EIMI.L vs. XDW0.L

Last updated Jun 5, 2026

EIMI.L (iShares Core MSCI EM IMI UCITS ETF) and XDW0.L (Xtrackers MSCI World Energy UCITS ETF 1C) are both exchange-traded funds - EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index, while XDW0.L is a Energy Equities fund tracking the MSCI World/Energy NR USD. Both are passively managed. Over the past 10 years, EIMI.L returned 10.26%/yr vs 9.43%/yr for XDW0.L. At a 0.42 correlation, their price movements are largely independent. EIMI.L charges 0.18%/yr vs 0.25%/yr for XDW0.L.

Performance

EIMI.L vs. XDW0.L - 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 Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EIMI.L achieves a 24.25% return, which is significantly lower than XDW0.L's 30.91% return. Over the past 10 years, EIMI.L has outperformed XDW0.L with an annualized return of 10.26%, while XDW0.L has yielded a comparatively lower 9.43% annualized return.

EIMI.L

• 1D: -1.30%
• 1M: 4.51%
• YTD: 24.25%
• 6M: 27.21%
• 1Y: 49.41%
• 3Y*: 23.30%
• 5Y*: 7.61%
• 10Y*: 10.26%

XDW0.L

• 1D: -0.57%
• 1M: -1.85%
• YTD: 30.91%
• 6M: 28.80%
• 1Y: 47.41%
• 3Y*: 18.78%
• 5Y*: 19.19%
• 10Y*: 9.43%

*Multi-year figures are annualized to reflect compound growth (CAGR)

EIMI.L vs. XDW0.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EIMI.L iShares Core MSCI EM IMI UCITS ETF	24.25%	32.16%	7.36%	11.03%	-19.67%	-0.65%	18.80%	16.37%	-14.17%	36.95%
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C	30.91%	14.66%	2.10%	3.69%	46.28%	39.22%	-30.39%	10.05%	-15.68%	5.34%

Correlation

The correlation between EIMI.L and XDW0.L is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Mar 29, 2016	0.42

The correlation between EIMI.L and XDW0.L shifts across timeframes, from -0.09 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.

EIMI.L vs. XDW0.L - Sectors Allocation Comparison

Sectors	EIMI.L	XDW0.L
Technology	35.0%	-
Financial Services	18.4%	-
Consumer Cyclical	9.6%	-
Industrials	8.9%	-
Basic Materials	6.9%	-
Communication Services	6.4%	0.1%
Energy	3.9%	99.9%
Healthcare	3.7%	-
Consumer Defensive	3.3%	-
Utilities	2.2%	-
Real Estate	1.7%	-

Return for Risk

EIMI.L vs. XDW0.L — 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: 78
EIMI.L Sharpe Ratio Rank: 80
EIMI.L Sortino Ratio Rank: 77
EIMI.L Omega Ratio Rank: 80
EIMI.L Calmar Ratio Rank: 78
EIMI.L Martin Ratio Rank: 75

XDW0.L

XDW0.L Risk / Return Rank: 73
XDW0.L Sharpe Ratio Rank: 77
XDW0.L Sortino Ratio Rank: 67
XDW0.L Omega Ratio Rank: 71
XDW0.L Calmar Ratio Rank: 77
XDW0.L Martin Ratio Rank: 70

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. XDW0.L - 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 Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L). 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	XDW0.L	Difference
Sharpe ratio: Return per unit of total volatility	2.56	2.46	+0.10
Sortino ratio: Return per unit of downside risk	3.42	3.05	+0.38
Omega ratio: Gain probability vs. loss probability	1.47	1.42	+0.05
Calmar ratio: Return relative to maximum drawdown	3.88	3.89	0.00
Martin ratio: Return relative to average drawdown	14.02	12.98	+1.03
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. XDW0.L - Sharpe Ratio Comparison

The current EIMI.L Sharpe Ratio is 2.56, which is comparable to the XDW0.L Sharpe Ratio of 2.46. The chart below compares the historical Sharpe Ratios of EIMI.L and XDW0.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EIMI.L	XDW0.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.56	2.46	+0.10
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	0.79	-0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.54	0.36	+0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.39	-0.04

Drawdowns

EIMI.L vs. XDW0.L - Drawdown Comparison

The maximum EIMI.L drawdown since its inception was -38.73%, smaller than the maximum XDW0.L drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for EIMI.L and XDW0.L.

Drawdown Indicators

	EIMI.L	XDW0.L	Difference
Max Drawdown Largest peak-to-trough decline	-38.73%	-63.72%	+24.99%
Max Drawdown (1Y) Largest decline over 1 year	-12.66%	-12.14%	-0.52%
Max Drawdown (3Y) Largest decline over 3 years	-17.44%	-18.90%	+1.46%
Max Drawdown (5Y) Largest decline over 5 years	-35.50%	-26.47%	-9.03%
Max Drawdown (10Y) Largest decline over 10 years	-38.73%	-63.72%	+24.99%
Current Drawdown Current decline from peak	-2.64%	-6.03%	+3.39%
Average Drawdown Average peak-to-trough decline	-14.04%	-12.31%	-1.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.52%	3.64%	-0.12%

Volatility

EIMI.L vs. XDW0.L - Volatility Comparison

iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a higher volatility of 8.18% compared to Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.L) at 7.38%. This indicates that EIMI.L's price experiences larger fluctuations and is considered to be riskier than XDW0.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EIMI.L	XDW0.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.18%	7.38%	+0.80%
Volatility (6M) Calculated over the trailing 6-month period	16.71%	16.33%	+0.38%
Volatility (1Y) Calculated over the trailing 1-year period	19.23%	19.23%	0.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.31%	24.24%	-5.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.15%	26.16%	-7.01%

EIMI.L vs. XDW0.L - Expense Ratio Comparison

EIMI.L has a 0.18% expense ratio, which is lower than XDW0.L's 0.25% 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%.

Dividends

EIMI.L vs. XDW0.L - Dividend Comparison

Neither EIMI.L nor XDW0.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both EIMI.L and XDW0.L in my portfolio?

EIMI.L and XDW0.L have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EIMI.L or XDW0.L?

On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EIMI.L or XDW0.L?

EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.25% for XDW0.L.

What is the main difference between EIMI.L and XDW0.L?

EIMI.L is categorized as Emerging Markets Equities, while XDW0.L is Energy Equities. EIMI.L tracks MSCI Emerging Markets Investable Market Index, while XDW0.L tracks MSCI World/Energy NR USD. They also come from different issuers: iShares and Xtrackers. Their fees differ too: 0.18% for EIMI.L and 0.25% for XDW0.L.