EIMI.L vs. IWD
Compare and contrast key facts about iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and iShares Russell 1000 Value ETF (IWD).
EIMI.L and IWD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EIMI.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on May 30, 2014. IWD is a passively managed fund by iShares that tracks the performance of the Russell 1000 Value Index. It was launched on May 22, 2000. Both EIMI.L and IWD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIMI.L or IWD.
Key characteristics
| EIMI.L | IWD | |
|---|---|---|
| YTD Return | 4.50% | 4.60% |
| 1Y Return | 13.41% | 16.39% |
| 3Y Return (Ann) | -3.98% | 4.87% |
| 5Y Return (Ann) | 2.78% | 8.56% |
| Sharpe Ratio | 0.88 | 1.40 |
| Daily Std Dev | 14.93% | 11.07% |
| Max Drawdown | -38.73% | -60.10% |
| Current Drawdown | -17.36% | -3.91% |
Correlation
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 investments are quite close, with EIMI.L having a 4.50% return and IWD slightly higher at 4.60%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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%.
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.
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 1.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 1.94% | 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.
Volatility
EIMI.L vs. IWD - Volatility Comparison
iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 4.59% compared to iShares Russell 1000 Value ETF (IWD) at 3.37%. 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.