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IBTE.L vs. EIMI.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBTE.L vs. EIMI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) (IBTE.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IBTE.L is traded in EUR, while EIMI.L is traded in USD. To make them comparable, the EIMI.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, IBTE.L achieves a -0.14% return, which is significantly lower than EIMI.L's 21.48% return.


IBTE.L

1D
0.06%
1M
0.06%
6M
-0.14%
YTD
-0.14%
1Y
1.46%
3Y*
2.43%
5Y*
0.06%
10Y*

EIMI.L

1D
-0.76%
1M
-5.10%
6M
15.06%
YTD
21.48%
1Y
36.14%
3Y*
18.44%
5Y*
7.83%
10Y*
8.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBTE.L vs. EIMI.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IBTE.L
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc)
-0.14%3.04%2.49%1.87%-5.75%-1.46%1.84%0.50%-0.40%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
21.48%16.48%14.45%7.70%-14.70%6.78%9.01%19.00%-8.73%

Correlation

The correlation between IBTE.L and EIMI.L is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.03

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2018

-0.11

The correlation between IBTE.L and EIMI.L shifts across timeframes, from -0.11 (all time) to 0.11 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IBTE.L vs. EIMI.L — Risk / Return Rank

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

IBTE.L
IBTE.L Risk / Return Rank: 2828
Overall Rank
IBTE.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
IBTE.L Sortino Ratio Rank: 2323
Sortino Ratio Rank
IBTE.L Omega Ratio Rank: 3333
Omega Ratio Rank
IBTE.L Calmar Ratio Rank: 3131
Calmar Ratio Rank
IBTE.L Martin Ratio Rank: 2828
Martin Ratio Rank

EIMI.L
EIMI.L Risk / Return Rank: 6262
Overall Rank
EIMI.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 5757
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 6262
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 6161
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) (IBTE.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.

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.


IBTE.LEIMI.LDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

1.19

1.32

-0.13

Calmar ratioReturn relative to maximum drawdown

1.28

3.36

-2.08

Martin ratioReturn relative to average drawdown

3.18

10.37

-7.19

IBTE.L vs. EIMI.L - Sharpe Ratio Comparison

The current IBTE.L Sharpe Ratio is 0.72, which is lower than the EIMI.L Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of IBTE.L 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.


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Drawdowns

IBTE.L vs. EIMI.L - Drawdown Comparison

The maximum IBTE.L drawdown since its inception was -8.51%, smaller than the maximum EIMI.L drawdown of -34.88%. Use the drawdown chart below to compare losses from any high point for IBTE.L and EIMI.L.


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Drawdown Indicators


IBTE.LEIMI.LDifference

Max Drawdown

Largest peak-to-trough decline

-8.51%

-34.88%

+26.37%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-10.72%

+9.74%

Max Drawdown (3Y)

Largest decline over 3 years

-1.03%

-18.31%

+17.28%

Max Drawdown (5Y)

Largest decline over 5 years

-7.66%

-22.33%

+14.67%

Max Drawdown (10Y)

Largest decline over 10 years

-32.18%

Current Drawdown

Current decline from peak

-0.78%

-8.08%

+7.30%

Average Drawdown

Average peak-to-trough decline

-2.71%

-9.22%

+6.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

3.48%

-3.09%

Volatility

IBTE.L vs. EIMI.L - Volatility Comparison

The current volatility for iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc) (IBTE.L) is 0.50%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 8.57%. This indicates that IBTE.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.


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Volatility by Period


IBTE.LEIMI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.50%

8.57%

-8.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.37%

18.44%

-17.07%

Volatility (1Y)

Calculated over the trailing 1-year period

1.75%

20.69%

-18.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.28%

17.41%

-15.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.97%

18.63%

-16.66%

IBTE.L vs. EIMI.L - Expense Ratio Comparison

IBTE.L has a 0.10% expense ratio, which is lower than EIMI.L's 0.18% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBTE.L vs. EIMI.L - Dividend Comparison

Neither IBTE.L nor EIMI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


IBTE.L and EIMI.L have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTE.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTE.L is cheaper with a 0.10% expense ratio, compared with 0.18% for EIMI.L.

IBTE.L is categorized as Government Bonds, while EIMI.L is Emerging Markets Equities. IBTE.L tracks iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged (Acc), while EIMI.L tracks MSCI Emerging Markets Investable Market Index. Their fees differ too: 0.10% for IBTE.L and 0.18% for EIMI.L.

Portfolio Optimizer

Find the right allocation for IBTE.L 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.

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