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EIMU.L vs. EIMI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

EIMU.L vs. EIMI.L

Last updated Apr 2, 2026

Compare and contrast key facts about iShares Core MSCI EM IMI UCITS ETF USD (Dist) (EIMU.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).

EIMU.L and EIMI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EIMU.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market (IMI) Index. It was launched on Mar 5, 2018. 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. Both EIMU.L and EIMI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

EIMU.L vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core MSCI EM IMI UCITS ETF USD (Dist) (EIMU.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). The values are adjusted to include any dividend payments, if applicable.

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

2026 (YTD)20252024202320222021202020192018
EIMU.L
iShares Core MSCI EM IMI UCITS ETF USD (Dist)		4.64%31.93%7.46%11.02%-19.67%-0.63%18.78%16.43%-18.45%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF		4.48%32.16%7.36%11.03%-19.67%-0.65%18.80%16.37%-18.29%

Returns By Period

The year-to-date returns for both stocks are quite close, with EIMU.L having a 4.64% return and EIMI.L slightly lower at 4.48%.

EIMU.L

1D
4.13%
1M
-5.71%
YTD
4.64%
6M
8.44%
1Y
34.07%
3Y*
16.53%
5Y*
4.77%
10Y*
—

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

Compare stocks, funds, or ETFs

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iShares Core MSCI EM IMI UCITS ETF USD (Dist)

iShares Core MSCI EM IMI UCITS ETF

Often compared with EIMU.L:
EIMU.L vs. VTIEIMU.L vs. EMV.LEIMU.L vs. EXCS.LEIMU.L vs. FEM.LEIMU.L vs. CSP1.LEIMU.L vs. DEMS.LEIMU.L vs. FLXE.L
Often compared with EIMI.L:
EIMI.L vs. VFEA.DEEIMI.L vs. CSPX.LEIMI.L vs. AVEMEIMI.L vs. VWOEIMI.L vs. VFEG.LEIMI.L vs. AEME.LEIMI.L vs. IEEM.L

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

Both EIMU.L and EIMI.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

EIMU.L
iShares Core MSCI EM IMI UCITS ETF USD (Dist)
EIMI.L
iShares Core MSCI EM IMI UCITS ETF

Return for Risk

EIMU.L vs. EIMI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EIMU.L
EIMU.L Risk / Return Rank: 8282
Overall Rank
EIMU.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EIMU.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
EIMU.L Omega Ratio Rank: 8282
Omega Ratio Rank
EIMU.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
EIMU.L Martin Ratio Rank: 7979
Martin Ratio Rank
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
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.

EIMU.L vs. EIMI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI EM IMI UCITS ETF USD (Dist) (EIMU.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.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.

EIMU.LEIMI.LDifference

Sharpe ratio

Return per unit of total volatility

1.80

1.79

+0.01

Sortino ratio

Return per unit of downside risk

2.34

2.35

0.00

Omega ratio

Gain probability vs. loss probability

1.34

1.34

0.00

Calmar ratio

Return relative to maximum drawdown

2.64

2.68

-0.04

Martin ratio

Return relative to average drawdown

9.83

9.80

+0.03

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EIMU.L vs. EIMI.L - Sharpe Ratio Comparison

The current EIMU.L Sharpe Ratio is 1.80, which is comparable to the EIMI.L Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of EIMU.L and EIMI.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

EIMU.LEIMI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.80

1.79

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.27

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.45

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.28

-0.03

Correlation

The correlation between EIMU.L and EIMI.L is 0.99, 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

EIMU.L vs. EIMI.L - Dividend Comparison

EIMU.L's dividend yield for the trailing twelve months is around 1.92%, while EIMI.L has not paid dividends to shareholders.

TTM20252024202320222021202020192018
EIMU.L
iShares Core MSCI EM IMI UCITS ETF USD (Dist)		1.92%1.92%2.34%2.43%3.14%1.90%1.70%2.30%1.80%
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%

Drawdowns

EIMU.L vs. EIMI.L - Drawdown Comparison

The maximum EIMU.L drawdown since its inception was -37.70%, roughly equal to the maximum EIMI.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for EIMU.L and EIMI.L.

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Drawdown Indicators

EIMU.LEIMI.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.70%

-38.73%

+1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.90%

-12.66%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-35.60%

-35.66%

+0.06%

Max Drawdown (10Y)

Largest decline over 10 years

—

-38.73%

—

Current Drawdown

Current decline from peak

-8.89%

-9.03%

+0.14%

Average Drawdown

Average peak-to-trough decline

-14.10%

-14.21%

+0.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.47%

0.00%

Volatility

EIMU.L vs. EIMI.L - Volatility Comparison

iShares Core MSCI EM IMI UCITS ETF USD (Dist) (EIMU.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L) have volatilities of 8.50% and 8.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EIMU.LEIMI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.50%

8.48%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.74%

13.79%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

18.87%

18.87%

0.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.68%

17.75%

-0.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.66%

18.90%

+0.76%