawdown (3Y)

Largest decline over 3 years

-19.16%

-19.03%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-23.43%

Current Drawdown

Current decline from peak

-4.08%

-3.74%

-0.34%

Average Drawdown

Average peak-to-trough decline

-8.74%

-20.24%

+11.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

6.94%

-3.79%

Volatility

AYEM.DE vs. ESGM.DE - Volatility Comparison

iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) has a higher volatility of 8.74% compared to Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc (ESGM.DE) at 7.59%. This indicates that AYEM.DE's price experiences larger fluctuations and is considered to be riskier than ESGM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AYEM.DEESGM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.74%

7.59%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

16.77%

17.05%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

18.99%

28.12%

-9.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.82%

20.48%

-3.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

20.48%

-1.08%

AYEM.DE vs. ESGM.DE - Expense Ratio Comparison

AYEM.DE has a 0.18% expense ratio, which is lower than ESGM.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

AYEM.DE vs. ESGM.DE - Dividend Comparison

Neither AYEM.DE nor ESGM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, AYEM.DE and ESGM.DE 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, AYEM.DE is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AYEM.DE is cheaper with a 0.18% expense ratio, compared with 0.19% for ESGM.DE.

AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened, while ESGM.DE tracks MSCI Emerging Markets ESG Universal Select Business Screens. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for AYEM.DE and 0.19% for ESGM.DE.

Portfolio Optimizer

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