EXCS.L vs. EIMI.L
Compare and contrast key facts about iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
EXCS.L and EIMI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXCS.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Apr 27, 2021. EIMI.L is a passively managed fund by iShares that tracks the performance of the MSCI Emerging Markets Investable Market Index. It was launched on May 30, 2014. Both EXCS.L and EIMI.L 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: EXCS.L or EIMI.L.
Performance
EXCS.L vs. EIMI.L - Performance Comparison
Returns By Period
In the year-to-date period, EXCS.L achieves a 6.85% return, which is significantly lower than EIMI.L's 8.65% return.
EXCS.L
6.85%
-2.78%
-0.21%
11.40%
N/A
N/A
EIMI.L
8.65%
-5.60%
0.00%
13.88%
3.98%
3.41%
Key characteristics
| EXCS.L | EIMI.L | |
|---|---|---|
| Sharpe Ratio | 0.87 | 0.84 |
| Sortino Ratio | 1.25 | 1.30 |
| Omega Ratio | 1.17 | 1.16 |
| Calmar Ratio | 1.30 | 0.48 |
| Martin Ratio | 3.95 | 4.17 |
| Ulcer Index | 2.78% | 2.99% |
| Daily Std Dev | 12.59% | 14.91% |
| Max Drawdown | -14.45% | -38.73% |
| Current Drawdown | -5.06% | -14.08% |
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EXCS.L vs. EIMI.L - Expense Ratio Comparison
Both EXCS.L and EIMI.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%.
Correlation
The correlation between EXCS.L and EIMI.L is 0.84, 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.
Risk-Adjusted Performance
EXCS.L vs. EIMI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.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.
Dividends
EXCS.L vs. EIMI.L - Dividend Comparison
Neither EXCS.L nor EIMI.L has paid dividends to shareholders.
Drawdowns
EXCS.L vs. EIMI.L - Drawdown Comparison
The maximum EXCS.L drawdown since its inception was -14.45%, smaller than the maximum EIMI.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for EXCS.L and EIMI.L. For additional features, visit the drawdowns tool.
Volatility
EXCS.L vs. EIMI.L - Volatility Comparison
The current volatility for iShares MSCI EM ex-China UCITS ETF USD (Acc) (EXCS.L) is 3.75%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 4.87%. This indicates that EXCS.L experiences smaller price fluctuations and is considered to be less risky than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.