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

Performance

AYEM.DE vs. IEMG - 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 iShares Core MSCI Emerging Markets ETF (IEMG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AYEM.DE is traded in EUR, while IEMG is traded in USD. To make them comparable, the IEMG values have been converted to EUR using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with AYEM.DE having a 26.90% return and IEMG slightly lower at 26.40%.


AYEM.DE

1D
-1.29%
1M
6.51%
YTD
26.90%
6M
28.38%
1Y
47.58%
3Y*
20.23%
5Y*
8.30%
10Y*

IEMG

1D
-1.12%
1M
5.51%
YTD
26.40%
6M
27.77%
1Y
46.73%
3Y*
19.92%
5Y*
8.36%
10Y*
9.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AYEM.DE vs. IEMG - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
26.90%17.51%14.02%6.81%-14.64%6.10%7.92%21.67%1.83%
IEMG
iShares Core MSCI Emerging Markets ETF
26.40%16.83%13.53%8.18%-15.02%6.79%8.15%20.48%2.88%

Correlation

The correlation between AYEM.DE and IEMG is 0.82, 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

0.82

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

0.81

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2018

0.80

The correlation between AYEM.DE and IEMG has been stable across timeframes, ranging from 0.80 to 0.82 - a consistent structural relationship.

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Return for Risk

AYEM.DE vs. IEMG — 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: 8282
Overall Rank
AYEM.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
AYEM.DE Sortino Ratio Rank: 8282
Sortino Ratio Rank
AYEM.DE Omega Ratio Rank: 8282
Omega Ratio Rank
AYEM.DE Calmar Ratio Rank: 8282
Calmar Ratio Rank
AYEM.DE Martin Ratio Rank: 8181
Martin Ratio Rank

IEMG
IEMG Risk / Return Rank: 7777
Overall Rank
IEMG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 7575
Sortino Ratio Rank
IEMG Omega Ratio Rank: 7979
Omega Ratio Rank
IEMG Calmar Ratio Rank: 7676
Calmar Ratio Rank
IEMG Martin Ratio Rank: 7676
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. IEMG - 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 iShares Core MSCI Emerging Markets ETF (IEMG). 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.


AYEM.DEIEMGDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.18

Omega ratioGain probability vs. loss probability

1.48

1.48

0.00

Calmar ratioReturn relative to maximum drawdown

4.30

4.44

-0.14

Martin ratioReturn relative to average drawdown

15.83

16.21

-0.38

AYEM.DE vs. IEMG - Sharpe Ratio Comparison

The current AYEM.DE Sharpe Ratio is 2.68, which is comparable to the IEMG Sharpe Ratio of 2.59. The chart below compares the historical Sharpe Ratios of AYEM.DE and IEMG, 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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Sharpe Ratios by Period


AYEM.DEIEMGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

2.59

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.50

0.50

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.40

+0.19

Drawdowns

AYEM.DE vs. IEMG - Drawdown Comparison

The maximum AYEM.DE drawdown since its inception was -31.19%, smaller than the maximum IEMG drawdown of -34.49%. Use the drawdown chart below to compare losses from any high point for AYEM.DE and IEMG.


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Drawdown Indicators


AYEM.DEIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-34.49%

+3.30%

Max Drawdown (1Y)

Largest decline over 1 year

-11.01%

-10.58%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-19.14%

-17.88%

-1.26%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-22.55%

-0.83%

Max Drawdown (10Y)

Largest decline over 10 years

-32.63%

Current Drawdown

Current decline from peak

-2.20%

-2.17%

-0.03%

Average Drawdown

Average peak-to-trough decline

-8.38%

-9.17%

+0.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

2.89%

+0.11%

Volatility

AYEM.DE vs. IEMG - Volatility Comparison

The current volatility for iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) (AYEM.DE) is 7.02%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 7.50%. This indicates that AYEM.DE experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AYEM.DEIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

7.50%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.89%

15.44%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

17.68%

18.13%

-0.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.40%

16.66%

-0.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.62%

19.18%

-0.56%

AYEM.DE vs. IEMG - Expense Ratio Comparison

AYEM.DE has a 0.18% expense ratio, which is higher than IEMG's 0.09% 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

AYEM.DE vs. IEMG - Dividend Comparison

AYEM.DE has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 2.20%.


PositionTTM20252024202320222021202020192018201720162015
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.20%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Frequently Asked Questions


AYEM.DE and IEMG have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEMG is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEMG is cheaper with a 0.09% expense ratio, compared with 0.18% for AYEM.DE.

AYEM.DE is categorized as Emerging Markets Equities, while IEMG is Emerging Markets Diversified. AYEM.DE tracks MSCI Emerging Markets IMI ESG Screened, while IEMG tracks MSCI Emerging Markets Investable Market Index (USD) (Net). Their fees differ too: 0.18% for AYEM.DE and 0.09% for IEMG.

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