EIMI.L vs. VWO
Compare and contrast key facts about iShares Core MSCI EM IMI UCITS ETF (EIMI.L) and Vanguard FTSE Emerging Markets ETF (VWO).
EIMI.L and VWO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EIMI.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on May 30, 2014. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005. Both EIMI.L and VWO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EIMI.L or VWO.
Performance
EIMI.L vs. VWO - Performance Comparison
Returns By Period
In the year-to-date period, EIMI.L achieves a 7.74% return, which is significantly lower than VWO's 10.63% return. Both investments have delivered pretty close results over the past 10 years, with EIMI.L having a 3.50% annualized return and VWO not far ahead at 3.58%.
EIMI.L
7.74%
-6.39%
-1.10%
12.92%
3.79%
3.50%
VWO
10.63%
-4.81%
1.20%
15.46%
4.26%
3.58%
Key characteristics
| EIMI.L | VWO | |
|---|---|---|
| Sharpe Ratio | 0.87 | 0.96 |
| Sortino Ratio | 1.34 | 1.44 |
| Omega Ratio | 1.16 | 1.18 |
| Calmar Ratio | 0.50 | 0.61 |
| Martin Ratio | 4.38 | 5.01 |
| Ulcer Index | 2.95% | 2.85% |
| Daily Std Dev | 14.94% | 14.79% |
| Max Drawdown | -38.73% | -67.68% |
| Current Drawdown | -14.80% | -10.94% |
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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%.
Correlation
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.
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.
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 2.68%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.68% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 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.
Volatility
EIMI.L vs. VWO - Volatility Comparison
iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 4.86% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 4.61%. This indicates that EIMI.L's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.