IEEM.L vs. EIMI.L
Compare and contrast key facts about iShares MSCI EM UCITS ETF (Dist) (IEEM.L) and iShares Core MSCI EM IMI UCITS ETF (EIMI.L).
IEEM.L and EIMI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IEEM.L is a passively managed fund by iShares that tracks the performance of the MSCI EM NR USD. It was launched on Nov 18, 2005. 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. Both IEEM.L and EIMI.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IEEM.L or EIMI.L.
Performance
IEEM.L vs. EIMI.L - Performance Comparison
Returns By Period
In the year-to-date period, IEEM.L achieves a 10.54% return, which is significantly higher than EIMI.L's 8.65% return. Over the past 10 years, IEEM.L has outperformed EIMI.L with an annualized return of 5.69%, while EIMI.L has yielded a comparatively lower 3.41% annualized return.
IEEM.L
10.54%
-2.69%
0.99%
12.66%
4.18%
5.69%
EIMI.L
8.65%
-5.60%
0.00%
13.88%
3.98%
3.41%
Key characteristics
| IEEM.L | EIMI.L | |
|---|---|---|
| Sharpe Ratio | 0.94 | 0.84 |
| Sortino Ratio | 1.41 | 1.30 |
| Omega Ratio | 1.17 | 1.16 |
| Calmar Ratio | 0.59 | 0.48 |
| Martin Ratio | 4.30 | 4.17 |
| Ulcer Index | 2.94% | 2.99% |
| Daily Std Dev | 13.44% | 14.91% |
| Max Drawdown | -53.22% | -38.73% |
| Current Drawdown | -7.87% | -14.08% |
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IEEM.L vs. EIMI.L - Expense Ratio Comparison
Both IEEM.L and EIMI.L have an expense ratio of 0.18%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Correlation
The correlation between IEEM.L and EIMI.L is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
IEEM.L vs. EIMI.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IEEM.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
IEEM.L vs. EIMI.L - Dividend Comparison
IEEM.L's dividend yield for the trailing twelve months is around 2.81%, while EIMI.L has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEEM.L iShares MSCI EM UCITS ETF (Dist) | 2.81% | 2.91% | 3.40% | 2.74% | 1.98% | 2.32% | 2.51% | 1.86% | 2.09% | 3.38% | 3.31% | 2.72% |
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
IEEM.L vs. EIMI.L - Drawdown Comparison
The maximum IEEM.L drawdown since its inception was -53.22%, 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 IEEM.L and EIMI.L. For additional features, visit the drawdowns tool.
Volatility
IEEM.L vs. EIMI.L - Volatility Comparison
iShares MSCI EM UCITS ETF (Dist) (IEEM.L) has a higher volatility of 5.21% compared to iShares Core MSCI EM IMI UCITS ETF (EIMI.L) at 4.87%. This indicates that IEEM.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.