EIMI.L vs. IWD

In the year-to-date period, EIMI.L achieves a 7.74% return, which is significantly lower than IWD's 18.83% return. Over the past 10 years, EIMI.L has underperformed IWD with an annualized return of 3.50%, while IWD has yielded a comparatively higher 8.83% annualized return.

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

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%.

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.

The current EIMI.L Sharpe Ratio is 0.87, which is lower than the IWD Sharpe Ratio of 2.62. The chart below compares the historical Sharpe Ratios of EIMI.L and IWD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EIMI.L has not paid dividends to shareholders, while IWD's dividend yield for the trailing twelve months is around 1.78%.

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.

iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 4.74% compared to iShares Russell 1000 Value ETF (IWD) at 3.73%. 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.