PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EIMI.L vs. VOX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


EIMI.LVOX
YTD Return5.44%13.53%
1Y Return14.63%32.68%
3Y Return (Ann)-4.25%-0.30%
5Y Return (Ann)4.66%10.88%
Sharpe Ratio1.121.97
Daily Std Dev14.78%16.66%
Max Drawdown-38.73%-57.18%
Current Drawdown-16.61%-8.99%

Correlation

-0.50.00.51.00.4

The correlation between EIMI.L and VOX is 0.41, 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. VOX - Performance Comparison

In the year-to-date period, EIMI.L achieves a 5.44% return, which is significantly lower than VOX's 13.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%December2024FebruaryMarchAprilMay
31.90%
88.18%
EIMI.L
VOX

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

Vanguard Communication Services ETF

EIMI.L vs. VOX - Expense Ratio Comparison

EIMI.L has a 0.18% expense ratio, which is higher than VOX's 0.10% 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 VOX: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

EIMI.L vs. VOX - 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 Vanguard Communication Services ETF (VOX). 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
VOX
Sharpe ratio
The chart of Sharpe ratio for VOX, currently valued at 1.78, compared to the broader market0.002.004.006.001.78
Sortino ratio
The chart of Sortino ratio for VOX, currently valued at 2.48, compared to the broader market0.005.0010.002.48
Omega ratio
The chart of Omega ratio for VOX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for VOX, currently valued at 0.94, compared to the broader market0.005.0010.0015.000.94
Martin ratio
The chart of Martin ratio for VOX, currently valued at 9.96, compared to the broader market0.0020.0040.0060.0080.00100.009.96

EIMI.L vs. VOX - Sharpe Ratio Comparison

The current EIMI.L Sharpe Ratio is 1.12, which is lower than the VOX Sharpe Ratio of 1.97. The chart below compares the 12-month rolling Sharpe Ratio of EIMI.L and VOX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.78
1.78
EIMI.L
VOX

Dividends

EIMI.L vs. VOX - Dividend Comparison

EIMI.L has not paid dividends to shareholders, while VOX's dividend yield for the trailing twelve months is around 0.93%.


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%
VOX
Vanguard Communication Services ETF
0.93%1.03%0.88%0.93%0.73%0.90%2.77%3.83%2.67%3.55%2.66%3.88%

Drawdowns

EIMI.L vs. VOX - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum VOX drawdown of -57.18%. Use the drawdown chart below to compare losses from any high point for EIMI.L and VOX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%December2024FebruaryMarchAprilMay
-16.61%
-8.99%
EIMI.L
VOX

Volatility

EIMI.L vs. VOX - Volatility Comparison

The current volatility for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) is 3.26%, while Vanguard Communication Services ETF (VOX) has a volatility of 3.73%. This indicates that EIMI.L experiences smaller price fluctuations and is considered to be less risky than VOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
3.26%
3.73%
EIMI.L
VOX