EUNL.DE vs. IEMG
Compare and contrast key facts about iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and iShares Core MSCI Emerging Markets ETF (IEMG).
EUNL.DE and IEMG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EUNL.DE is a passively managed fund by iShares that tracks the performance of the MSCI World Index. It was launched on Sep 25, 2009. IEMG is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on Oct 18, 2012. Both EUNL.DE and IEMG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EUNL.DE or IEMG.
Performance
EUNL.DE vs. IEMG - Performance Comparison
Returns By Period
In the year-to-date period, EUNL.DE achieves a 24.48% return, which is significantly higher than IEMG's 8.41% return. Over the past 10 years, EUNL.DE has outperformed IEMG with an annualized return of 11.63%, while IEMG has yielded a comparatively lower 3.33% annualized return.
EUNL.DE
24.48%
2.27%
10.68%
30.76%
13.06%
11.63%
IEMG
8.41%
-5.25%
0.12%
13.35%
3.87%
3.33%
Key characteristics
| EUNL.DE | IEMG | |
|---|---|---|
| Sharpe Ratio | 2.71 | 0.90 |
| Sortino Ratio | 3.63 | 1.34 |
| Omega Ratio | 1.56 | 1.16 |
| Calmar Ratio | 3.63 | 0.53 |
| Martin Ratio | 17.45 | 4.42 |
| Ulcer Index | 1.69% | 3.06% |
| Daily Std Dev | 10.89% | 15.08% |
| Max Drawdown | -33.63% | -38.72% |
| Current Drawdown | -1.09% | -14.14% |
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EUNL.DE vs. IEMG - Expense Ratio Comparison
EUNL.DE has a 0.20% expense ratio, which is higher than IEMG's 0.14% 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%.
Correlation
The correlation between EUNL.DE and IEMG is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
EUNL.DE vs. IEMG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) and iShares Core MSCI Emerging Markets ETF (IEMG). 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.
Dividends
EUNL.DE vs. IEMG - Dividend Comparison
EUNL.DE has not paid dividends to shareholders, while IEMG's dividend yield for the trailing twelve months is around 2.74%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUNL.DE iShares Core MSCI World UCITS ETF USD (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% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.74% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% | 1.76% |
Drawdowns
EUNL.DE vs. IEMG - Drawdown Comparison
The maximum EUNL.DE drawdown since its inception was -33.63%, smaller than the maximum IEMG drawdown of -38.72%. Use the drawdown chart below to compare losses from any high point for EUNL.DE and IEMG. For additional features, visit the drawdowns tool.
Volatility
EUNL.DE vs. IEMG - Volatility Comparison
The current volatility for iShares Core MSCI World UCITS ETF USD (Acc) (EUNL.DE) is 3.35%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 4.61%. This indicates that EUNL.DE experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.