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CUKX.L vs. EIMI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CUKX.L vs. EIMI.L

Last updated Jun 5, 2026

CUKX.L (iShares FTSE 100 UCITS ETF) and EIMI.L (iShares Core MSCI EM IMI UCITS ETF) are both exchange-traded funds - CUKX.L is a fund fund tracking the FTSE 100 Index, while EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index. Both are passively managed. Over the past 10 years, CUKX.L returned 9.06%/yr vs 11.09%/yr for EIMI.L. A 0.61 correlation means they provide meaningful diversification when combined. CUKX.L charges 0.07%/yr vs 0.18%/yr for EIMI.L.

Performance

CUKX.L vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares FTSE 100 UCITS ETF (CUKX.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CUKX.L is traded in GBp, while EIMI.L is traded in USD. To make them comparable, the EIMI.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CUKX.L achieves a 5.86% return, which is significantly lower than EIMI.L's 24.75% return. Over the past 10 years, CUKX.L has underperformed EIMI.L with an annualized return of 9.06%, while EIMI.L has yielded a comparatively higher 11.09% annualized return.

CUKX.L

1D
0.28%
1M
-0.66%
YTD
5.86%
6M
8.60%
1Y
21.37%
3Y*
14.63%
5Y*
11.72%
10Y*
9.06%

EIMI.L

1D
-1.30%
1M
5.47%
YTD
24.75%
6M
26.33%
1Y
50.86%
3Y*
20.20%
5Y*
8.77%
10Y*
11.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CUKX.L vs. EIMI.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CUKX.L
iShares FTSE 100 UCITS ETF		5.86%25.78%9.30%7.72%4.97%17.48%-11.28%17.23%-9.05%12.45%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		24.71%22.75%9.23%5.48%-10.12%0.29%15.31%11.94%-9.08%25.11%

Correlation

The correlation between CUKX.L and EIMI.L is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.38

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

0.49

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

0.50

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

0.58

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

0.61

Over the past year, the correlation between CUKX.L and EIMI.L has dropped to 0.38 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.

CUKX.L vs. EIMI.L - Sectors Allocation Comparison

Sectors
CUKX.L
EIMI.L

Financial Services

25.0%
18.4%

Industrials

13.7%
8.9%

Healthcare

13.6%
3.7%

Consumer Defensive

13.2%
3.3%

Energy

11.3%
3.9%

Basic Materials

8.9%
6.9%

Utilities

5.1%
2.2%

Consumer Cyclical

5.0%
9.6%

Communication Services

2.6%
6.4%

Real Estate

0.9%
1.7%

Technology

0.8%
35.0%

Financial Services

CUKX.L
25.0%
EIMI.L
18.4%

Industrials

CUKX.L
13.7%
EIMI.L
8.9%

Healthcare

CUKX.L
13.6%
EIMI.L
3.7%

Consumer Defensive

CUKX.L
13.2%
EIMI.L
3.3%

Energy

CUKX.L
11.3%
EIMI.L
3.9%

Basic Materials

CUKX.L
8.9%
EIMI.L
6.9%

Utilities

CUKX.L
5.1%
EIMI.L
2.2%

Consumer Cyclical

CUKX.L
5.0%
EIMI.L
9.6%

Communication Services

CUKX.L
2.6%
EIMI.L
6.4%

Real Estate

CUKX.L
0.9%
EIMI.L
1.7%

Technology

CUKX.L
0.8%
EIMI.L
35.0%

Compare stocks, funds, or ETFs

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iShares FTSE 100 UCITS ETF

iShares Core MSCI EM IMI UCITS ETF

Often compared with CUKX.L:
CUKX.L vs. VUKG.LCUKX.L vs. IUKD.LCUKX.L vs. FTAL.LCUKX.L vs. CSUK.LCUKX.L vs. VUKE.DECUKX.L vs. CPJ1.LCUKX.L vs. S100.L
Often compared with EIMI.L:
EIMI.L vs. VFEA.DEEIMI.L vs. CSPX.LEIMI.L vs. AVEMEIMI.L vs. SWRD.LEIMI.L vs. VWOEIMI.L vs. VFEG.LEIMI.L vs. AEME.L

Return for Risk

CUKX.L vs. EIMI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CUKX.L
CUKX.L Risk / Return Rank: 5656
Overall Rank
CUKX.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CUKX.L Sortino Ratio Rank: 5959
Sortino Ratio Rank
CUKX.L Omega Ratio Rank: 6262
Omega Ratio Rank
CUKX.L Calmar Ratio Rank: 5050
Calmar Ratio Rank
CUKX.L Martin Ratio Rank: 5050
Martin Ratio Rank
EIMI.L
EIMI.L Risk / Return Rank: 7878
Overall Rank
EIMI.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 8080
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 7575
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.

CUKX.L vs. EIMI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares FTSE 100 UCITS ETF (CUKX.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.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.

CUKX.LEIMI.LDifference
Sharpe ratioReturn per unit of total volatility
1.97
2.83

-0.86

Sortino ratioReturn per unit of downside risk
2.76
3.67

-0.92

Omega ratioGain probability vs. loss probability

1.37

1.53

-0.15

Calmar ratioReturn relative to maximum drawdown

2.41

4.78

-2.37

Martin ratioReturn relative to average drawdown

8.21

16.25

-8.04

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

CUKX.L vs. EIMI.L - Sharpe Ratio Comparison

The current CUKX.L Sharpe Ratio is 1.97, which is lower than the EIMI.L Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of CUKX.L and EIMI.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

CUKX.LEIMI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.83

-0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.53

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.60

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.47

+0.06

Drawdowns

CUKX.L vs. EIMI.L - Drawdown Comparison

The maximum CUKX.L drawdown since its inception was -34.50%, which is greater than EIMI.L's maximum drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for CUKX.L and EIMI.L.

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Drawdown Indicators

CUKX.LEIMI.LDifference

Max Drawdown

Largest peak-to-trough decline

-34.50%

-31.70%

-2.80%

Max Drawdown (1Y)

Largest decline over 1 year

-8.89%

-10.58%

+1.69%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-15.79%

+2.91%

Max Drawdown (5Y)

Largest decline over 5 years

-12.88%

-22.27%

+9.39%

Max Drawdown (10Y)

Largest decline over 10 years

-34.50%

-26.10%

-8.40%

Current Drawdown

Current decline from peak

-4.15%

-2.29%

-1.86%

Average Drawdown

Average peak-to-trough decline

-4.40%

-8.72%

+4.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.62%

3.12%

-0.50%

Volatility

CUKX.L vs. EIMI.L - Volatility Comparison

The current volatility for iShares FTSE 100 UCITS ETF (CUKX.L) is 4.08%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 7.58%. This indicates that CUKX.L experiences smaller price fluctuations and is considered to be less risky than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CUKX.LEIMI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

7.58%

-3.50%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

15.58%

-6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

10.87%

17.91%

-7.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.71%

16.61%

-3.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.08%

18.39%

-3.31%

CUKX.L vs. EIMI.L - Expense Ratio Comparison

CUKX.L has a 0.07% expense ratio, which is lower than EIMI.L's 0.18% 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

CUKX.L vs. EIMI.L - Dividend Comparison

Neither CUKX.L nor EIMI.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

CUKX.L and EIMI.L have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CUKX.L is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CUKX.L is cheaper with a 0.07% expense ratio, compared with 0.18% for EIMI.L.

CUKX.L tracks FTSE 100 Index, while EIMI.L tracks MSCI Emerging Markets Investable Market Index. Their fees differ too: 0.07% for CUKX.L and 0.18% for EIMI.L.

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