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

Key characteristics


EIMI.LVWO
YTD Return7.23%7.64%
1Y Return15.51%14.97%
3Y Return (Ann)-3.72%-3.21%
5Y Return (Ann)5.40%5.10%
Sharpe Ratio1.051.22
Daily Std Dev14.77%13.72%
Max Drawdown-38.73%-67.68%
Current Drawdown-15.20%-13.35%

Correlation

-0.50.00.51.00.8

The correlation between EIMI.L and VWO is 0.77, 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.

Performance

EIMI.L vs. VWO - Performance Comparison

In the year-to-date period, EIMI.L achieves a 7.23% return, which is significantly lower than VWO's 7.64% 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%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
34.15%
35.14%
EIMI.L
VWO

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 FTSE Emerging Markets ETF

EIMI.L vs. VWO - Expense Ratio Comparison

EIMI.L has a 0.18% expense ratio, which is higher than VWO's 0.08% 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 VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

EIMI.L vs. VWO - 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 FTSE Emerging Markets ETF (VWO). 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 0.96, compared to the broader market0.002.004.006.000.96
Sortino ratio
The chart of Sortino ratio for EIMI.L, currently valued at 1.48, compared to the broader market0.005.0010.001.48
Omega ratio
The chart of Omega ratio for EIMI.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.17
Calmar ratio
The chart of Calmar ratio for EIMI.L, currently valued at 0.46, compared to the broader market0.005.0010.0015.000.46
Martin ratio
The chart of Martin ratio for EIMI.L, currently valued at 2.79, compared to the broader market0.0020.0040.0060.0080.00100.002.79
VWO
Sharpe ratio
The chart of Sharpe ratio for VWO, currently valued at 1.02, compared to the broader market0.002.004.006.001.02
Sortino ratio
The chart of Sortino ratio for VWO, currently valued at 1.51, compared to the broader market0.005.0010.001.51
Omega ratio
The chart of Omega ratio for VWO, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for VWO, currently valued at 0.49, compared to the broader market0.005.0010.0015.000.49
Martin ratio
The chart of Martin ratio for VWO, currently valued at 2.77, compared to the broader market0.0020.0040.0060.0080.00100.002.77

EIMI.L vs. VWO - Sharpe Ratio Comparison

The current EIMI.L Sharpe Ratio is 1.05, which roughly equals the VWO Sharpe Ratio of 1.22. The chart below compares the 12-month rolling Sharpe Ratio of EIMI.L and VWO.


Rolling 12-month Sharpe Ratio0.000.501.00December2024FebruaryMarchAprilMay
0.96
1.02
EIMI.L
VWO

Dividends

EIMI.L vs. VWO - Dividend Comparison

EIMI.L has not paid dividends to shareholders, while VWO's dividend yield for the trailing twelve months is around 3.30%.


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%
VWO
Vanguard FTSE Emerging Markets ETF
3.30%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

EIMI.L vs. VWO - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for EIMI.L and VWO. For additional features, visit the drawdowns tool.


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%December2024FebruaryMarchAprilMay
-15.20%
-13.35%
EIMI.L
VWO

Volatility

EIMI.L vs. VWO - Volatility Comparison

The current volatility for iShares Core MSCI EM IMI UCITS ETF (EIMI.L) is 3.00%, while Vanguard FTSE Emerging Markets ETF (VWO) has a volatility of 3.75%. This indicates that EIMI.L experiences smaller price fluctuations and is considered to be less risky than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
3.00%
3.75%
EIMI.L
VWO