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EIMI.L vs. AVEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EIMI.LAVEM
YTD Return7.74%9.51%
1Y Return15.86%21.92%
3Y Return (Ann)-2.55%0.32%
Sharpe Ratio1.171.40
Daily Std Dev14.85%14.50%
Max Drawdown-38.73%-36.05%
Current Drawdown-14.80%-4.69%

Correlation

-0.50.00.51.00.8

The correlation between EIMI.L and AVEM is 0.80, 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.

Performance

EIMI.L vs. AVEM - Performance Comparison

In the year-to-date period, EIMI.L achieves a 7.74% return, which is significantly lower than AVEM's 9.51% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%December2024FebruaryMarchAprilMay
24.49%
38.19%
EIMI.L
AVEM

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


iShares Core MSCI EM IMI UCITS ETF

Avantis Emerging Markets Equity ETF

EIMI.L vs. AVEM - Expense Ratio Comparison

EIMI.L has a 0.18% expense ratio, which is lower than AVEM's 0.33% expense ratio.


AVEM
Avantis Emerging Markets Equity ETF
Expense ratio chart for AVEM: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
Expense ratio chart for EIMI.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Risk-Adjusted Performance

EIMI.L vs. AVEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and Avantis Emerging Markets Equity ETF (AVEM). 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
Sharpe ratio
The chart of Sharpe ratio for EIMI.L, currently valued at 1.30, compared to the broader market0.002.004.001.30
Sortino ratio
The chart of Sortino ratio for EIMI.L, currently valued at 1.96, compared to the broader market0.005.0010.001.96
Omega ratio
The chart of Omega ratio for EIMI.L, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for EIMI.L, currently valued at 0.63, compared to the broader market0.005.0010.0015.000.63
Martin ratio
The chart of Martin ratio for EIMI.L, currently valued at 3.84, compared to the broader market0.0020.0040.0060.0080.00100.003.84
AVEM
Sharpe ratio
The chart of Sharpe ratio for AVEM, currently valued at 1.60, compared to the broader market0.002.004.001.60
Sortino ratio
The chart of Sortino ratio for AVEM, currently valued at 2.29, compared to the broader market0.005.0010.002.29
Omega ratio
The chart of Omega ratio for AVEM, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for AVEM, currently valued at 1.00, compared to the broader market0.005.0010.0015.001.00
Martin ratio
The chart of Martin ratio for AVEM, currently valued at 5.13, compared to the broader market0.0020.0040.0060.0080.00100.005.13

EIMI.L vs. AVEM - Sharpe Ratio Comparison

The current EIMI.L Sharpe Ratio is 1.17, which roughly equals the AVEM Sharpe Ratio of 1.40. The chart below compares the 12-month rolling Sharpe Ratio of EIMI.L and AVEM.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
1.30
1.60
EIMI.L
AVEM

Dividends

EIMI.L vs. AVEM - Dividend Comparison

EIMI.L has not paid dividends to shareholders, while AVEM's dividend yield for the trailing twelve months is around 2.79%.


TTM20232022202120202019
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
AVEM
Avantis Emerging Markets Equity ETF
2.79%3.06%2.77%2.61%1.60%0.34%

Drawdowns

EIMI.L vs. AVEM - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, which is greater than AVEM's maximum drawdown of -36.05%. Use the drawdown chart below to compare losses from any high point for EIMI.L and AVEM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%December2024FebruaryMarchAprilMay
-14.80%
-4.69%
EIMI.L
AVEM

Volatility

EIMI.L vs. AVEM - Volatility Comparison

The current volatility for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) is 2.92%, while Avantis Emerging Markets Equity ETF (AVEM) has a volatility of 3.57%. This indicates that EIMI.L experiences smaller price fluctuations and is considered to be less risky than AVEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
2.92%
3.57%
EIMI.L
AVEM