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

EGDM.L vs. EIMI.L

Last updated Jun 5, 2026

EGDM.L (iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)) and EIMI.L (iShares Core MSCI EM IMI UCITS ETF) are both Emerging Markets Equities funds from iShares - EGDM.L tracks the MSCI EM NR USD while EIMI.L tracks the MSCI Emerging Markets Investable Market Index. Both are passively managed. Over the past 5 years, EGDM.L returned 7.74%/yr vs 8.77%/yr for EIMI.L. Their correlation of 0.93 suggests significant overlap in exposure. Both charge a 0.18% expense ratio.

Performance

EGDM.L vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.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

EGDM.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

The year-to-date returns for both stocks are quite close, with EGDM.L having a 25.08% return and EIMI.L slightly lower at 24.75%.

EGDM.L

1D
-1.60%
1M
6.55%
YTD
25.08%
6M
26.80%
1Y
51.52%
3Y*
20.30%
5Y*
7.74%
10Y*
—

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)

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

2026 (YTD)2025202420232022202120202019
EGDM.L
iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)		25.08%26.25%8.50%2.10%-12.36%-1.65%15.68%2.53%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		24.75%22.75%9.23%5.48%-10.12%0.29%15.31%3.55%

Correlation

The correlation between EGDM.L and EIMI.L is 0.93, 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

0.93

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

0.94

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

0.93

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.93

The correlation between EGDM.L and EIMI.L has been stable across timeframes, ranging from 0.93 to 0.94 - a consistent structural relationship.

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

Sectors
EGDM.L
EIMI.L

Technology

43.1%
35.0%

Financial Services

17.9%
18.4%

Consumer Cyclical

8.6%
9.6%

Industrials

7.0%
8.9%

Communication Services

6.3%
6.4%

Basic Materials

5.5%
6.9%

Energy

3.4%
3.9%

Consumer Defensive

2.7%
3.3%

Healthcare

2.6%
3.7%

Utilities

1.7%
2.2%

Real Estate

1.3%
1.7%

Technology

EGDM.L
43.1%
EIMI.L
35.0%

Financial Services

EGDM.L
17.9%
EIMI.L
18.4%

Consumer Cyclical

EGDM.L
8.6%
EIMI.L
9.6%

Industrials

EGDM.L
7.0%
EIMI.L
8.9%

Communication Services

EGDM.L
6.3%
EIMI.L
6.4%

Basic Materials

EGDM.L
5.5%
EIMI.L
6.9%

Energy

EGDM.L
3.4%
EIMI.L
3.9%

Consumer Defensive

EGDM.L
2.7%
EIMI.L
3.3%

Healthcare

EGDM.L
2.6%
EIMI.L
3.7%

Utilities

EGDM.L
1.7%
EIMI.L
2.2%

Real Estate

EGDM.L
1.3%
EIMI.L
1.7%

Compare stocks, funds, or ETFs

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iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)

iShares Core MSCI EM IMI UCITS ETF

Often compared with EGDM.L:
EGDM.L vs. VFEM.LEGDM.L vs. FEMQ.LEGDM.L vs. CNDX.LEGDM.L vs. IUIT.LEGDM.L vs. EXCS.LEGDM.L vs. HDEM.LEGDM.L vs. E127.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

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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EGDM.L
EGDM.L Risk / Return Rank: 8787
Overall Rank
EGDM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EGDM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
EGDM.L Omega Ratio Rank: 9090
Omega Ratio Rank
EGDM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
EGDM.L Martin Ratio Rank: 8181
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.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.

EGDM.LEIMI.LDifference
Sharpe ratioReturn per unit of total volatility
3.05
2.83

+0.22

Sortino ratioReturn per unit of downside risk
3.92
3.67

+0.24

Omega ratioGain probability vs. loss probability

1.56

1.53

+0.04

Calmar ratioReturn relative to maximum drawdown

4.47

4.78

-0.31

Martin ratioReturn relative to average drawdown

15.88

16.25

-0.37

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

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

The current EGDM.L Sharpe Ratio is 3.05, which is comparable to the EIMI.L Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of EGDM.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

EGDM.LEIMI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.05

2.83

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.53

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.47

+0.05

Drawdowns

EGDM.L vs. EIMI.L - Drawdown Comparison

The maximum EGDM.L drawdown since its inception was -28.27%, smaller than the maximum EIMI.L drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for EGDM.L and EIMI.L.

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Drawdown Indicators

EGDM.LEIMI.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.27%

-31.70%

+3.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-10.58%

-0.88%

Max Drawdown (3Y)

Largest decline over 3 years

-15.33%

-15.79%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-25.09%

-22.27%

-2.82%

Max Drawdown (10Y)

Largest decline over 10 years

—

-26.10%

—

Current Drawdown

Current decline from peak

-2.51%

-2.29%

-0.22%

Average Drawdown

Average peak-to-trough decline

-12.18%

-8.72%

-3.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.23%

3.12%

+0.11%

Volatility

EGDM.L vs. EIMI.L - Volatility Comparison

iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) (EGDM.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L) have volatilities of 7.45% and 7.58%, 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

EGDM.LEIMI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

7.58%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.40%

15.58%

-1.18%

Volatility (1Y)

Calculated over the trailing 1-year period

16.85%

17.91%

-1.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

16.61%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

18.39%

-0.38%

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

Both EGDM.L and EIMI.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

EGDM.L vs. EIMI.L - Dividend Comparison

EGDM.L's dividend yield for the trailing twelve months is around 1.51%, while EIMI.L has not paid dividends to shareholders.

PositionTTM2025202420232022202120202019
EGDM.L
iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist)		1.51%1.88%2.34%2.37%2.55%1.96%1.62%0.05%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.93, EGDM.L and EIMI.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.18% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EGDM.L and EIMI.L have the same expense ratio: 0.18% per year.

EGDM.L tracks MSCI EM NR USD, while EIMI.L tracks MSCI Emerging Markets Investable Market Index.

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