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IEDL.L vs. IMEU.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEDL.L vs. IMEU.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IEDL.L achieves a 14.13% return, which is significantly higher than IMEU.AS's 6.89% return.


IEDL.L

1D
-0.48%
1M
4.00%
YTD
14.13%
6M
18.09%
1Y
33.31%
3Y*
21.46%
5Y*
14.48%
10Y*

IMEU.AS

1D
-0.67%
1M
3.83%
YTD
6.89%
6M
9.70%
1Y
16.16%
3Y*
13.32%
5Y*
9.85%
10Y*
9.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEDL.L vs. IMEU.AS - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)
14.13%35.00%10.46%13.50%-3.75%26.71%-8.76%21.78%-12.14%
IMEU.AS
iShares Core MSCI Europe UCITS ETF EUR (Dist)
6.89%19.89%8.97%15.72%-9.15%25.73%-3.22%25.57%-8.36%

Correlation

The correlation between IEDL.L and IMEU.AS is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

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

0.87

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

0.87

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2018

0.89

The correlation between IEDL.L and IMEU.AS has been stable across timeframes, ranging from 0.87 to 0.89 - a consistent structural relationship.

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Return for Risk

IEDL.L vs. IMEU.AS — Risk / Return Rank

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

IEDL.L
IEDL.L Risk / Return Rank: 7272
Overall Rank
IEDL.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IEDL.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
IEDL.L Omega Ratio Rank: 7575
Omega Ratio Rank
IEDL.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
IEDL.L Martin Ratio Rank: 6969
Martin Ratio Rank

IMEU.AS
IMEU.AS Risk / Return Rank: 3636
Overall Rank
IMEU.AS Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IMEU.AS Sortino Ratio Rank: 3535
Sortino Ratio Rank
IMEU.AS Omega Ratio Rank: 3636
Omega Ratio Rank
IMEU.AS Calmar Ratio Rank: 3434
Calmar Ratio Rank
IMEU.AS Martin Ratio Rank: 4040
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.

IEDL.L vs. IMEU.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS). 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.


IEDL.LIMEU.ASDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+1.46

Omega ratioGain probability vs. loss probability

1.45

1.24

+0.21

Calmar ratioReturn relative to maximum drawdown

3.42

1.68

+1.74

Martin ratioReturn relative to average drawdown

12.72

6.32

+6.40

IEDL.L vs. IMEU.AS - Sharpe Ratio Comparison

The current IEDL.L Sharpe Ratio is 2.44, which is higher than the IMEU.AS Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of IEDL.L and IMEU.AS, 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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Sharpe Ratios by Period


IEDL.LIMEU.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.44

1.26

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.94

0.69

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.30

+0.29

Drawdowns

IEDL.L vs. IMEU.AS - Drawdown Comparison

The maximum IEDL.L drawdown since its inception was -39.74%, smaller than the maximum IMEU.AS drawdown of -57.85%. Use the drawdown chart below to compare losses from any high point for IEDL.L and IMEU.AS.


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Drawdown Indicators


IEDL.LIMEU.ASDifference

Max Drawdown

Largest peak-to-trough decline

-39.74%

-57.85%

+18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.70%

-9.49%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-17.52%

-16.34%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-19.57%

-19.26%

-0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-0.66%

-2.22%

+1.56%

Average Drawdown

Average peak-to-trough decline

-6.19%

-11.91%

+5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.61%

2.53%

+0.08%

Volatility

IEDL.L vs. IMEU.AS - Volatility Comparison

iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) and iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) have volatilities of 4.83% and 4.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEDL.LIMEU.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

4.89%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.95%

10.53%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

13.60%

12.69%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

14.05%

+1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.97%

15.55%

+2.42%

IEDL.L vs. IMEU.AS - Expense Ratio Comparison

IEDL.L has a 0.25% expense ratio, which is lower than IMEU.AS's 1.00% expense ratio.


Dividends

IEDL.L vs. IMEU.AS - Dividend Comparison

IEDL.L's dividend yield for the trailing twelve months is around 3.01%, more than IMEU.AS's 2.55% yield.


PositionTTM20252024202320222021202020192018201720162015
IEDL.L
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)
3.01%3.44%4.22%4.76%4.23%3.56%2.32%3.86%3.19%0.00%0.00%0.00%
IMEU.AS
iShares Core MSCI Europe UCITS ETF EUR (Dist)
2.55%2.55%2.87%2.88%2.93%2.25%2.08%3.06%3.23%2.64%2.85%2.67%

Frequently Asked Questions


IEDL.L and IMEU.AS have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEDL.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEDL.L is cheaper with a 0.25% expense ratio, compared with 1.00% for IMEU.AS.

IEDL.L tracks MSCI Europe Value NR EUR, while IMEU.AS tracks MSCI Europe NR EUR. Their fees differ too: 0.25% for IEDL.L and 1.00% for IMEU.AS.

Portfolio Optimizer

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