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IEEM.L vs. MKUW.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEEM.L vs. MKUW.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI EM UCITS ETF (Dist) (IEEM.L) and Invesco MSCI Kuwait UCITS ETF USD (Acc) (MKUW.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IEEM.L is traded in GBp, while MKUW.L is traded in USD. To make them comparable, the MKUW.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, IEEM.L achieves a 15.36% return, which is significantly higher than MKUW.L's 0.30% return.


IEEM.L

1D
-1.90%
1M
-10.32%
6M
9.18%
YTD
15.36%
1Y
30.46%
3Y*
17.70%
5Y*
6.83%
10Y*
8.31%

MKUW.L

1D
0.11%
1M
-3.24%
6M
0.60%
YTD
0.30%
1Y
3.15%
3Y*
6.77%
5Y*
7.68%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEEM.L vs. MKUW.L - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
15.36%25.76%9.15%3.25%-10.39%-2.10%15.38%4.58%
MKUW.L
Invesco MSCI Kuwait UCITS ETF USD (Acc)
0.30%16.42%11.06%-13.43%18.60%29.79%-12.53%6.74%

Correlation

The correlation between IEEM.L and MKUW.L is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.13

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

0.12

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2019

0.14

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Return for Risk

IEEM.L vs. MKUW.L — Risk / Return Rank

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

IEEM.L
IEEM.L Risk / Return Rank: 5858
Overall Rank
IEEM.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
IEEM.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
IEEM.L Omega Ratio Rank: 6060
Omega Ratio Rank
IEEM.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IEEM.L Martin Ratio Rank: 5757
Martin Ratio Rank

MKUW.L
MKUW.L Risk / Return Rank: 1616
Overall Rank
MKUW.L Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MKUW.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
MKUW.L Omega Ratio Rank: 1515
Omega Ratio Rank
MKUW.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
MKUW.L Martin Ratio Rank: 1616
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.

IEEM.L vs. MKUW.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EM UCITS ETF (Dist) (IEEM.L) and Invesco MSCI Kuwait UCITS ETF USD (Acc) (MKUW.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.


IEEM.LMKUW.LDifference
Sharpe ratioReturn per unit of total volatility

+1.26

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.29

1.05

+0.23

Calmar ratioReturn relative to maximum drawdown

2.37

0.36

+2.01

Martin ratioReturn relative to average drawdown

7.74

0.94

+6.81

IEEM.L vs. MKUW.L - Sharpe Ratio Comparison

The current IEEM.L Sharpe Ratio is 1.53, which is higher than the MKUW.L Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of IEEM.L and MKUW.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

IEEM.L vs. MKUW.L - Drawdown Comparison

The maximum IEEM.L drawdown since its inception was -53.80%, which is greater than MKUW.L's maximum drawdown of -33.94%. Use the drawdown chart below to compare losses from any high point for IEEM.L and MKUW.L.


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Drawdown Indicators


IEEM.LMKUW.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.80%

-33.94%

-19.86%

Max Drawdown (1Y)

Largest decline over 1 year

-12.82%

-8.77%

-4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-15.56%

-9.57%

-5.99%

Max Drawdown (5Y)

Largest decline over 5 years

-21.93%

-25.75%

+3.82%

Max Drawdown (10Y)

Largest decline over 10 years

-27.50%

Current Drawdown

Current decline from peak

-12.82%

-3.24%

-9.58%

Average Drawdown

Average peak-to-trough decline

-11.41%

-10.63%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.92%

3.35%

+0.57%

Volatility

IEEM.L vs. MKUW.L - Volatility Comparison

iShares MSCI EM UCITS ETF (Dist) (IEEM.L) has a higher volatility of 8.69% compared to Invesco MSCI Kuwait UCITS ETF USD (Acc) (MKUW.L) at 2.44%. This indicates that IEEM.L's price experiences larger fluctuations and is considered to be riskier than MKUW.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IEEM.LMKUW.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.69%

2.44%

+6.25%

Volatility (6M)

Calculated over the trailing 6-month period

17.84%

9.20%

+8.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.88%

11.72%

+8.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.95%

14.38%

+2.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

17.70%

+0.63%

IEEM.L vs. MKUW.L - Expense Ratio Comparison

IEEM.L has a 0.18% expense ratio, which is lower than MKUW.L's 0.50% expense ratio.


Dividends

IEEM.L vs. MKUW.L - Dividend Comparison

IEEM.L's dividend yield for the trailing twelve months is around 1.63%, while MKUW.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IEEM.L
iShares MSCI EM UCITS ETF (Dist)
1.63%1.84%2.22%2.32%2.84%2.00%1.54%1.84%1.91%1.42%1.56%2.20%
MKUW.L
Invesco MSCI Kuwait UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IEEM.L and MKUW.L have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IEEM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IEEM.L is cheaper with a 0.18% expense ratio, compared with 0.50% for MKUW.L.

IEEM.L tracks MSCI EM NR USD, while MKUW.L tracks MSCI Kuwait 20/35 Index. They also come from different issuers: iShares and Invesco. Their fees differ too: 0.18% for IEEM.L and 0.50% for MKUW.L.

Portfolio Optimizer

Find the right allocation for IEEM.L and MKUW.L

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