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

Performance

EMIM.L vs. XMMS.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 Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021202020192018
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
2.14%23.35%9.18%4.93%-10.17%0.74%14.91%12.69%-8.03%
XMMS.L
Xtrackers MSCI Emerging Markets UCITS ETF 1C
3.16%24.71%9.13%2.81%-10.67%-1.61%13.55%14.48%-8.71%

Returns By Period

In the year-to-date period, EMIM.L achieves a 2.14% return, which is significantly lower than XMMS.L's 3.16% return.


EMIM.L

1D
-0.03%
1M
-9.87%
YTD
2.14%
6M
6.78%
1Y
27.35%
3Y*
12.53%
5Y*
4.91%
10Y*
8.80%

XMMS.L

1D
0.12%
1M
-10.17%
YTD
3.16%
6M
7.25%
1Y
28.02%
3Y*
12.61%
5Y*
4.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

Both EMIM.L and XMMS.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%.


Return for Risk

EMIM.L vs. XMMS.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: 8383
Overall Rank
EMIM.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EMIM.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
EMIM.L Omega Ratio Rank: 8585
Omega Ratio Rank
EMIM.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
EMIM.L Martin Ratio Rank: 7878
Martin Ratio Rank

XMMS.L
XMMS.L Risk / Return Rank: 8282
Overall Rank
XMMS.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
XMMS.L Sortino Ratio Rank: 8383
Sortino Ratio Rank
XMMS.L Omega Ratio Rank: 8383
Omega Ratio Rank
XMMS.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
XMMS.L Martin Ratio Rank: 7575
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. XMMS.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 Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.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.LXMMS.LDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.70

-0.01

Sortino ratio

Return per unit of downside risk

2.17

2.19

-0.02

Omega ratio

Gain probability vs. loss probability

1.33

1.32

0.00

Calmar ratio

Return relative to maximum drawdown

2.38

2.42

-0.04

Martin ratio

Return relative to average drawdown

7.92

7.89

+0.03

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

The current EMIM.L Sharpe Ratio is 1.69, which is comparable to the XMMS.L Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of EMIM.L and XMMS.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMIM.LXMMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.70

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.28

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.30

+0.10

Correlation

The correlation between EMIM.L and XMMS.L is 0.94, 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.


Dividends

EMIM.L vs. XMMS.L - Dividend Comparison

Neither EMIM.L nor XMMS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EMIM.L vs. XMMS.L - Drawdown Comparison

The maximum EMIM.L drawdown since its inception was -31.70%, which is greater than XMMS.L's maximum drawdown of -27.76%. Use the drawdown chart below to compare losses from any high point for EMIM.L and XMMS.L.


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Drawdown Indicators


EMIM.LXMMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-31.70%

-27.76%

-3.94%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-11.06%

+0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-21.98%

-24.32%

+2.34%

Max Drawdown (10Y)

Largest decline over 10 years

-26.46%

Current Drawdown

Current decline from peak

-10.32%

-10.56%

+0.24%

Average Drawdown

Average peak-to-trough decline

-8.81%

-10.19%

+1.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.28%

3.39%

-0.11%

Volatility

EMIM.L vs. XMMS.L - Volatility Comparison

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) and Xtrackers MSCI Emerging Markets UCITS ETF 1C (XMMS.L) have volatilities of 7.92% and 7.77%, 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.LXMMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

7.77%

+0.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

12.23%

-0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.13%

16.46%

-0.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.40%

16.12%

-0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

18.67%

-1.05%