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IMAE.AS vs. INAA.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMAE.AS vs. INAA.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and iShares MSCI North America UCITS ETF (INAA.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, IMAE.AS achieves a 6.95% return, which is significantly lower than INAA.AS's 11.30% return. Over the past 10 years, IMAE.AS has underperformed INAA.AS with an annualized return of 9.14%, while INAA.AS has yielded a comparatively higher 14.31% annualized return.


IMAE.AS

1D
-0.71%
1M
3.95%
YTD
6.95%
6M
9.74%
1Y
16.05%
3Y*
13.28%
5Y*
9.84%
10Y*
9.14%

INAA.AS

1D
-0.35%
1M
5.90%
YTD
11.30%
6M
11.28%
1Y
24.90%
3Y*
18.79%
5Y*
13.88%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMAE.AS vs. INAA.AS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (Acc)
6.95%19.74%8.89%15.99%-9.31%25.66%-3.06%25.45%-9.65%10.15%
INAA.AS
iShares MSCI North America UCITS ETF
11.30%4.00%32.96%20.94%-14.85%37.53%9.22%32.33%-1.61%6.00%

Correlation

The correlation between IMAE.AS and INAA.AS is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.62

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

0.56

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

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Oct 22, 2009

0.67

The correlation between IMAE.AS and INAA.AS shifts across timeframes, from 0.56 (3 years) to 0.70 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

IMAE.AS vs. INAA.AS — Risk / Return Rank

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

IMAE.AS
IMAE.AS Risk / Return Rank: 3535
Overall Rank
IMAE.AS Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
IMAE.AS Sortino Ratio Rank: 3434
Sortino Ratio Rank
IMAE.AS Omega Ratio Rank: 3535
Omega Ratio Rank
IMAE.AS Calmar Ratio Rank: 3434
Calmar Ratio Rank
IMAE.AS Martin Ratio Rank: 3939
Martin Ratio Rank

INAA.AS
INAA.AS Risk / Return Rank: 6767
Overall Rank
INAA.AS Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
INAA.AS Sortino Ratio Rank: 6464
Sortino Ratio Rank
INAA.AS Omega Ratio Rank: 6969
Omega Ratio Rank
INAA.AS Calmar Ratio Rank: 6969
Calmar Ratio Rank
INAA.AS Martin Ratio Rank: 6666
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.

IMAE.AS vs. INAA.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) and iShares MSCI North America UCITS ETF (INAA.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.


IMAE.ASINAA.ASDifference
Sharpe ratioReturn per unit of total volatility

-0.93

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.24

1.41

-0.17

Calmar ratioReturn relative to maximum drawdown

1.67

3.39

-1.72

Martin ratioReturn relative to average drawdown

6.19

12.05

-5.86

IMAE.AS vs. INAA.AS - Sharpe Ratio Comparison

The current IMAE.AS Sharpe Ratio is 1.24, which is lower than the INAA.AS Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of IMAE.AS and INAA.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


IMAE.ASINAA.ASDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

2.17

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.90

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.87

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.63

-0.10

Drawdowns

IMAE.AS vs. INAA.AS - Drawdown Comparison

The maximum IMAE.AS drawdown since its inception was -35.60%, smaller than the maximum INAA.AS drawdown of -51.35%. Use the drawdown chart below to compare losses from any high point for IMAE.AS and INAA.AS.


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Drawdown Indicators


IMAE.ASINAA.ASDifference

Max Drawdown

Largest peak-to-trough decline

-35.60%

-51.35%

+15.75%

Max Drawdown (1Y)

Largest decline over 1 year

-9.47%

-7.25%

-2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-23.43%

+6.92%

Max Drawdown (5Y)

Largest decline over 5 years

-19.44%

-23.43%

+3.99%

Max Drawdown (10Y)

Largest decline over 10 years

-35.60%

-34.42%

-1.18%

Current Drawdown

Current decline from peak

-2.20%

-0.35%

-1.85%

Average Drawdown

Average peak-to-trough decline

-5.32%

-8.31%

+2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.05%

+0.51%

Volatility

IMAE.AS vs. INAA.AS - Volatility Comparison

iShares Core MSCI Europe UCITS ETF EUR (Acc) (IMAE.AS) has a higher volatility of 4.85% compared to iShares MSCI North America UCITS ETF (INAA.AS) at 2.71%. This indicates that IMAE.AS's price experiences larger fluctuations and is considered to be riskier than INAA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IMAE.ASINAA.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.85%

2.71%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

10.61%

7.44%

+3.17%

Volatility (1Y)

Calculated over the trailing 1-year period

12.75%

11.40%

+1.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.15%

15.31%

-1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.54%

16.17%

-0.63%

IMAE.AS vs. INAA.AS - Expense Ratio Comparison

IMAE.AS has a 0.20% expense ratio, which is lower than INAA.AS's 0.40% expense ratio.


Dividends

IMAE.AS vs. INAA.AS - Dividend Comparison

IMAE.AS has not paid dividends to shareholders, while INAA.AS's dividend yield for the trailing twelve months is around 0.52%.


PositionTTM20252024202320222021202020192018201720162015
IMAE.AS
iShares Core MSCI Europe UCITS ETF EUR (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%
INAA.AS
iShares MSCI North America UCITS ETF
0.52%0.59%0.69%0.92%1.08%0.62%0.94%1.10%1.21%1.18%1.25%1.39%

Frequently Asked Questions


IMAE.AS and INAA.AS have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IMAE.AS is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IMAE.AS is cheaper with a 0.20% expense ratio, compared with 0.40% for INAA.AS.

IMAE.AS is categorized as Europe Equities, while INAA.AS is Large Cap Blend Equities. IMAE.AS tracks MSCI Europe NR EUR, while INAA.AS tracks Russell 1000 TR USD. Their fees differ too: 0.20% for IMAE.AS and 0.40% for INAA.AS.

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