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EMIM.L vs. IS0E.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EMIM.L vs. IS0E.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) and iShares Gold Producers UCITS ETF (IS0E.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EMIM.L is traded in GBp, while IS0E.DE is traded in EUR. To make them comparable, the IS0E.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, EMIM.L achieves a 22.83% return, which is significantly higher than IS0E.DE's -8.03% return. Over the past 10 years, EMIM.L has underperformed IS0E.DE with an annualized return of 11.13%, while IS0E.DE has yielded a comparatively higher 13.79% annualized return.


EMIM.L

1D
2.84%
1M
3.05%
YTD
22.83%
6M
25.36%
1Y
46.92%
3Y*
19.09%
5Y*
8.57%
10Y*
11.13%

IS0E.DE

1D
5.79%
1M
-9.14%
YTD
-8.03%
6M
-5.51%
1Y
48.31%
3Y*
36.51%
5Y*
18.39%
10Y*
13.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMIM.L vs. IS0E.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
22.83%23.35%9.18%4.93%-10.17%0.74%14.91%12.69%-9.32%24.72%
IS0E.DE
iShares Gold Producers UCITS ETF
-8.03%141.53%13.58%4.13%1.53%-9.91%19.91%36.58%-3.09%-2.00%

Correlation

The correlation between EMIM.L and IS0E.DE is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (3Y)
Calculated over the trailing 3-year period

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2014

0.20

The correlation between EMIM.L and IS0E.DE shifts across timeframes, from 0.20 (all time) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

EMIM.L vs. IS0E.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EMIM.L
EMIM.L Risk / Return Rank: 8686
Overall Rank
EMIM.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 8989
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8282
Martin Ratio Rank

IS0E.DE
IS0E.DE Risk / Return Rank: 3535
Overall Rank
IS0E.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
IS0E.DE Sortino Ratio Rank: 3535
Sortino Ratio Rank
IS0E.DE Omega Ratio Rank: 3636
Omega Ratio Rank
IS0E.DE Calmar Ratio Rank: 3535
Calmar Ratio Rank
IS0E.DE Martin Ratio Rank: 3333
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.

EMIM.L vs. IS0E.DE - Risk-Adjusted Trends 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 Gold Producers UCITS ETF (IS0E.DE). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EMIM.LIS0E.DEDifference
Sharpe ratioReturn per unit of total volatility

+1.34

Sortino ratioReturn per unit of downside risk

+1.65

Omega ratioGain probability vs. loss probability

1.49

1.22

+0.27

Calmar ratioReturn relative to maximum drawdown

4.09

1.55

+2.55

Martin ratioReturn relative to average drawdown

14.02

4.39

+9.63

EMIM.L vs. IS0E.DE - Sharpe Ratio Comparison

The current EMIM.L Sharpe Ratio is 2.58, which is higher than the IS0E.DE Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of EMIM.L and IS0E.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EMIM.L vs. IS0E.DE - Drawdown Comparison

The maximum EMIM.L drawdown since its inception was -31.70%, smaller than the maximum IS0E.DE drawdown of -84.92%. Use the drawdown chart below to compare losses from any high point for EMIM.L and IS0E.DE.


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Drawdown Indicators


EMIM.LIS0E.DEDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-84.92%

+53.22%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-33.87%

+22.95%

Max Drawdown (3Y)

Largest decline over 3 years

-15.56%

-33.87%

+18.31%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-34.39%

+12.41%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-43.70%

+17.24%

Current Drawdown

Current decline from peak

-3.48%

-29.42%

+25.94%

Average Drawdown

Average peak-to-trough decline

-8.70%

-55.12%

+46.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

11.92%

-8.72%

Volatility

EMIM.L vs. IS0E.DE - Volatility Comparison

The current volatility for iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) is 7.38%, while iShares Gold Producers UCITS ETF (IS0E.DE) has a volatility of 14.20%. This indicates that EMIM.L experiences smaller price fluctuations and is considered to be less risky than IS0E.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMIM.LIS0E.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

14.20%

-6.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

34.23%

-19.29%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

42.42%

-25.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

32.15%

-16.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

32.51%

-14.65%

EMIM.L vs. IS0E.DE - Expense Ratio Comparison

EMIM.L has a 0.18% expense ratio, which is lower than IS0E.DE's 0.55% expense ratio.


Dividends

EMIM.L vs. IS0E.DE - Dividend Comparison

Neither EMIM.L nor IS0E.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EMIM.L and IS0E.DE have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

EMIM.L is cheaper with a 0.18% expense ratio, compared with 0.55% for IS0E.DE.

EMIM.L is categorized as Emerging Markets Equities, while IS0E.DE is Gold. EMIM.L tracks MSCI EM NR USD, while IS0E.DE tracks S&P Commodity Producers Gold. Their fees differ too: 0.18% for EMIM.L and 0.55% for IS0E.DE.

Portfolio Optimizer

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