BIAHX vs. IMEU.L
Compare and contrast key facts about Brown Advisory - WMC Strategic European Equity Fund (BIAHX) and iShares MSCI Europe UCITS Dist (IMEU.L).
BIAHX is managed by Brown Advisory Funds. It was launched on Oct 20, 2013. IMEU.L is a passively managed fund by iShares that tracks the performance of the MSCI Europe NR EUR. It was launched on Jul 6, 2007.
Performance
BIAHX vs. IMEU.L - Performance Comparison
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BIAHX vs. IMEU.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIAHX Brown Advisory - WMC Strategic European Equity Fund | -2.69% | 47.26% | 10.85% | 19.36% | -11.95% | 14.54% | 11.34% | 29.43% | -16.60% | 32.37% |
IMEU.L iShares MSCI Europe UCITS Dist | 0.24% | 35.41% | 2.15% | 18.88% | -13.73% | 16.02% | 5.48% | 24.49% | -14.43% | 25.71% |
Different Trading Currencies
BIAHX is traded in USD, while IMEU.L is traded in GBp. To make them comparable, the IMEU.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, BIAHX achieves a -2.69% return, which is significantly lower than IMEU.L's 0.24% return. Over the past 10 years, BIAHX has outperformed IMEU.L with an annualized return of 11.69%, while IMEU.L has yielded a comparatively lower 9.20% annualized return.
BIAHX
- 1D
- 2.78%
- 1M
- -6.61%
- YTD
- -2.69%
- 6M
- 0.89%
- 1Y
- 23.54%
- 3Y*
- 19.59%
- 5Y*
- 12.97%
- 10Y*
- 11.69%
IMEU.L
- 1D
- 2.93%
- 1M
- -4.89%
- YTD
- 0.24%
- 6M
- 5.18%
- 1Y
- 21.57%
- 3Y*
- 14.69%
- 5Y*
- 9.56%
- 10Y*
- 9.20%
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BIAHX vs. IMEU.L - Expense Ratio Comparison
BIAHX has a 1.19% expense ratio, which is higher than IMEU.L's 1.00% expense ratio.
Return for Risk
BIAHX vs. IMEU.L — Risk / Return Rank
BIAHX
IMEU.L
BIAHX vs. IMEU.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory - WMC Strategic European Equity Fund (BIAHX) and iShares MSCI Europe UCITS Dist (IMEU.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.
| BIAHX | IMEU.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.31 | +0.27 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.75 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.82 | -0.08 |
Martin ratioReturn relative to average drawdown | 6.91 | 6.74 | +0.17 |
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
| BIAHX | IMEU.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.31 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.56 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.52 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.20 | +0.37 |
Correlation
The correlation between BIAHX and IMEU.L is 0.81, 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.
Dividends
BIAHX vs. IMEU.L - Dividend Comparison
BIAHX's dividend yield for the trailing twelve months is around 7.81%, more than IMEU.L's 2.48% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 7.81% | 7.60% | 5.16% | 1.13% | 2.66% | 9.72% | 6.39% | 9.78% | 12.12% | 0.83% | 1.19% | 0.00% |
IMEU.L iShares MSCI Europe UCITS Dist | 2.48% | 2.49% | 2.95% | 2.86% | 2.80% | 2.30% | 2.04% | 3.19% | 3.19% | 2.60% | 2.76% | 2.58% |
Drawdowns
BIAHX vs. IMEU.L - Drawdown Comparison
The maximum BIAHX drawdown since its inception was -34.90%, smaller than the maximum IMEU.L drawdown of -62.48%. Use the drawdown chart below to compare losses from any high point for BIAHX and IMEU.L.
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Drawdown Indicators
| BIAHX | IMEU.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.90% | -44.39% | +9.49% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -10.59% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -15.85% | -15.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | -28.71% | -6.19% |
Current DrawdownCurrent decline from peak | -10.18% | -6.25% | -3.93% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -6.58% | +0.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 2.75% | +0.56% |
Volatility
BIAHX vs. IMEU.L - Volatility Comparison
Brown Advisory - WMC Strategic European Equity Fund (BIAHX) has a higher volatility of 6.71% compared to iShares MSCI Europe UCITS Dist (IMEU.L) at 6.33%. This indicates that BIAHX's price experiences larger fluctuations and is considered to be riskier than IMEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAHX | IMEU.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 6.33% | +0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 10.48% | -0.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 16.42% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 17.16% | -0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 17.53% | -0.34% |