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BBOX.L vs. EMIM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BBOX.L vs. EMIM.L

Last updated Jun 5, 2026

BBOX.L (Tritax Big Box REIT plc) is a stock, while EMIM.L (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) is Emerging Markets Equities fund tracking the MSCI EM NR USD. Over the past 10 years, BBOX.L returned 5.64%/yr vs 11.09%/yr for EMIM.L. At a 0.20 correlation, their price movements are largely independent.

Performance

BBOX.L vs. EMIM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Tritax Big Box REIT plc (BBOX.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBOX.L achieves a -0.28% return, which is significantly lower than EMIM.L's 24.23% return. Over the past 10 years, BBOX.L has underperformed EMIM.L with an annualized return of 5.64%, while EMIM.L has yielded a comparatively higher 11.09% annualized return.

BBOX.L

1D
1.10%
1M
1.07%
YTD
-0.28%
6M
1.86%
1Y
6.81%
3Y*
6.10%
5Y*
-1.14%
10Y*
5.64%

EMIM.L

1D
-1.35%
1M
5.54%
YTD
24.23%
6M
26.48%
1Y
50.85%
3Y*
20.15%
5Y*
8.76%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BBOX.L vs. EMIM.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BBOX.L
Tritax Big Box REIT plc		-0.28%21.21%-17.49%28.21%-42.18%53.16%18.13%19.55%-7.81%12.28%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)		24.23%23.35%9.18%4.93%-10.17%0.74%14.91%12.69%-9.32%24.72%

Correlation

The correlation between BBOX.L and EMIM.L is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.21

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

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2014

0.20

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Tritax Big Box REIT plc

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)

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Often compared with EMIM.L:
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Return for Risk

BBOX.L vs. EMIM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BBOX.L
BBOX.L Risk / Return Rank: 4949
Overall Rank
BBOX.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BBOX.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
BBOX.L Omega Ratio Rank: 4444
Omega Ratio Rank
BBOX.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
BBOX.L Martin Ratio Rank: 5252
Martin Ratio Rank
EMIM.L
EMIM.L Risk / Return Rank: 8787
Overall Rank
EMIM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 9090
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8383
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.

BBOX.L vs. EMIM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tritax Big Box REIT plc (BBOX.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.

BBOX.LEMIM.LDifference
Sharpe ratioReturn per unit of total volatility
0.32
3.04

-2.72

Sortino ratioReturn per unit of downside risk
0.58
3.91

-3.33

Omega ratioGain probability vs. loss probability

1.07

1.57

-0.49

Calmar ratioReturn relative to maximum drawdown

0.40

4.63

-4.24

Martin ratioReturn relative to average drawdown

0.99

16.57

-15.58

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBOX.L vs. EMIM.L - Sharpe Ratio Comparison

The current BBOX.L Sharpe Ratio is 0.32, which is lower than the EMIM.L Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of BBOX.L and EMIM.L, 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

BBOX.LEMIM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.32

3.04

-2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.55

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

0.62

-0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.49

-0.13

Drawdowns

BBOX.L vs. EMIM.L - Drawdown Comparison

The maximum BBOX.L drawdown since its inception was -48.58%, which is greater than EMIM.L's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for BBOX.L and EMIM.L.

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Drawdown Indicators

BBOX.LEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.58%

-31.70%

-16.88%

Max Drawdown (1Y)

Largest decline over 1 year

-17.13%

-10.92%

-6.21%

Max Drawdown (3Y)

Largest decline over 3 years

-22.71%

-15.56%

-7.15%

Max Drawdown (5Y)

Largest decline over 5 years

-48.58%

-21.98%

-26.60%

Max Drawdown (10Y)

Largest decline over 10 years

-48.58%

-26.46%

-22.12%

Current Drawdown

Current decline from peak

-26.56%

-2.39%

-24.17%

Average Drawdown

Average peak-to-trough decline

-13.07%

-8.71%

-4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.89%

3.06%

+3.83%

Volatility

BBOX.L vs. EMIM.L - Volatility Comparison

Tritax Big Box REIT plc (BBOX.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) have volatilities of 7.36% and 7.03%, 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

BBOX.LEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.36%

7.03%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

14.14%

+2.28%

Volatility (1Y)

Calculated over the trailing 1-year period

21.37%

16.67%

+4.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.73%

15.82%

+10.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.74%

17.81%

+6.93%

Dividends

BBOX.L vs. EMIM.L - Dividend Comparison

BBOX.L's dividend yield for the trailing twelve months is around 5.48%, while EMIM.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
BBOX.L
Tritax Big Box REIT plc		5.48%5.21%5.67%4.28%5.00%2.62%3.81%4.59%5.05%4.26%5.52%2.98%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (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%

Frequently Asked Questions

BBOX.L and EMIM.L have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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