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EIMI.L vs. ^STOXX
Performance
Return for Risk
Drawdowns
Volatility

Performance

EIMI.L vs. ^STOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and STOXX Europe 600 Index (^STOXX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EIMI.L achieves a 24.25% return, which is significantly higher than ^STOXX's 4.25% return. Over the past 10 years, EIMI.L has outperformed ^STOXX with an annualized return of 10.26%, while ^STOXX has yielded a comparatively lower 6.43% annualized return.


EIMI.L

1D
-1.30%
1M
4.51%
YTD
24.25%
6M
27.21%
1Y
49.41%
3Y*
23.30%
5Y*
7.61%
10Y*
10.26%

^STOXX

1D
0.65%
1M
1.71%
YTD
4.25%
6M
7.58%
1Y
15.27%
3Y*
13.75%
5Y*
5.66%
10Y*
6.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIMI.L vs. ^STOXX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
24.25%32.16%7.36%11.03%-19.67%-0.65%18.80%16.37%-14.17%36.95%
^STOXX
STOXX Europe 600 Index
4.25%32.33%-0.58%16.30%-18.13%13.92%4.45%20.76%-17.29%22.91%

Correlation

The correlation between EIMI.L and ^STOXX is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.64

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

0.65

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

0.68

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

0.68

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

0.68

The correlation between EIMI.L and ^STOXX has been stable across timeframes, ranging from 0.64 to 0.68 - a consistent structural relationship.

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Return for Risk

EIMI.L vs. ^STOXX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

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

^STOXX
^STOXX Risk / Return Rank: 4545
Overall Rank
^STOXX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
^STOXX Sortino Ratio Rank: 4545
Sortino Ratio Rank
^STOXX Omega Ratio Rank: 4646
Omega Ratio Rank
^STOXX Calmar Ratio Rank: 4242
Calmar Ratio Rank
^STOXX Martin Ratio Rank: 4747
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.

EIMI.L vs. ^STOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and STOXX Europe 600 Index (^STOXX). 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.


EIMI.L^STOXXDifference
Sharpe ratioReturn per unit of total volatility

+1.51

Sortino ratioReturn per unit of downside risk

+1.86

Omega ratioGain probability vs. loss probability

1.47

1.20

+0.27

Calmar ratioReturn relative to maximum drawdown

3.88

1.30

+2.59

Martin ratioReturn relative to average drawdown

14.02

4.45

+9.57

EIMI.L vs. ^STOXX - Sharpe Ratio Comparison

The current EIMI.L Sharpe Ratio is 2.56, which is higher than the ^STOXX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of EIMI.L and ^STOXX, 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


EIMI.L^STOXXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.56

1.05

+1.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.32

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.36

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.07

+0.28

Drawdowns

EIMI.L vs. ^STOXX - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum ^STOXX drawdown of -64.60%. Use the drawdown chart below to compare losses from any high point for EIMI.L and ^STOXX.


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Drawdown Indicators


EIMI.L^STOXXDifference

Max Drawdown

Largest peak-to-trough decline

-38.73%

-64.60%

+25.87%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-11.59%

-1.07%

Max Drawdown (3Y)

Largest decline over 3 years

-17.44%

-15.22%

-2.22%

Max Drawdown (5Y)

Largest decline over 5 years

-35.50%

-33.96%

-1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

-39.58%

+0.85%

Current Drawdown

Current decline from peak

-2.64%

-3.19%

+0.55%

Average Drawdown

Average peak-to-trough decline

-14.04%

-22.88%

+8.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.52%

3.40%

+0.12%

Volatility

EIMI.L vs. ^STOXX - Volatility Comparison

iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 8.18% compared to STOXX Europe 600 Index (^STOXX) at 4.17%. This indicates that EIMI.L's price experiences larger fluctuations and is considered to be riskier than ^STOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EIMI.L^STOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

4.17%

+4.01%

Volatility (6M)

Calculated over the trailing 6-month period

16.71%

11.90%

+4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

19.23%

14.28%

+4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.31%

17.24%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.15%

17.55%

+1.60%

Frequently Asked Questions


EIMI.L and ^STOXX have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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