EXUS vs. EIMI.L
EXUS (Macquarie Focused International Core ETF) and EIMI.L (iShares Core MSCI EM IMI UCITS ETF) are both exchange-traded funds - EXUS is a Foreign Large Cap Equities fund managed by Macquarie, while EIMI.L is a Emerging Markets Equities fund tracking the MSCI Emerging Markets Investable Market Index. Over the past year, EXUS returned 9.21% vs 32.92% for EIMI.L. A 0.63 correlation means they provide meaningful diversification when combined. EXUS charges 0.59%/yr vs 0.18%/yr for EIMI.L.
Performance
EXUS vs. EIMI.L - Performance Comparison
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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%
EXUS vs. EIMI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EXUS Macquarie Focused International Core ETF | 8.02% | 3.87% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 17.31% | 17.93% |
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.
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Return for Risk
EXUS vs. EIMI.L — Risk / Return Rank
EXUS
EIMI.L
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.
| EXUS | EIMI.L | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| EXUS | EIMI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.73% | -8.74% | +6.01% |
Average DrawdownAverage peak-to-trough decline | -2.92% | -13.92% | +11.00% |
Ulcer IndexDepth 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.
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Volatility by Period
| EXUS | EIMI.L | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 |
|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.00% | 0.00% |
EXUS Macquarie Focused International Core ETF | 0.03% | 0.03% |
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.
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