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

IMEU.L vs. ITDG

Last updated Jun 5, 2026

IMEU.L (iShares MSCI Europe UCITS Dist) and ITDG (Ishares Lifepath Target Date 2055 ETF) are both exchange-traded funds - IMEU.L is a Europe Equities fund tracking the MSCI Europe NR EUR, while ITDG is a Target Retirement Date fund actively managed by iShares. IMEU.L is passively managed, while ITDG is actively managed. Over the past year, IMEU.L returned 20.02% vs 30.18% for ITDG. At a 0.49 correlation, their price movements are largely independent. IMEU.L charges 1.00%/yr vs 0.11%/yr for ITDG.

Performance

IMEU.L vs. ITDG - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares MSCI Europe UCITS Dist (IMEU.L) and Ishares Lifepath Target Date 2055 ETF (ITDG). 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 ITDG is traded in USD. To make them comparable, the ITDG 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 lower than ITDG's 12.97% 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%

ITDG

1D
0.42%
1M
5.04%
YTD
12.97%
6M
12.41%
1Y
30.18%
3Y*
—
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

IMEU.L vs. ITDG - Yearly Performance Comparison

2026 (YTD)202520242023
IMEU.L
iShares MSCI Europe UCITS Dist		6.98%26.50%4.39%8.25%
ITDG
Ishares Lifepath Target Date 2055 ETF		12.97%13.17%18.60%7.61%

Correlation

The correlation between IMEU.L and ITDG is 0.55, 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

0.55

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2023

0.49

The correlation between IMEU.L and ITDG has been stable across timeframes, ranging from 0.49 to 0.55 - a consistent structural relationship.

IMEU.L vs. ITDG - Sectors Allocation Comparison

Sectors
IMEU.L
ITDG

Financial Services

23.1%
16.1%

Industrials

19.3%
11.8%

Healthcare

13.1%
8.2%

Technology

9.5%
27.1%

Consumer Defensive

8.4%
4.8%

Consumer Cyclical

6.4%
9.3%

Basic Materials

5.6%
4.3%

Energy

5.1%
4.3%

Utilities

4.8%
2.6%

Communication Services

3.9%
8.0%

Real Estate

0.8%
3.8%

Financial Services

IMEU.L
23.1%
ITDG
16.1%

Industrials

IMEU.L
19.3%
ITDG
11.8%

Healthcare

IMEU.L
13.1%
ITDG
8.2%

Technology

IMEU.L
9.5%
ITDG
27.1%

Consumer Defensive

IMEU.L
8.4%
ITDG
4.8%

Consumer Cyclical

IMEU.L
6.4%
ITDG
9.3%

Basic Materials

IMEU.L
5.6%
ITDG
4.3%

Energy

IMEU.L
5.1%
ITDG
4.3%

Utilities

IMEU.L
4.8%
ITDG
2.6%

Communication Services

IMEU.L
3.9%
ITDG
8.0%

Real Estate

IMEU.L
0.8%
ITDG
3.8%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares MSCI Europe UCITS Dist

Ishares Lifepath Target Date 2055 ETF

Often compared with IMEU.L:
IMEU.L vs. IEURIMEU.L vs. VEUR.ASIMEU.L vs. SWDA.LIMEU.L vs. VGKIMEU.L vs. VEUR.LIMEU.L vs. XDEW.DEIMEU.L vs. EUE.L
Often compared with ITDG:
ITDG vs. VFFVXITDG vs. ITDBITDG vs. ITDHITDG vs. ITDIITDG vs. FIOFXITDG vs. FDEEXITDG vs. AOA

Return for Risk

IMEU.L vs. ITDG — 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
ITDG
ITDG Risk / Return Rank: 7070
Overall Rank
ITDG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
ITDG Sortino Ratio Rank: 7272
Sortino Ratio Rank
ITDG Omega Ratio Rank: 7171
Omega Ratio Rank
ITDG Calmar Ratio Rank: 6262
Calmar Ratio Rank
ITDG Martin Ratio Rank: 7373
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. ITDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Europe UCITS Dist (IMEU.L) and Ishares Lifepath Target Date 2055 ETF (ITDG). 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.LITDGDifference
Sharpe ratioReturn per unit of total volatility
1.66
2.72

-1.07

Sortino ratioReturn per unit of downside risk
2.33
3.59

-1.26

Omega ratioGain probability vs. loss probability

1.32

1.51

-0.20

Calmar ratioReturn relative to maximum drawdown

1.88

4.10

-2.22

Martin ratioReturn relative to average drawdown

6.73

16.87

-10.14

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMEU.L vs. ITDG - Sharpe Ratio Comparison

The current IMEU.L Sharpe Ratio is 1.66, which is lower than the ITDG Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of IMEU.L and ITDG, 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.LITDGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.66

2.72

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

1.53

-1.11

Drawdowns

IMEU.L vs. ITDG - Drawdown Comparison

The maximum IMEU.L drawdown since its inception was -43.51%, which is greater than ITDG's maximum drawdown of -18.10%. Use the drawdown chart below to compare losses from any high point for IMEU.L and ITDG.

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Drawdown Indicators

IMEU.LITDGDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-18.10%

-25.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.59%

-7.40%

-3.19%

Max Drawdown (3Y)

Largest decline over 3 years

-12.55%

—

—

Max Drawdown (5Y)

Largest decline over 5 years

-15.81%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-28.68%

—

—

Current Drawdown

Current decline from peak

-1.11%

-0.02%

-1.09%

Average Drawdown

Average peak-to-trough decline

-6.17%

-2.08%

-4.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.79%

+1.18%

Volatility

IMEU.L vs. ITDG - Volatility Comparison

iShares MSCI Europe UCITS Dist (IMEU.L) has a higher volatility of 3.92% compared to Ishares Lifepath Target Date 2055 ETF (ITDG) at 3.06%. This indicates that IMEU.L's price experiences larger fluctuations and is considered to be riskier than ITDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IMEU.LITDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.92%

3.06%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

8.51%

+1.58%

Volatility (1Y)

Calculated over the trailing 1-year period

12.05%

11.13%

+0.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.74%

13.55%

+0.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.85%

13.55%

+1.30%

IMEU.L vs. ITDG - Expense Ratio Comparison

IMEU.L has a 1.00% expense ratio, which is higher than ITDG's 0.11% expense ratio.

Dividends

IMEU.L vs. ITDG - Dividend Comparison

IMEU.L's dividend yield for the trailing twelve months is around 2.93%, more than ITDG's 1.43% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
ITDG
Ishares Lifepath Target Date 2055 ETF		1.43%1.60%1.44%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

IMEU.L and ITDG have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ITDG is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ITDG is cheaper with a 0.11% expense ratio, compared with 1.00% for IMEU.L.

IMEU.L is categorized as Europe Equities, while ITDG is Target Retirement Date. Their fees differ too: 1.00% for IMEU.L and 0.11% for ITDG.

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