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

Performance

EIMI.L vs. EMIM.L - 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 iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L). 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 EMIM.L is traded in GBp. To make them comparable, the EMIM.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with EIMI.L having a 18.64% return and EMIM.L slightly higher at 18.81%. Both investments have delivered pretty close results over the past 10 years, with EIMI.L having a 9.25% annualized return and EMIM.L not far ahead at 9.33%.


EIMI.L

1D
-0.30%
1M
-6.07%
6M
13.34%
YTD
18.64%
1Y
34.63%
3Y*
19.30%
5Y*
7.21%
10Y*
9.25%

EMIM.L

1D
0.13%
1M
-5.61%
6M
13.81%
YTD
18.81%
1Y
35.13%
3Y*
19.49%
5Y*
7.33%
10Y*
9.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
18.64%32.16%7.36%11.03%-19.67%-0.65%18.80%16.37%-14.18%36.94%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
18.81%32.66%7.36%10.47%-19.77%-0.17%18.43%17.21%-14.45%36.59%

Correlation

The correlation between EIMI.L and EMIM.L is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.95

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

0.95

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2014

0.95

The correlation between EIMI.L and EMIM.L has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

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Return for Risk

EIMI.L vs. EMIM.L — 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: 6262
Overall Rank
EIMI.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 6262
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 6161
Martin Ratio Rank

EMIM.L
EMIM.L Risk / Return Rank: 6767
Overall Rank
EMIM.L Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 7070
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 6565
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. EMIM.L - 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 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EIMI.LEMIM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.72

2.70

+0.02

Martin ratioReturn relative to average drawdown

8.68

8.84

-0.16

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

The current EIMI.L Sharpe Ratio is 1.61, which is comparable to the EMIM.L Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of EIMI.L and EMIM.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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Drawdowns

EIMI.L vs. EMIM.L - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, roughly equal to the maximum EMIM.L drawdown of -39.32%. Use the drawdown chart below to compare losses from any high point for EIMI.L and EMIM.L.


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Drawdown Indicators


EIMI.LEMIM.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.73%

-39.32%

+0.59%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-12.93%

+0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-17.44%

-17.29%

-0.15%

Max Drawdown (5Y)

Largest decline over 5 years

-33.69%

-33.79%

+0.10%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

-39.32%

+0.59%

Current Drawdown

Current decline from peak

-7.71%

-7.35%

-0.36%

Average Drawdown

Average peak-to-trough decline

-13.92%

-13.92%

0.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.98%

3.96%

+0.02%

Volatility

EIMI.L vs. EMIM.L - Volatility Comparison

iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) have volatilities of 8.59% and 8.60%, 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


EIMI.LEMIM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

8.60%

-0.01%

Volatility (6M)

Calculated over the trailing 6-month period

19.48%

18.73%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

21.43%

20.83%

+0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.83%

18.76%

+0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.22%

19.31%

-0.09%

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

Both EIMI.L and EMIM.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

EIMI.L vs. EMIM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, EIMI.L and EMIM.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.

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

EIMI.L tracks MSCI Emerging Markets Investable Market Index, while EMIM.L tracks MSCI Emerging Markets Investable Market Index (IMI).

Portfolio Optimizer

Find the right allocation for EIMI.L and EMIM.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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