PortfoliosLab logoPortfoliosLab logo
EIMI.L vs. VFEA.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EIMI.L vs. VFEA.DE - 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 Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

EIMI.L vs. VFEA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
4.48%32.16%7.36%11.03%-19.67%-0.65%18.80%11.52%
VFEA.DE
Vanguard FTSE Emerging Markets UCITS ETF Acc
0.84%25.59%12.47%6.57%-15.62%-2.05%13.57%12.62%
Different Trading Currencies

EIMI.L is traded in USD, while VFEA.DE is traded in EUR. To make them comparable, the VFEA.DE 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 4.48% return, which is significantly higher than VFEA.DE's 0.84% return.


EIMI.L

1D
4.13%
1M
-5.98%
YTD
4.48%
6M
8.17%
1Y
33.96%
3Y*
16.49%
5Y*
4.75%
10Y*
8.46%

VFEA.DE

1D
2.30%
1M
-4.55%
YTD
0.84%
6M
1.74%
1Y
23.21%
3Y*
14.00%
5Y*
3.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EIMI.L vs. VFEA.DE - Expense Ratio Comparison

EIMI.L has a 0.18% expense ratio, which is lower than VFEA.DE's 0.22% 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%.


Return for Risk

EIMI.L vs. VFEA.DE — 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: 8585
Overall Rank
EIMI.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 8484
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 8383
Martin Ratio Rank

VFEA.DE
VFEA.DE Risk / Return Rank: 4848
Overall Rank
VFEA.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VFEA.DE Sortino Ratio Rank: 4444
Sortino Ratio Rank
VFEA.DE Omega Ratio Rank: 4343
Omega Ratio Rank
VFEA.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
VFEA.DE Martin Ratio Rank: 5454
Martin Ratio Rank
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. VFEA.DE - 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 Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE). 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.LVFEA.DEDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.30

+0.49

Sortino ratio

Return per unit of downside risk

2.35

1.80

+0.55

Omega ratio

Gain probability vs. loss probability

1.34

1.25

+0.09

Calmar ratio

Return relative to maximum drawdown

2.68

2.10

+0.58

Martin ratio

Return relative to average drawdown

9.80

7.55

+2.25

EIMI.L vs. VFEA.DE - Sharpe Ratio Comparison

The current EIMI.L Sharpe Ratio is 1.79, which is higher than the VFEA.DE Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of EIMI.L and VFEA.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EIMI.LVFEA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.30

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.21

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.38

-0.10

Correlation

The correlation between EIMI.L and VFEA.DE is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EIMI.L vs. VFEA.DE - Dividend Comparison

Neither EIMI.L nor VFEA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EIMI.L vs. VFEA.DE - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, which is greater than VFEA.DE's maximum drawdown of -36.08%. Use the drawdown chart below to compare losses from any high point for EIMI.L and VFEA.DE.


Loading graphics...

Drawdown Indicators


EIMI.LVFEA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-38.73%

-30.51%

-8.22%

Max Drawdown (1Y)

Largest decline over 1 year

-12.66%

-13.34%

+0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-35.66%

-19.99%

-15.67%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

Current Drawdown

Current decline from peak

-9.03%

-5.89%

-3.14%

Average Drawdown

Average peak-to-trough decline

-14.21%

-8.77%

-5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.76%

+0.71%

Volatility

EIMI.L vs. VFEA.DE - Volatility Comparison

iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 8.48% compared to Vanguard FTSE Emerging Markets UCITS ETF Acc (VFEA.DE) at 6.28%. This indicates that EIMI.L's price experiences larger fluctuations and is considered to be riskier than VFEA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EIMI.LVFEA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.48%

6.28%

+2.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.79%

11.61%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

17.72%

+1.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.75%

17.31%

+0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

19.56%

-0.66%