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

Performance

IMEU.AS vs. IEDL.L - Performance Comparison

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

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Returns By Period

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


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

1D
-0.48%
1M
4.00%
YTD
14.13%
6M
18.09%
1Y
33.31%
3Y*
21.46%
5Y*
14.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
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%
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%

Correlation

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

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Return for Risk

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

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

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

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
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.

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

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


IMEU.ASIEDL.LDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.24

1.45

-0.21

Calmar ratioReturn relative to maximum drawdown

1.68

3.42

-1.74

Martin ratioReturn relative to average drawdown

6.32

12.72

-6.40

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

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


IMEU.ASIEDL.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

2.44

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.94

-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

0.30

0.59

-0.29

Drawdowns

IMEU.AS vs. IEDL.L - Drawdown Comparison

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


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Drawdown Indicators


IMEU.ASIEDL.LDifference

Max Drawdown

Largest peak-to-trough decline

-57.85%

-39.74%

-18.11%

Max Drawdown (1Y)

Largest decline over 1 year

-9.49%

-9.70%

+0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-16.34%

-17.52%

+1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-19.57%

+0.31%

Max Drawdown (10Y)

Largest decline over 10 years

-35.73%

Current Drawdown

Current decline from peak

-2.22%

-0.66%

-1.56%

Average Drawdown

Average peak-to-trough decline

-11.91%

-6.19%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.61%

-0.08%

Volatility

IMEU.AS vs. IEDL.L - Volatility Comparison

iShares Core MSCI Europe UCITS ETF EUR (Dist) (IMEU.AS) and iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) (IEDL.L) have volatilities of 4.89% and 4.83%, 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


IMEU.ASIEDL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

4.83%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.53%

10.95%

-0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

12.69%

13.60%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.05%

15.42%

-1.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.55%

17.97%

-2.42%

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

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


Dividends

IMEU.AS vs. IEDL.L - Dividend Comparison

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


IMEU.AS and IEDL.L 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.

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

Portfolio Optimizer

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