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EIMI.L vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

EIMI.L vs. USD=X

Last updated Jun 9, 2026

EIMI.L (iShares Core MSCI EM IMI UCITS ETF) is Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index, while USD=X (USD Cash) is a currency. Over the past 10 years, EIMI.L returned 10.00%/yr vs 0.00%/yr for USD=X.

Performance

EIMI.L vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

EIMI.L

1D
-0.20%
1M
-3.25%
YTD
18.77%
6M
21.30%
1Y
41.81%
3Y*
20.71%
5Y*
6.83%
10Y*
10.00%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EIMI.L vs. USD=X - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		18.77%32.16%7.36%11.03%-19.67%-0.65%18.80%16.37%-14.18%36.94%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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iShares Core MSCI EM IMI UCITS ETF

USD Cash

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Often compared with USD=X:
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Return for Risk

EIMI.L vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EIMI.L
EIMI.L Risk / Return Rank: 7171
Overall Rank
EIMI.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 7474
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 7272
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 6969
Martin Ratio Rank
USD=X
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EIMI.L vs. USD=X - 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 USD Cash (USD=X). 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.LUSD=XDifference
Sharpe ratioReturn per unit of total volatility
2.12

—

—

Sortino ratioReturn per unit of downside risk
2.84

—

—

Omega ratioGain probability vs. loss probability

1.39

—

—

Calmar ratioReturn relative to maximum drawdown

3.29

—

—

Martin ratioReturn relative to average drawdown

11.69

—

—

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIMI.L vs. USD=X - Sharpe Ratio Comparison

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Sharpe Ratios by Period

EIMI.LUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

—

—

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

—

—

Drawdowns

EIMI.L vs. USD=X - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EIMI.L and USD=X.

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Drawdown Indicators

EIMI.LUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-38.73%

0.00%

-38.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

0.00%

-12.66%

Max Drawdown (3Y)

Largest decline over 3 years

-17.44%

0.00%

-17.44%

Max Drawdown (5Y)

Largest decline over 5 years

-35.45%

0.00%

-35.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

0.00%

-38.73%

Current Drawdown

Current decline from peak

-6.93%

0.00%

-6.93%

Average Drawdown

Average peak-to-trough decline

-14.01%

0.00%

-14.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

0.00%

+3.57%

Volatility

EIMI.L vs. USD=X - Volatility Comparison

iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 8.95% compared to USD Cash (USD=X) at 0.00%. This indicates that EIMI.L's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EIMI.LUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

0.00%

+8.95%

Volatility (6M)

Calculated over the trailing 6-month period

17.30%

0.00%

+17.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.71%

0.00%

+19.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.40%

0.00%

+18.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.19%

0.00%

+19.19%

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