EIMI.L vs. QLD
Compare and contrast key facts about iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and ProShares Ultra QQQ (QLD).
EIMI.L and QLD 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. QLD is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (200%). It was launched on Jun 21, 2006. Both EIMI.L and QLD 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 QLD.
Performance
EIMI.L vs. QLD - Performance Comparison
Returns By Period
In the year-to-date period, EIMI.L achieves a 7.74% return, which is significantly lower than QLD's 35.76% return. Over the past 10 years, EIMI.L has underperformed QLD with an annualized return of 3.50%, while QLD has yielded a comparatively higher 28.55% annualized return.
EIMI.L
7.74%
-6.39%
-1.10%
12.92%
3.79%
3.50%
QLD
35.76%
1.40%
15.29%
52.09%
30.32%
28.55%
Key characteristics
| EIMI.L | QLD | |
|---|---|---|
| Sharpe Ratio | 0.87 | 1.50 |
| Sortino Ratio | 1.34 | 1.99 |
| Omega Ratio | 1.16 | 1.27 |
| Calmar Ratio | 0.50 | 1.96 |
| Martin Ratio | 4.38 | 6.52 |
| Ulcer Index | 2.95% | 8.03% |
| Daily Std Dev | 14.94% | 34.85% |
| Max Drawdown | -38.73% | -83.13% |
| Current Drawdown | -14.80% | -6.92% |
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EIMI.L vs. QLD - Expense Ratio Comparison
EIMI.L has a 0.18% expense ratio, which is lower than QLD's 0.95% expense ratio.
Correlation
The correlation between EIMI.L and QLD is 0.45, 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.
Risk-Adjusted Performance
EIMI.L vs. QLD - 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 ProShares Ultra QQQ (QLD). 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. QLD - Dividend Comparison
EIMI.L has not paid dividends to shareholders, while QLD's dividend yield for the trailing twelve months is around 0.28%.
| 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% |
QLD ProShares Ultra QQQ | 0.28% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
Drawdowns
EIMI.L vs. QLD - Drawdown Comparison
The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum QLD drawdown of -83.13%. Use the drawdown chart below to compare losses from any high point for EIMI.L and QLD. For additional features, visit the drawdowns tool.
Volatility
EIMI.L vs. QLD - Volatility Comparison
The current volatility for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) is 4.86%, while ProShares Ultra QQQ (QLD) has a volatility of 11.27%. This indicates that EIMI.L experiences smaller price fluctuations and is considered to be less risky than QLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.