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IMEU.L vs. BIAHX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IMEU.L vs. BIAHX - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe UCITS Dist (IMEU.L) and Brown Advisory - WMC Strategic European Equity Fund (BIAHX). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, IMEU.L achieves a 6.98% return, which is significantly higher than BIAHX's 0.01% return. Over the past 10 years, IMEU.L has underperformed BIAHX with an annualized return of 10.70%, while BIAHX has yielded a comparatively higher 12.41% annualized return.


IMEU.L

1D
0.82%
1M
3.92%
YTD
6.98%
6M
9.21%
1Y
20.02%
3Y*
14.37%
5Y*
10.63%
10Y*
10.70%

BIAHX

1D
-0.87%
1M
-0.21%
YTD
0.01%
6M
1.14%
1Y
11.17%
3Y*
17.89%
5Y*
12.95%
10Y*
12.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMEU.L vs. BIAHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IMEU.L
iShares MSCI Europe UCITS Dist
6.98%26.50%4.39%13.45%-2.93%17.55%2.64%20.21%-8.95%15.22%
BIAHX
Brown Advisory - WMC Strategic European Equity Fund
0.01%36.77%12.78%13.39%-1.48%15.63%8.07%24.51%-11.66%20.92%

Correlation

The correlation between IMEU.L and BIAHX is 0.65, 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

0.65

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

0.69

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

0.72

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

0.75

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2013

0.78

The correlation between IMEU.L and BIAHX shifts across timeframes, from 0.65 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IMEU.L vs. BIAHX — Risk / Return Rank

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

IMEU.L
IMEU.L Risk / Return Rank: 4646
Overall Rank
IMEU.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IMEU.L Sortino Ratio Rank: 4848
Sortino Ratio Rank
IMEU.L Omega Ratio Rank: 5151
Omega Ratio Rank
IMEU.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
IMEU.L Martin Ratio Rank: 4343
Martin Ratio Rank

BIAHX
BIAHX Risk / Return Rank: 99
Overall Rank
BIAHX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BIAHX Sortino Ratio Rank: 99
Sortino Ratio Rank
BIAHX Omega Ratio Rank: 1010
Omega Ratio Rank
BIAHX Calmar Ratio Rank: 88
Calmar Ratio Rank
BIAHX Martin Ratio Rank: 99
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.L vs. BIAHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (IMEU.L) and Brown Advisory - WMC Strategic European Equity Fund (BIAHX). 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.LBIAHXDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.32

1.18

+0.13

Calmar ratioReturn relative to maximum drawdown

1.88

0.99

+0.89

Martin ratioReturn relative to average drawdown

6.73

3.28

+3.45

IMEU.L vs. BIAHX - Sharpe Ratio Comparison

The current IMEU.L Sharpe Ratio is 1.66, which is higher than the BIAHX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of IMEU.L and BIAHX, 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.LBIAHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

0.98

+0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

1.01

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.83

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.76

-0.35

Drawdowns

IMEU.L vs. BIAHX - Drawdown Comparison

The maximum IMEU.L drawdown since its inception was -43.51%, which is greater than BIAHX's maximum drawdown of -27.23%. Use the drawdown chart below to compare losses from any high point for IMEU.L and BIAHX.


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Drawdown Indicators


IMEU.LBIAHXDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-27.23%

-16.28%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-11.19%

+0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-12.55%

-11.19%

-1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

-15.53%

-0.28%

Max Drawdown (10Y)

Largest decline over 10 years

-28.68%

-27.23%

-1.45%

Current Drawdown

Current decline from peak

-1.11%

-6.48%

+5.37%

Average Drawdown

Average peak-to-trough decline

-6.17%

-3.67%

-2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

3.37%

-0.40%

Volatility

IMEU.L vs. BIAHX - Volatility Comparison

iShares MSCI Europe UCITS Dist (IMEU.L) and Brown Advisory - WMC Strategic European Equity Fund (BIAHX) have volatilities of 3.92% and 3.98%, 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.LBIAHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.98%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

9.44%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

11.36%

+0.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

12.91%

+0.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

14.95%

-0.10%

IMEU.L vs. BIAHX - Expense Ratio Comparison

IMEU.L has a 1.00% expense ratio, which is lower than BIAHX's 1.19% expense ratio.


Dividends

IMEU.L vs. BIAHX - Dividend Comparison

IMEU.L's dividend yield for the trailing twelve months is around 2.93%, less than BIAHX's 7.63% yield.


PositionTTM20252024202320222021202020192018201720162015
BIAHX
Brown Advisory - WMC Strategic European Equity Fund
7.63%7.60%5.16%1.13%2.66%9.72%6.39%9.78%12.12%0.83%1.19%0.00%
IMEU.L
iShares MSCI Europe UCITS Dist
2.93%2.92%3.46%3.31%3.29%2.68%2.30%3.59%3.61%2.97%3.34%3.62%

Frequently Asked Questions


IMEU.L and BIAHX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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