IAT.L vs. EIMI.L
Compare and contrast key facts about Invesco Asia Trust (IAT.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IAT.L or EIMI.L.
Key characteristics
| IAT.L | EIMI.L | |
|---|---|---|
| YTD Return | 15.52% | 9.15% |
| 1Y Return | 14.78% | 16.99% |
| 3Y Return (Ann) | 2.51% | -2.09% |
| 5Y Return (Ann) | 8.61% | 4.25% |
| 10Y Return (Ann) | 9.57% | 3.66% |
| Sharpe Ratio | 0.97 | 0.97 |
| Sortino Ratio | 1.40 | 1.47 |
| Omega Ratio | 1.18 | 1.18 |
| Calmar Ratio | 0.80 | 0.56 |
| Martin Ratio | 4.26 | 5.17 |
| Ulcer Index | 4.10% | 2.81% |
| Daily Std Dev | 18.47% | 15.14% |
| Max Drawdown | -76.12% | -38.73% |
| Current Drawdown | -3.69% | -13.68% |
Correlation
The correlation between IAT.L and EIMI.L 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.
Performance
IAT.L vs. EIMI.L - Performance Comparison
In the year-to-date period, IAT.L achieves a 15.52% return, which is significantly higher than EIMI.L's 9.15% return. Over the past 10 years, IAT.L has outperformed EIMI.L with an annualized return of 9.57%, while EIMI.L has yielded a comparatively lower 3.66% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IAT.L vs. EIMI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Asia Trust (IAT.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
IAT.L vs. EIMI.L - Dividend Comparison
IAT.L's dividend yield for the trailing twelve months is around 4.34%, while EIMI.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAT.L Invesco Asia Trust | 4.34% | 4.82% | 4.44% | 4.56% | 2.90% | 2.15% | 3.20% | 1.44% | 1.60% | 2.02% | 0.02% | 1.98% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
IAT.L vs. EIMI.L - Drawdown Comparison
The maximum IAT.L drawdown since its inception was -76.12%, which is greater than EIMI.L's maximum drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for IAT.L and EIMI.L. For additional features, visit the drawdowns tool.
Volatility
IAT.L vs. EIMI.L - Volatility Comparison
Invesco Asia Trust (IAT.L) has a higher volatility of 8.29% compared to iShares Core MSCI EM IMI UCITS ETF (EIMI.L) at 5.10%. This indicates that IAT.L's price experiences larger fluctuations and is considered to be riskier than EIMI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.