EMIM.L vs. EXCS.L
Compare and contrast key facts about iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L).
EMIM.L and EXCS.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EMIM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on May 30, 2014. EXCS.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Apr 27, 2021. Both EMIM.L and EXCS.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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EMIM.L or EXCS.L.
Key characteristics
| EMIM.L | EXCS.L | |
|---|---|---|
| YTD Return | 8.74% | 7.71% |
| 1Y Return | 14.55% | 19.46% |
| Sharpe Ratio | 1.14 | 1.59 |
| Daily Std Dev | 12.76% | 11.58% |
| Max Drawdown | -31.70% | -14.45% |
| Current Drawdown | -6.22% | 0.00% |
Correlation
The correlation between EMIM.L and EXCS.L is 0.89, 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
EMIM.L vs. EXCS.L - Performance Comparison
In the year-to-date period, EMIM.L achieves a 8.74% return, which is significantly higher than EXCS.L's 7.71% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EMIM.L vs. EXCS.L - Expense Ratio Comparison
Both EMIM.L and EXCS.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%.
Risk-Adjusted Performance
EMIM.L vs. EXCS.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.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.
Dividends
EMIM.L vs. EXCS.L - Dividend Comparison
Neither EMIM.L nor EXCS.L has paid dividends to shareholders.
Drawdowns
EMIM.L vs. EXCS.L - Drawdown Comparison
The maximum EMIM.L drawdown since its inception was -31.70%, which is greater than EXCS.L's maximum drawdown of -14.45%. Use the drawdown chart below to compare losses from any high point for EMIM.L and EXCS.L. For additional features, visit the drawdowns tool.
Volatility
EMIM.L vs. EXCS.L - Volatility Comparison
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) and iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) have volatilities of 3.87% and 3.94%, 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.