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

Performance

EMIM.L vs. TIGB.L - 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 Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EMIM.L achieves a 24.23% return, which is significantly higher than TIGB.L's 1.42% return.


EMIM.L

1D
-1.35%
1M
3.19%
YTD
24.23%
6M
25.19%
1Y
49.71%
3Y*
20.15%
5Y*
8.76%
10Y*
11.09%

TIGB.L

1D
0.09%
1M
0.30%
YTD
1.42%
6M
1.75%
1Y
3.80%
3Y*
4.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMIM.L vs. TIGB.L - Yearly Performance Comparison


2026 (YTD)2025202420232022
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
24.23%23.35%9.18%4.93%-8.44%
TIGB.L
Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist
1.42%4.10%4.94%4.27%0.03%

Correlation

The correlation between EMIM.L and TIGB.L is -0.06, 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

-0.06

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

-0.04

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2022

-0.05

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Return for Risk

EMIM.L vs. TIGB.L — 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: 8787
Overall Rank
EMIM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 9090
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 8383
Martin Ratio Rank

TIGB.L
TIGB.L Risk / Return Rank: 9797
Overall Rank
TIGB.L Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
TIGB.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
TIGB.L Omega Ratio Rank: 9898
Omega Ratio Rank
TIGB.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIGB.L Martin Ratio Rank: 9898
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. TIGB.L - 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 Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.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.


EMIM.LTIGB.LDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-2.14

Omega ratioGain probability vs. loss probability

1.57

2.34

-0.77

Calmar ratioReturn relative to maximum drawdown

4.63

12.51

-7.88

Martin ratioReturn relative to average drawdown

16.57

73.64

-57.07

EMIM.L vs. TIGB.L - Sharpe Ratio Comparison

The current EMIM.L Sharpe Ratio is 3.04, which is comparable to the TIGB.L Sharpe Ratio of 3.87. The chart below compares the historical Sharpe Ratios of EMIM.L and TIGB.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.


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Sharpe Ratios by Period


EMIM.LTIGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.04

3.87

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

5.48

-4.99

Drawdowns

EMIM.L vs. TIGB.L - Drawdown Comparison

The maximum EMIM.L drawdown since its inception was -31.70%, which is greater than TIGB.L's maximum drawdown of -0.50%. Use the drawdown chart below to compare losses from any high point for EMIM.L and TIGB.L.


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Drawdown Indicators


EMIM.LTIGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-0.50%

-31.20%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-0.30%

-10.62%

Max Drawdown (3Y)

Largest decline over 3 years

-15.56%

-0.30%

-15.26%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

Current Drawdown

Current decline from peak

-2.39%

0.00%

-2.39%

Average Drawdown

Average peak-to-trough decline

-8.71%

-0.03%

-8.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

0.05%

+3.01%

Volatility

EMIM.L vs. TIGB.L - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) has a higher volatility of 7.03% compared to Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist (TIGB.L) at 0.45%. This indicates that EMIM.L's price experiences larger fluctuations and is considered to be riskier than TIGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMIM.LTIGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.03%

0.45%

+6.58%

Volatility (6M)

Calculated over the trailing 6-month period

14.14%

0.71%

+13.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

0.97%

+15.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

0.74%

+15.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

0.74%

+17.07%

EMIM.L vs. TIGB.L - Expense Ratio Comparison

EMIM.L has a 0.18% expense ratio, which is higher than TIGB.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

EMIM.L vs. TIGB.L - Dividend Comparison

EMIM.L has not paid dividends to shareholders, while TIGB.L's dividend yield for the trailing twelve months is around 3.92%.


PositionTTM2025202420232022
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%
TIGB.L
Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist
3.92%4.11%4.93%4.53%1.46%

Frequently Asked Questions


EMIM.L and TIGB.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TIGB.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TIGB.L is cheaper with a 0.10% expense ratio, compared with 0.18% for EMIM.L.

EMIM.L is categorized as Emerging Markets Equities, while TIGB.L is Short-Term Bond. EMIM.L tracks MSCI EM NR USD, while TIGB.L tracks Bloomberg US Treasury Coupons Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for EMIM.L and 0.10% for TIGB.L.

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