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

Key characteristics


EIMI.LIWD
YTD Return5.44%5.42%
1Y Return14.63%18.50%
3Y Return (Ann)-4.25%4.58%
5Y Return (Ann)4.66%10.15%
Sharpe Ratio1.121.68
Daily Std Dev14.78%10.90%
Max Drawdown-38.73%-60.10%
Current Drawdown-16.61%-3.16%

Correlation

-0.50.00.51.00.5

The correlation between EIMI.L and IWD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

EIMI.L vs. IWD - Performance Comparison

The year-to-date returns for both stocks are quite close, with EIMI.L having a 5.44% return and IWD slightly lower at 5.42%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
31.90%
116.31%
EIMI.L
IWD

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

iShares Russell 1000 Value ETF

EIMI.L vs. IWD - Expense Ratio Comparison

EIMI.L has a 0.18% expense ratio, which is lower than IWD's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


IWD
iShares Russell 1000 Value ETF
Expense ratio chart for IWD: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
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. IWD - 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 iShares Russell 1000 Value ETF (IWD). 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 0.78, compared to the broader market0.002.004.006.000.78
Sortino ratio
The chart of Sortino ratio for EIMI.L, currently valued at 1.23, compared to the broader market0.005.0010.001.23
Omega ratio
The chart of Omega ratio for EIMI.L, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.14
Calmar ratio
The chart of Calmar ratio for EIMI.L, currently valued at 0.37, compared to the broader market0.005.0010.0015.000.37
Martin ratio
The chart of Martin ratio for EIMI.L, currently valued at 2.27, compared to the broader market0.0020.0040.0060.0080.00100.002.27
IWD
Sharpe ratio
The chart of Sharpe ratio for IWD, currently valued at 1.47, compared to the broader market0.002.004.006.001.47
Sortino ratio
The chart of Sortino ratio for IWD, currently valued at 2.10, compared to the broader market0.005.0010.002.10
Omega ratio
The chart of Omega ratio for IWD, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
Calmar ratio
The chart of Calmar ratio for IWD, currently valued at 1.25, compared to the broader market0.005.0010.0015.001.25
Martin ratio
The chart of Martin ratio for IWD, currently valued at 4.22, compared to the broader market0.0020.0040.0060.0080.00100.004.22

EIMI.L vs. IWD - Sharpe Ratio Comparison

The current EIMI.L Sharpe Ratio is 1.12, which is lower than the IWD Sharpe Ratio of 1.68. The chart below compares the 12-month rolling Sharpe Ratio of EIMI.L and IWD.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
0.78
1.47
EIMI.L
IWD

Dividends

EIMI.L vs. IWD - Dividend Comparison

EIMI.L has not paid dividends to shareholders, while IWD's dividend yield for the trailing twelve months is around 1.93%.


TTM20232022202120202019201820172016201520142013
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IWD
iShares Russell 1000 Value ETF
1.93%2.02%2.15%1.62%2.05%2.45%2.71%2.08%2.25%2.47%2.00%1.95%

Drawdowns

EIMI.L vs. IWD - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum IWD drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for EIMI.L and IWD. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-16.61%
-3.16%
EIMI.L
IWD

Volatility

EIMI.L vs. IWD - Volatility Comparison

iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 3.26% compared to iShares Russell 1000 Value ETF (IWD) at 3.10%. This indicates that EIMI.L's price experiences larger fluctuations and is considered to be riskier than IWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.26%
3.10%
EIMI.L
IWD