EIMI.L vs. IS3Q.DE
EIMI.L (iShares Core MSCI EM IMI UCITS ETF) and IS3Q.DE (iShares Edge MSCI World Quality Factor UCITS ETF (Acc)) are both exchange-traded funds - EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index, while IS3Q.DE is a Global Equities fund tracking the MSCI World Sector Neutral Quality. Both are passively managed. Over the past 10 years, EIMI.L returned 10.53%/yr vs 12.46%/yr for IS3Q.DE. A 0.65 correlation means they provide meaningful diversification when combined. EIMI.L charges 0.18%/yr vs 0.30%/yr for IS3Q.DE.
Performance
EIMI.L vs. IS3Q.DE - Performance Comparison
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Different Trading Currencies
EIMI.L is traded in USD, while IS3Q.DE is traded in EUR. To make them comparable, the IS3Q.DE 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 26.55% return, which is significantly higher than IS3Q.DE's 8.33% return. Over the past 10 years, EIMI.L has underperformed IS3Q.DE with an annualized return of 10.53%, while IS3Q.DE has yielded a comparatively higher 12.46% annualized return.
EIMI.L
- 1D
- -0.94%
- 1M
- 7.29%
- YTD
- 26.55%
- 6M
- 29.01%
- 1Y
- 50.82%
- 3Y*
- 23.03%
- 5Y*
- 8.52%
- 10Y*
- 10.53%
IS3Q.DE
- 1D
- 0.10%
- 1M
- 1.62%
- YTD
- 8.33%
- 6M
- 9.44%
- 1Y
- 23.47%
- 3Y*
- 17.46%
- 5Y*
- 10.56%
- 10Y*
- 12.46%
EIMI.L vs. IS3Q.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 26.55% | 32.16% | 7.36% | 11.03% | -19.67% | -0.65% | 18.80% | 16.37% | -14.18% | 36.94% |
IS3Q.DE iShares Edge MSCI World Quality Factor UCITS ETF (Acc) | 8.33% | 16.05% | 16.71% | 25.54% | -19.52% | 23.68% | 14.64% | 31.11% | -8.01% | 23.66% |
Correlation
The correlation between EIMI.L and IS3Q.DE is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.63 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014 | 0.65 |
The correlation between EIMI.L and IS3Q.DE has been stable across timeframes, ranging from 0.59 to 0.65 - a consistent structural relationship.
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Return for Risk
EIMI.L vs. IS3Q.DE — Risk / Return Rank
EIMI.L
IS3Q.DE
EIMI.L vs. IS3Q.DE - 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 Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE). 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.L | IS3Q.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.55 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.36 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.11 | 2.69 | +1.43 |
| Martin ratioReturn relative to average drawdown | 14.26 | 11.31 | +2.95 |
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Drawdowns
EIMI.L vs. IS3Q.DE - Drawdown Comparison
The maximum EIMI.L drawdown since its inception was -38.73%, which is greater than IS3Q.DE's maximum drawdown of -32.79%. Use the drawdown chart below to compare losses from any high point for EIMI.L and IS3Q.DE.
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Drawdown Indicators
| EIMI.L | IS3Q.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.73% | -32.79% | -5.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -8.70% | -3.96% |
Max Drawdown (3Y)Largest decline over 3 years | -17.44% | -16.89% | -0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -35.41% | -27.71% | -7.70% |
Max Drawdown (10Y)Largest decline over 10 years | -38.73% | -32.79% | -5.94% |
Current DrawdownCurrent decline from peak | -0.94% | -1.15% | +0.21% |
Average DrawdownAverage peak-to-trough decline | -13.97% | -8.09% | -5.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 2.07% | +1.59% |
Volatility
EIMI.L vs. IS3Q.DE - Volatility Comparison
iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 7.85% compared to iShares Edge MSCI World Quality Factor UCITS ETF (Acc) (IS3Q.DE) at 2.94%. This indicates that EIMI.L's price experiences larger fluctuations and is considered to be riskier than IS3Q.DE 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 | IS3Q.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.85% | 2.94% | +4.91% |
Volatility (6M)Calculated over the trailing 6-month period | 17.82% | 8.66% | +9.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.11% | 11.46% | +8.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.52% | 15.44% | +3.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 16.46% | +2.74% |
EIMI.L vs. IS3Q.DE - Expense Ratio Comparison
EIMI.L has a 0.18% expense ratio, which is lower than IS3Q.DE's 0.30% expense ratio.
Dividends
EIMI.L vs. IS3Q.DE - Dividend Comparison
Neither EIMI.L nor IS3Q.DE has paid dividends to shareholders.
Frequently Asked Questions
EIMI.L and IS3Q.DE have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.30% for IS3Q.DE.
EIMI.L is categorized as Emerging Markets Equities, while IS3Q.DE is Global Equities. EIMI.L tracks MSCI Emerging Markets Investable Market Index, while IS3Q.DE tracks MSCI World Sector Neutral Quality. Their fees differ too: 0.18% for EIMI.L and 0.30% for IS3Q.DE.
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