EIMI.L vs. IWDP.L
EIMI.L (iShares Core MSCI EM IMI UCITS ETF) and IWDP.L (iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP) are both exchange-traded funds - EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index, while IWDP.L is a REIT fund tracking the FTSE EPRA Nareit Global TR USD. Both are passively managed. Over the past 10 years, EIMI.L returned 10.60%/yr vs 3.60%/yr for IWDP.L. At a 0.47 correlation, their price movements are largely independent. EIMI.L charges 0.18%/yr vs 0.59%/yr for IWDP.L.
Performance
EIMI.L vs. IWDP.L - Performance Comparison
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Different Trading Currencies
EIMI.L is traded in USD, while IWDP.L is traded in GBp. To make them comparable, the IWDP.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 22.83% return, which is significantly higher than IWDP.L's 9.86% return. Over the past 10 years, EIMI.L has outperformed IWDP.L with an annualized return of 10.60%, while IWDP.L has yielded a comparatively lower 3.60% annualized return.
EIMI.L
- 1D
- 3.53%
- 1M
- 0.58%
- YTD
- 22.83%
- 6M
- 26.10%
- 1Y
- 45.08%
- 3Y*
- 21.64%
- 5Y*
- 7.50%
- 10Y*
- 10.60%
IWDP.L
- 1D
- 0.70%
- 1M
- 1.97%
- YTD
- 9.86%
- 6M
- 11.47%
- 1Y
- 13.40%
- 3Y*
- 9.25%
- 5Y*
- 0.85%
- 10Y*
- 3.60%
EIMI.L vs. IWDP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 22.83% | 32.16% | 7.36% | 11.03% | -19.67% | -0.65% | 18.80% | 16.37% | -14.18% | 36.94% |
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 9.86% | 9.39% | -0.46% | 9.48% | -24.03% | 25.78% | -9.82% | 22.03% | -5.75% | 11.01% |
Correlation
The correlation between EIMI.L and IWDP.L is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.47 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since May 30, 2014 | 0.47 |
The correlation between EIMI.L and IWDP.L shifts across timeframes, from 0.33 (1 year) to 0.47 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
EIMI.L vs. IWDP.L — Risk / Return Rank
EIMI.L
IWDP.L
EIMI.L vs. IWDP.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 Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.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.L | IWDP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.34 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.18 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 3.40 | 1.20 | +2.19 |
| Martin ratioReturn relative to average drawdown | 11.76 | 4.08 | +7.69 |
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Drawdowns
EIMI.L vs. IWDP.L - Drawdown Comparison
The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum IWDP.L drawdown of -70.11%. Use the drawdown chart below to compare losses from any high point for EIMI.L and IWDP.L.
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Drawdown Indicators
| EIMI.L | IWDP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.73% | -70.11% | +31.38% |
Max Drawdown (1Y)Largest decline over 1 year | -12.66% | -10.16% | -2.50% |
Max Drawdown (3Y)Largest decline over 3 years | -17.44% | -17.59% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -35.41% | -33.62% | -1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -38.73% | -42.51% | +3.78% |
Current DrawdownCurrent decline from peak | -3.75% | -1.08% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -13.99% | -14.58% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 3.01% | +0.65% |
Volatility
EIMI.L vs. IWDP.L - Volatility Comparison
iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 8.37% compared to iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP (IWDP.L) at 3.09%. This indicates that EIMI.L's price experiences larger fluctuations and is considered to be riskier than IWDP.L 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 | IWDP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 3.09% | +5.28% |
Volatility (6M)Calculated over the trailing 6-month period | 17.62% | 8.84% | +8.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.94% | 11.65% | +8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.46% | 15.91% | +2.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.20% | 17.02% | +2.18% |
EIMI.L vs. IWDP.L - Expense Ratio Comparison
EIMI.L has a 0.18% expense ratio, which is lower than IWDP.L's 0.59% expense ratio.
Dividends
EIMI.L vs. IWDP.L - Dividend Comparison
EIMI.L has not paid dividends to shareholders, while IWDP.L's dividend yield for the trailing twelve months is around 2.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP | 2.93% | 3.14% | 3.18% | 3.14% | 3.56% | 2.17% | 3.11% | 3.03% | 3.82% | 3.05% | 2.96% | 2.93% |
Frequently Asked Questions
EIMI.L and IWDP.L have a correlation of 0.33, 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 0.59% for IWDP.L.
EIMI.L is categorized as Emerging Markets Equities, while IWDP.L is REIT. EIMI.L tracks MSCI Emerging Markets Investable Market Index, while IWDP.L tracks FTSE EPRA Nareit Global TR USD. Their fees differ too: 0.18% for EIMI.L and 0.59% for IWDP.L.
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