IEDL.L vs. IMEU.AS
IEDL.L (iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist)) and IMEU.AS (iShares Core MSCI Europe UCITS ETF EUR (Dist)) are both Europe Equities funds from iShares - IEDL.L tracks the MSCI Europe Value NR EUR while IMEU.AS tracks the MSCI Europe NR EUR. Both are passively managed. Over the past 5 years, IEDL.L returned 14.48%/yr vs 9.85%/yr for IMEU.AS. Their correlation of 0.89 suggests significant overlap in exposure. IEDL.L charges 0.25%/yr vs 1.00%/yr for IMEU.AS.
Performance
IEDL.L vs. IMEU.AS - Performance Comparison
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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%
IEDL.L vs. IMEU.AS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
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
IEDL.L
IMEU.AS
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.L | IMEU.AS | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEDL.L | IMEU.AS | Difference | |
|---|---|---|---|
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.L | IMEU.AS | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -0.66% | -2.22% | +1.56% |
Average DrawdownAverage peak-to-trough decline | -6.19% | -11.91% | +5.72% |
Ulcer IndexDepth 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.L | IMEU.AS | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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