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

EMIM.L vs. TSCO.L

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 TSCO.L (Tesco PLC) is a stock. Over the past 10 years, EMIM.L returned 11.13%/yr vs 15.99%/yr for TSCO.L. At a 0.22 correlation, their price movements are largely independent.

Performance

EMIM.L vs. TSCO.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 Tesco PLC (TSCO.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 22.83% return, which is significantly higher than TSCO.L's 9.36% return. Over the past 10 years, EMIM.L has underperformed TSCO.L with an annualized return of 11.13%, while TSCO.L has yielded a comparatively higher 15.99% 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%

TSCO.L

1D
0.87%
1M
4.53%
YTD
9.36%
6M
9.61%
1Y
24.71%
3Y*
26.28%
5Y*
19.99%
10Y*
15.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EMIM.L vs. TSCO.L - 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%
TSCO.L
Tesco PLC		9.36%24.45%31.78%34.79%-18.79%30.32%-5.37%38.15%-7.70%1.70%

Correlation

The correlation between EMIM.L and TSCO.L is -0.01, 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

-0.01

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

0.00

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

0.07

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

0.16

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

0.22

The correlation between EMIM.L and TSCO.L shifts across timeframes, from -0.01 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)

Tesco PLC

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 TSCO.L:
TSCO.L vs. AV.LTSCO.L vs. NWG.LTSCO.L vs. JSAIYTSCO.L vs. WMTTSCO.L vs. UGLTSCO.L vs. VWRP.LTSCO.L vs. MSFT

Return for Risk

EMIM.L vs. TSCO.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: 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
TSCO.L
TSCO.L Risk / Return Rank: 7474
Overall Rank
TSCO.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
TSCO.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
TSCO.L Omega Ratio Rank: 7171
Omega Ratio Rank
TSCO.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
TSCO.L Martin Ratio Rank: 7676
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. TSCO.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 Tesco PLC (TSCO.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.

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.LTSCO.LDifference
Sharpe ratioReturn per unit of total volatility
2.58
1.14

+1.44

Sortino ratioReturn per unit of downside risk
3.35
1.66

+1.69

Omega ratioGain probability vs. loss probability

1.49

1.21

+0.27

Calmar ratioReturn relative to maximum drawdown

4.09

1.88

+2.22

Martin ratioReturn relative to average drawdown

14.02

4.60

+9.41

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

The current EMIM.L Sharpe Ratio is 2.58, which is higher than the TSCO.L Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of EMIM.L and TSCO.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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Drawdowns

EMIM.L vs. TSCO.L - Drawdown Comparison

The maximum EMIM.L drawdown since its inception was -31.70%, smaller than the maximum TSCO.L drawdown of -63.40%. Use the drawdown chart below to compare losses from any high point for EMIM.L and TSCO.L.

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Drawdown Indicators

EMIM.LTSCO.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-63.40%

+31.70%

Max Drawdown (1Y)

Largest decline over 1 year

-10.92%

-13.12%

+2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-15.56%

-20.76%

+5.20%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-32.40%

+10.42%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

-32.40%

+5.94%

Current Drawdown

Current decline from peak

-3.48%

-3.60%

+0.12%

Average Drawdown

Average peak-to-trough decline

-8.70%

-23.62%

+14.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.20%

5.36%

-2.16%

Volatility

EMIM.L vs. TSCO.L - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) and Tesco PLC (TSCO.L) have volatilities of 7.38% and 7.05%, 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

EMIM.LTSCO.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.38%

7.05%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

17.16%

-2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

17.33%

21.55%

-4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.97%

20.28%

-4.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.86%

22.53%

-4.67%

Dividends

EMIM.L vs. TSCO.L - Dividend Comparison

EMIM.L has not paid dividends to shareholders, while TSCO.L's dividend yield for the trailing twelve months is around 3.07%.

PositionTTM202520242023202220212020201920182017
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%
TSCO.L
Tesco PLC		3.07%3.23%3.39%3.75%5.15%20.72%4.19%2.64%1.93%0.48%

Frequently Asked Questions

EMIM.L and TSCO.L have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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