CEA1.L vs. EMIM.L

In the year-to-date period, CEA1.L achieves a -0.82% return, which is significantly lower than EMIM.L's -0.51% return. Both investments have delivered pretty close results over the past 10 years, with CEA1.L having a 5.43% annualized return and EMIM.L not far behind at 5.16%.

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CEA1.L has a 0.20% expense ratio, which is higher than EMIM.L's 0.18% 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%.

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.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.

The current CEA1.L Sharpe Ratio is 0.21, which is higher than the EMIM.L Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of CEA1.L and EMIM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither CEA1.L nor EMIM.L has paid dividends to shareholders.

The maximum CEA1.L drawdown since its inception was -33.94%, 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 CEA1.L and EMIM.L. For additional features, visit the drawdowns tool.

iShares MSCI EM Asia UCITS ETF (Acc) (CEA1.L) has a higher volatility of 9.26% compared to iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) at 8.13%. This indicates that CEA1.L's price experiences larger fluctuations and is considered to be riskier than EMIM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.