PortfoliosLab logoPortfoliosLab logo
EXUS vs. EIMI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXUS vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Macquarie Focused International Core ETF (EXUS) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, EXUS achieves a 8.02% return, which is significantly lower than EIMI.L's 17.31% return.


EXUS

1D
-1.71%
1M
-0.12%
6M
3.85%
YTD
8.02%
1Y
9.21%
3Y*
5Y*
10Y*

EIMI.L

1D
-1.12%
1M
-6.15%
6M
10.87%
YTD
17.31%
1Y
32.92%
3Y*
19.01%
5Y*
6.97%
10Y*
9.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXUS vs. EIMI.L - Yearly Performance Comparison


Correlation

The correlation between EXUS and EIMI.L is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2025

0.63

The correlation between EXUS and EIMI.L has been stable across timeframes, ranging from 0.63 to 0.66 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

EXUS vs. EIMI.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXUS
EXUS Risk / Return Rank: 1919
Overall Rank
EXUS Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
EXUS Sortino Ratio Rank: 1818
Sortino Ratio Rank
EXUS Omega Ratio Rank: 1818
Omega Ratio Rank
EXUS Calmar Ratio Rank: 1818
Calmar Ratio Rank
EXUS Martin Ratio Rank: 2222
Martin Ratio Rank

EIMI.L
EIMI.L Risk / Return Rank: 5858
Overall Rank
EIMI.L Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 5757
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 5858
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.

EXUS vs. EIMI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Macquarie Focused International Core ETF (EXUS) 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.

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.


EXUSEIMI.LDifference
Sharpe ratioReturn per unit of total volatility

-1.05

Sortino ratioReturn per unit of downside risk

-1.31

Omega ratioGain probability vs. loss probability

1.10

1.28

-0.18

Calmar ratioReturn relative to maximum drawdown

0.61

2.59

-1.98

Martin ratioReturn relative to average drawdown

2.13

8.17

-6.04

EXUS vs. EIMI.L - Sharpe Ratio Comparison

The current EXUS Sharpe Ratio is 0.48, which is lower than the EIMI.L Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of EXUS and EIMI.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.


Loading charts...

Drawdowns

EXUS vs. EIMI.L - Drawdown Comparison

The maximum EXUS drawdown since its inception was -15.28%, smaller than the maximum EIMI.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for EXUS and EIMI.L.


Loading charts...

Drawdown Indicators


EXUSEIMI.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.28%

-38.73%

+23.45%

Max Drawdown (1Y)

Largest decline over 1 year

-15.28%

-12.66%

-2.62%

Max Drawdown (3Y)

Largest decline over 3 years

-17.44%

Max Drawdown (5Y)

Largest decline over 5 years

-33.69%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

Current Drawdown

Current decline from peak

-2.73%

-8.74%

+6.01%

Average Drawdown

Average peak-to-trough decline

-2.92%

-13.92%

+11.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

4.02%

+0.31%

Volatility

EXUS vs. EIMI.L - Volatility Comparison

The current volatility for Macquarie Focused International Core ETF (EXUS) is 6.49%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 8.50%. This indicates that EXUS 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.


Loading charts...

Volatility by Period


EXUSEIMI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.49%

8.50%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

17.25%

19.50%

-2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

19.37%

21.46%

-2.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.11%

18.84%

+0.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.11%

19.22%

-0.11%

EXUS vs. EIMI.L - Expense Ratio Comparison

EXUS has a 0.59% expense ratio, which is higher than EIMI.L's 0.18% expense ratio.


Dividends

EXUS vs. EIMI.L - Dividend Comparison

EXUS's dividend yield for the trailing twelve months is around 0.03%, while EIMI.L has not paid dividends to shareholders.


Frequently Asked Questions


EXUS and EIMI.L have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.59% for EXUS.

EXUS is categorized as Foreign Large Cap Equities, while EIMI.L is Emerging Markets Equities. They also come from different issuers: Macquarie and iShares. Their fees differ too: 0.59% for EXUS and 0.18% for EIMI.L.

Portfolio Optimizer

Find the right allocation for EXUS and EIMI.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer