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

Key characteristics


EIMI.LSPY
YTD Return5.44%11.03%
1Y Return14.63%27.02%
3Y Return (Ann)-4.25%9.42%
5Y Return (Ann)4.66%15.72%
Sharpe Ratio1.122.39
Daily Std Dev14.78%11.34%
Max Drawdown-38.73%-55.19%
Current Drawdown-16.61%-0.99%

Correlation

-0.50.00.51.00.5

The correlation between EIMI.L and SPY is 0.48, 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. SPY - Performance Comparison

In the year-to-date period, EIMI.L achieves a 5.44% return, which is significantly lower than SPY's 11.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%December2024FebruaryMarchAprilMay
31.90%
221.88%
EIMI.L
SPY

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

SPDR S&P 500 ETF

EIMI.L vs. SPY - Expense Ratio Comparison

EIMI.L has a 0.18% expense ratio, which is higher than SPY's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


EIMI.L
iShares Core MSCI EM IMI UCITS ETF
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%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

EIMI.L vs. SPY - 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 SPDR S&P 500 ETF (SPY). 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
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.20, compared to the broader market0.002.004.006.002.20
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.12, compared to the broader market0.005.0010.003.12
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 2.12, compared to the broader market0.005.0010.0015.002.12
Martin ratio
The chart of Martin ratio for SPY, currently valued at 8.53, compared to the broader market0.0020.0040.0060.0080.00100.008.53

EIMI.L vs. SPY - Sharpe Ratio Comparison

The current EIMI.L Sharpe Ratio is 1.12, which is lower than the SPY Sharpe Ratio of 2.39. The chart below compares the 12-month rolling Sharpe Ratio of EIMI.L and SPY.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.78
2.20
EIMI.L
SPY

Dividends

EIMI.L vs. SPY - Dividend Comparison

EIMI.L has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.28%.


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%
SPY
SPDR S&P 500 ETF
1.28%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

EIMI.L vs. SPY - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for EIMI.L and SPY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-16.61%
-0.99%
EIMI.L
SPY

Volatility

EIMI.L vs. SPY - Volatility Comparison

iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and SPDR S&P 500 ETF (SPY) have volatilities of 3.26% and 3.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.26%
3.14%
EIMI.L
SPY