PortfoliosLab logoPortfoliosLab logo
EIMI.L vs. IESU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EIMI.L vs. IESU.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 S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

EIMI.L is traded in USD, while IESU.L is traded in GBp. To make them comparable, the IESU.L 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 14.85% return, which is significantly lower than IESU.L's 28.54% return. Both investments have delivered pretty close results over the past 10 years, with EIMI.L having a 8.91% annualized return and IESU.L not far behind at 8.78%.


EIMI.L

1D
-2.10%
1M
-9.18%
6M
9.56%
YTD
14.85%
1Y
28.94%
3Y*
18.24%
5Y*
6.52%
10Y*
8.91%

IESU.L

1D
0.85%
1M
6.06%
6M
21.20%
YTD
28.54%
1Y
36.33%
3Y*
14.63%
5Y*
22.27%
10Y*
8.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
14.85%32.16%7.36%11.03%-19.67%-0.65%18.80%16.37%-14.18%36.94%
IESU.L
iShares S&P 500 Energy Sector UCITS ETF USD (Acc)
28.54%9.98%3.69%-1.00%63.91%52.43%-33.64%9.60%-18.29%-1.45%

Correlation

The correlation between EIMI.L and IESU.L is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.19

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

0.05

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

0.20

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

0.31

Correlation (All Time)
Calculated using the full available price history since Nov 20, 2015

0.34

The correlation between EIMI.L and IESU.L shifts across timeframes, from -0.19 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

EIMI.L vs. IESU.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: 5050
Overall Rank
EIMI.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 4545
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 4949
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 5757
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 5353
Martin Ratio Rank

IESU.L
IESU.L Risk / Return Rank: 5252
Overall Rank
IESU.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IESU.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
IESU.L Omega Ratio Rank: 5656
Omega Ratio Rank
IESU.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
IESU.L Martin Ratio Rank: 4242
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. IESU.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 S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.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.LIESU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.12

Omega ratioGain probability vs. loss probability

1.25

1.26

-0.01

Calmar ratioReturn relative to maximum drawdown

2.28

2.21

+0.07

Martin ratioReturn relative to average drawdown

7.08

5.65

+1.44

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

The current EIMI.L Sharpe Ratio is 1.34, which is comparable to the IESU.L Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of EIMI.L and IESU.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.


Loading charts...

Drawdowns

EIMI.L vs. IESU.L - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum IESU.L drawdown of -72.57%. Use the drawdown chart below to compare losses from any high point for EIMI.L and IESU.L.


Loading charts...

Drawdown Indicators


EIMI.LIESU.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.73%

-72.57%

+33.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-16.37%

+3.71%

Max Drawdown (3Y)

Largest decline over 3 years

-17.44%

-22.55%

+5.11%

Max Drawdown (5Y)

Largest decline over 5 years

-33.67%

-27.74%

-5.93%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

-66.85%

+28.12%

Current Drawdown

Current decline from peak

-10.66%

-8.87%

-1.79%

Average Drawdown

Average peak-to-trough decline

-13.92%

-24.88%

+10.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

6.42%

-2.35%

Volatility

EIMI.L vs. IESU.L - Volatility Comparison

iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 8.54% compared to iShares S&P 500 Energy Sector UCITS ETF USD (Acc) (IESU.L) at 6.97%. This indicates that EIMI.L's price experiences larger fluctuations and is considered to be riskier than IESU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EIMI.LIESU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.54%

6.97%

+1.57%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

21.03%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

21.58%

23.89%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.85%

29.47%

-10.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.23%

29.81%

-10.58%

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

EIMI.L has a 0.18% expense ratio, which is higher than IESU.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EIMI.L vs. IESU.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EIMI.L and IESU.L have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IESU.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IESU.L is cheaper with a 0.15% expense ratio, compared with 0.18% for EIMI.L.

EIMI.L is categorized as Emerging Markets Equities, while IESU.L is Energy Equities. EIMI.L tracks MSCI Emerging Markets Investable Market Index, while IESU.L tracks S&P 500 Capped 35/20 Energy Index NTR. Their fees differ too: 0.18% for EIMI.L and 0.15% for IESU.L.

Portfolio Optimizer

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

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

Open Portfolio Optimizer