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EMIM.L vs. OXLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EMIM.L vs. OXLC

Last updated Jun 13, 2026

EMIM.L (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) is Emerging Markets Equities fund tracking the MSCI EM NR USD, while OXLC (Oxford Lane Capital Corp.) is a stock. Over the past 10 years, EMIM.L returned 11.13%/yr vs 3.91%/yr for OXLC. At a 0.25 correlation, their price movements are largely independent.

Performance

EMIM.L vs. OXLC - 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 Oxford Lane Capital Corp. (OXLC). 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 OXLC is traded in USD. To make them comparable, the OXLC 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 OXLC's -27.47% return. Over the past 10 years, EMIM.L has outperformed OXLC with an annualized return of 11.13%, while OXLC has yielded a comparatively lower 3.91% annualized return.

EMIM.L

1D
2.84%
1M
1.78%
YTD
22.83%
6M
25.36%
1Y
44.91%
3Y*
19.09%
5Y*
8.57%
10Y*
11.13%

OXLC

1D
-1.33%
1M
-10.39%
YTD
-27.47%
6M
-21.37%
1Y
-41.56%
3Y*
-11.52%
5Y*
-6.90%
10Y*
3.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMIM.L vs. OXLC - 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%
OXLC
Oxford Lane Capital Corp.		-27.47%-29.76%26.76%10.70%-15.13%61.42%-18.26%-4.75%19.55%3.65%

Correlation

The correlation between EMIM.L and OXLC is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.11

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

0.15

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

0.17

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

0.25

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

0.25

The correlation between EMIM.L and OXLC shifts across timeframes, from 0.11 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)

Oxford Lane Capital Corp.

Often compared with EMIM.L:
EMIM.L vs. VFEG.LEMIM.L vs. SEMA.LEMIM.L vs. SWDA.LEMIM.L vs. EXCS.LEMIM.L vs. VDPG.LEMIM.L vs. XMMS.LEMIM.L vs. 5MVL.DE
Often compared with OXLC:
OXLC vs. OXSQOXLC vs. ECCOXLC vs. ORCOXLC vs. PDIOXLC vs. ECCCOXLC vs. SPYOXLC vs. REPX

Return for Risk

EMIM.L vs. OXLC — 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
OXLC
OXLC Risk / Return Rank: 66
Overall Rank
OXLC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
OXLC Sortino Ratio Rank: 44
Sortino Ratio Rank
OXLC Omega Ratio Rank: 44
Omega Ratio Rank
OXLC Calmar Ratio Rank: 1111
Calmar Ratio Rank
OXLC Martin Ratio Rank: 77
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. OXLC - 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 Oxford Lane Capital Corp. (OXLC). 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.LOXLCDifference
Sharpe ratioReturn per unit of total volatility
2.58
-1.22

+3.80

Sortino ratioReturn per unit of downside risk
3.35
-1.71

+5.06

Omega ratioGain probability vs. loss probability

1.49

0.77

+0.71

Calmar ratioReturn relative to maximum drawdown

4.09

-0.81

+4.90

Martin ratioReturn relative to average drawdown

14.02

-1.47

+15.49

EMIM.L vs. OXLC - Sharpe Ratio Comparison

The current EMIM.L Sharpe Ratio is 2.58, which is higher than the OXLC Sharpe Ratio of -1.22. The chart below compares the historical Sharpe Ratios of EMIM.L and OXLC, 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. OXLC - Drawdown Comparison

The maximum EMIM.L drawdown since its inception was -31.70%, smaller than the maximum OXLC drawdown of -73.27%. Use the drawdown chart below to compare losses from any high point for EMIM.L and OXLC.

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Drawdown Indicators

EMIM.LOXLCDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-73.27%

+41.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-51.10%

+40.18%

Max Drawdown (3Y)

Largest decline over 3 years

-15.56%

-59.41%

+43.85%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-59.41%

+37.43%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-73.27%

+46.81%

Current Drawdown

Current decline from peak

-3.48%

-51.49%

+48.01%

Average Drawdown

Average peak-to-trough decline

-8.70%

-13.92%

+5.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

28.18%

-24.98%

Volatility

EMIM.L vs. OXLC - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) has a higher volatility of 7.38% compared to Oxford Lane Capital Corp. (OXLC) at 6.08%. This indicates that EMIM.L's price experiences larger fluctuations and is considered to be riskier than OXLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

EMIM.LOXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

6.08%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

26.63%

-11.69%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

34.00%

-16.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

25.87%

-9.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

42.45%

-24.59%

Dividends

EMIM.L vs. OXLC - Dividend Comparison

EMIM.L has not paid dividends to shareholders, while OXLC's dividend yield for the trailing twelve months is around 50.72%.

PositionTTM20252024202320222021202020192018201720162015
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OXLC
Oxford Lane Capital Corp.		50.72%35.86%20.12%18.83%17.75%10.51%22.46%19.85%16.70%17.91%22.84%24.10%

Frequently Asked Questions

EMIM.L and OXLC have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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